# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-071942
**Filing Date:** 2023-3
**Character Count:** 2907997
**Document Hash:** 3c7f028c40188b9147527f7d98b464fc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071942.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071942

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23774093

**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 Core 1-5 Year USD Bond ETF (Series ID: S000038926)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000119711 | iShares Core 1-5 Year USD Bond ETF | ISTB            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Asset-Backed Securities** |  |  |
| American Express Credit Account Master Trust 4.95%, 10/15/27 | $1000 | $1014757 |
| &nbsp;&nbsp;&nbsp;Class A, 0.90%, 11/15/26 | 5000 | 4683787 |
| &nbsp;&nbsp;&nbsp;Series 2018-2, Class A, 3.01%, 10/15/25 | 3000 | 2994122 |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A, 3.39%, 05/15/27 | 3000 | 2929418 |
| BA Credit Card Trust Series 2021-A1, Class A1, 0.44%, 09/15/26 | 3510 | 3319392 |
| Capital One Multi-Asset Execution Trust Series 2021-A1, Class A1, 0.55%, 07/15/26 | 2000 | 1878341 |
| CarMax Auto Owner Trust Series 2021-4, Class A3, 0.56%, 09/15/26 (Call 08/15/25) | 2250 | 2130512 |
| Discover Card Execution Note Trust |  |  |
| &nbsp;&nbsp;&nbsp;3.56%, 07/15/27 | 2000 | 1957208 |
| &nbsp;&nbsp;&nbsp;Series 2022-A1, Class A1, 1.96%, 02/15/27 | 2300 | 2179212 |
| GM Financial Consumer Automobile Receivables Trust 4.66%, 02/16/28 | 3090 | 3099902 |
| &nbsp;&nbsp;&nbsp;Series 2020-2, Class A3, 1.49%, 12/16/24 (Call 01/16/24) | 467 | 461780 |
| Honda Auto Receivables Owner Trust Series 2020-2, Class A4, 1.09%, 10/15/26 (Call 10/15/23) | 2750 | 2672440 |
| Santander Drive Auto Receivables Trust Series 2021-3, Class C, 0.95%, 09/15/27 (Call 08/15/24) | 1370 | 1330322 |
| Toyota Auto Receivables Owner Trust <br> 2.93%, 09/15/26 (Call 04/15/26) | 5000 | 4855403 |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A4, 0.53%, 10/15/26 (Call 05/15/25) | 750 | 689461 |
| Verizon Master Trust Series 2021-1, Class A, 0.50%, 05/20/27 (Call 05/20/24) | 2870 | 2711376 |
| World Omni Select Auto Trust Series 2020-A, Class A3, 0.55%, 07/15/25 (Call 05/15/24) | 98 | 97103 |
| **Total Asset-Backed Securities — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $40,460,240)** |  | 39004536 |
| **Collaterized Mortgage Obligations** |  |  |
| **Mortgage-Backed Securities — 1.3%** |  |  |
| Benchmark Mortgage Trust, Series 2018-B21, Class A2, 1.74%, 12/17/53 (Call 12/15/30) | 1000 | 915679 |
| CD Mortgage Trust, Series 2016-CD2, Class A3, 3.25%, 11/10/49 (Call 11/10/26) | 946 | 898766 |
| COMM Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-CR20, Class A3, 3.33%, 11/10/47 (Call 01/10/29) | 3305 | 3220821 |
| &nbsp;&nbsp;&nbsp;Series 2015-PC1, Class A5, 3.90%, 07/10/50 (Call 06/10/25) | 4000 | 3886102 |
| Commission Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Class-A4, 3.09%, 10/10/49 (Call 10/10/26) | 5440 | 5097182 |
| &nbsp;&nbsp;&nbsp;Series 2013-CR12, Class A4, 4.05%, 10/10/46 (Call 11/10/23) | 2000 | 1976900 |
| &nbsp;&nbsp;&nbsp;Series 2014-CR20, Class A4, 3.59%, 11/10/47 (Call 01/10/29) | 4200 | 4074970 |
| &nbsp;&nbsp;&nbsp;Series 2015-CR25, Class A4, 3.76%, 08/10/48 (Call 08/10/25) | 2650 | 2560947 |
| &nbsp;&nbsp;&nbsp;Series 2015-CR27, Class A4, 3.61%, 10/10/48 (Call 10/10/25) | 1335 | 1284508 |
| &nbsp;&nbsp;&nbsp;Series 2015-LC21, Class A4, 3.71%, 07/10/48 (Call 01/10/26) | 1560 | 1507315 |
| GS Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-GC20, Class AAB, 3.66%, 04/10/47 (Call 04/10/24) | 519 | 513172 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-GC24, Class A4, 3.67%, 09/10/47 (Call 09/10/24) | $1840 | $1788742 |
| &nbsp;&nbsp;&nbsp;Series 2014-GC24, Class A5, 3.93%, 09/10/47 (Call 09/10/24) | 4000 | 3896162 |
| &nbsp;&nbsp;&nbsp;Series 2017-GS7, Class AAB, 3.20%, 08/10/50 (Call 08/10/27) | 3615 | 3473771 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class A4, 4.17%, 12/15/46 (Call 11/15/23) | 2831 | 2801178 |
| JPMBB Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-C18, Class A5, 4.08%, 02/15/47 (Call 01/15/29) | 225 | 220493 |
| &nbsp;&nbsp;&nbsp;Series 2014-C22, Class A4, 3.80%, 09/15/47 (Call 03/15/26) | 3000 | 2926161 |
| &nbsp;&nbsp;&nbsp;Series 2015-C27, Class AS, 3.02%, 02/15/48 (Call 09/15/26) | 929 | 902147 |
| &nbsp;&nbsp;&nbsp;Series 2015-C29, Class A4, 3.61%, 05/15/48 (Call 03/15/26) | 2000 | 1930209 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2014-C20, Class A5, 3.80%, 07/15/47 (Call 06/15/24) | 150 | 146560 |
| Morgan Stanley Bank of America Merrill Lynch Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-C10, Class AS, 4.07%, 07/15/46 (Call 06/15/28)<sup>(a)</sup> | 1000 | 947869 |
| &nbsp;&nbsp;&nbsp;Series 2014-C17, Class A4, 3.44%, 08/15/47 (Call 07/15/24) | 1511 | 1475292 |
| &nbsp;&nbsp;&nbsp;Series 2014-C18, Class ASB, 3.62%, 10/15/47 (Call 07/15/26) | 478 | 470565 |
| &nbsp;&nbsp;&nbsp;Series 2015-C22, Class A4, 3.31%, 04/15/48 (Call 04/15/25) | 250 | 239674 |
| &nbsp;&nbsp;&nbsp;Series 2016-C31, Class A5, 3.10%, 11/15/49 (Call 11/15/26) | 3075 | 2879912 |
| Morgan Stanley Capital I Trust, Series 2019-L3, Class AS, 3.49%, 11/15/52 (Call 11/15/29) | 970 | 849737 |
| SG Commercial Mortgage Securities Trust, Series 2016-C5, Class C5, 2.90%, 10/10/48 (Call 07/10/26) | 774 | 746233 |
| UBS Commercial Mortgage Trust, Series 2018-C14, Class ASB, 4.39%, 12/15/51 (Call 12/15/28) | 3890 | 3821008 |
| Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-C35, Class A4, 2.93%, 07/15/48 (Call 07/15/26) | 1000 | 934878 |
| &nbsp;&nbsp;&nbsp;Series 2016-NXS5, Class A6, 3.64%, 01/15/59 (Call 02/15/26) | 5000 | 4799978 |
| &nbsp;&nbsp;&nbsp;Series 2017-C39, Class A5, 3.42%, 09/15/50 (Call 08/15/27) | 5000 | 4704302 |
|  |  | 65891233 |
| **Total Collaterized Mortgage Obligations — 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $72,380,023)** |  | 65891233 |
| **Corporate Bonds & Notes** |  |  |
| **Advertising — 0.1%** |  |  |
| Clear Channel International BV, 6.63%, 08/01/25 (Call 02/01/23)<sup>(b)</sup> | 160 | 156848 |
| Clear Channel Outdoor Holdings Inc., 5.13%, 08/15/27 (Call 08/15/23)<sup>(b)</sup> | 540 | 491897 |
| National CineMedia LLC, 5.75%, 08/15/26 (Call 08/15/23) | 50 | 1127 |
| Omnicom Group Inc./Omnicom Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 04/15/26 (Call 01/15/26) | 470 | 455421 |
| &nbsp;&nbsp;&nbsp;3.65%, 11/01/24 (Call 08/01/24) | 780 | 764884 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Advertising (continued)** |  |  |
| Outfront Media Capital LLC/Outfront Media Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/15/27 (Call 08/15/23)<sup>(b)</sup> | $300 | $277701 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 06/15/25 (Call 06/15/23)<sup>(b)</sup> | 170 | 171120 |
| Summer BC Bidco B LLC, 5.50%, 10/31/26 (Call 07/15/23)<sup>(b)</sup> | 185 | 154525 |
| Terrier Media Buyer Inc., 8.88%, 12/15/27 (Call 12/15/23)<sup>(b)</sup> | 430 | 336187 |
| WPP Finance 2010, 3.75%, 09/19/24 | 561 | 548731 |
|  |  | 3358441 |
| **Aerospace & Defense — 0.6%** |  |  |
| Airbus SE, 3.15%, 04/10/27 (Call 01/10/27)<sup>(b)</sup> | 225 | 213442 |
| BAE Systems Finance Inc., 7.50%, 07/01/27<sup>(b)</sup> | 100 | 109792 |
| BAE Systems Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 10/07/24<sup>(b)</sup> | 346 | 339976 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 12/15/25 (Call 09/15/25)<sup>(b)</sup> | 600 | 585402 |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 02/04/26 (Call 02/04/23) | 2540 | 2345309 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/15/26 (Call 03/15/26) | 297 | 272480 |
| &nbsp;&nbsp;&nbsp;2.60%, 10/30/25 (Call 07/30/25) | 60 | 56452 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/01/27 (Call 12/01/26) | 520 | 480834 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/01/26 (Call 01/01/26) | 800 | 754304 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/01/24 (Call 02/01/24) | 380 | 370321 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/01/27 (Call 12/01/26) | 80 | 73965 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/30/24 (Call 07/30/24) | 163 | 157328 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/01/25 (Call 04/01/25) | 1683 | 1683269 |
| &nbsp;&nbsp;&nbsp;5.04%, 05/01/27 (Call 03/01/27) | 1025 | 1035824 |
| Bombardier Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.13%, 06/15/26 (Call 06/15/23) (b) | 505 | 503031 |
| &nbsp;&nbsp;&nbsp;7.50%, 12/01/24 (Call 12/01/23) (b) | 180 | 183496 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 03/15/25 (Call 03/15/23)<sup>(b)</sup> | 502 | 502442 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 04/15/27 (Call 04/15/23)<sup>(b)</sup> | 800 | 799992 |
| Embraer Netherlands Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;5.05%, 06/15/25 | 550 | 543521 |
| &nbsp;&nbsp;&nbsp;5.40%, 02/01/27 | 200 | 196024 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 01/17/28 (Call 10/17/27)<sup>(c)</sup> | 200 | 204968 |
| F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26 (Call 08/15/23)<sup>(b)</sup> | 200 | 163932 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 06/01/26 (Call 05/01/26) | 105 | 94875 |
| &nbsp;&nbsp;&nbsp;2.38%, 11/15/24 (Call 09/15/24) | 225 | 216639 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/25 (Call 03/01/25) | 660 | 643896 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/25 (Call 03/15/25) | 529 | 518542 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/27 (Call 02/01/27) | 310 | 301218 |
| Hexcel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 02/15/27 (Call 11/15/26) | 268 | 256409 |
| &nbsp;&nbsp;&nbsp;4.95%, 08/15/25 (Call 05/15/25) | 225 | 220109 |
| Howmet Aerospace Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 10/01/24 (Call 07/01/24) | 453 | 451328 |
| &nbsp;&nbsp;&nbsp;5.90%, 02/01/27 | 275 | 279744 |
| &nbsp;&nbsp;&nbsp;6.88%, 05/01/25 (Call 04/01/25) | 265 | 272746 |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.83%, 04/27/25 (Call 01/27/25) | 259 | 253097 |
| &nbsp;&nbsp;&nbsp;3.85%, 12/15/26 (Call 09/15/26) | 90 | 87584 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/28/24 (Call 02/28/24) | 312 | 307613 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 01/15/26 (Call 10/15/25) | 635 | 624319 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/25 (Call 09/15/25) | 370 | 375894 |
| &nbsp;&nbsp;&nbsp;5.10%, 11/15/27 (Call 10/15/27) | 695 | 721785 |
| Moog Inc., 4.25%, 12/15/27 (Call 12/15/23)<sup>(b)</sup> | 250 | 231875 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Aerospace & Defense (continued)** |  |  |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.93%, 01/15/25 (Call 11/15/24) | $1081 | $1046905 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/01/27 (Call 11/01/26) | 5 | 4814 |
| Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 11/01/26 (Call 08/01/26) | 170 | 159975 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/04/27 (Call 02/04/27) | 145 | 137709 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/15/24 (Call 01/15/24) | 809 | 795368 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/27 (Call 12/15/26) | 651 | 631698 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/16/25 (Call 06/16/25) | 990 | 977922 |
| Rolls-Royce PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/14/25 (Call 07/14/25)<sup>(b)</sup> | 400 | 373296 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 10/15/27 (Call 07/15/27)<sup>(b)</sup> | 450 | 437679 |
| Spirit AeroSystems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/26 (Call 03/15/26) | 120 | 112732 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/15/25 (Call 04/15/23)<sup>(b)</sup> | 520 | 521721 |
| ST Engineering RHQ Ltd., 1.50%, 04/29/25 (Call 01/29/25)<sup>(c)</sup> | 600 | 558918 |
| TransDigm Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 11/15/27 (Call 11/15/23) | 1120 | 1069578 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 03/15/26 (Call 03/15/23)<sup>(b)</sup> | 1850 | 1849315 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/15/26 (Call 06/15/23) | 420 | 414763 |
| &nbsp;&nbsp;&nbsp;7.50%, 03/15/27 (Call 03/15/23) | 240 | 241836 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 12/15/25 (Call 04/08/23)<sup>(b)</sup> | 455 | 464373 |
| TransDigm UK Holdings PLC, 6.88%, 05/15/26 (Call 05/15/23) | 220 | 218101 |
| Triumph Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 09/15/24 (Call 03/03/23)<sup>(b)</sup> | 230 | 222327 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 08/15/25 (Call 08/15/23)<sup>(d)</sup> | 220 | 187165 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.88%, 06/01/24 (Call 02/01/23)<sup>(b)</sup> | 240 | 244574 |
|  |  | 28104546 |
| **Agriculture — 0.4%** |  |  |
| Adecoagro SA, 6.00%, 09/21/27 (Call 09/21/23) | 200 | 191524 |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 05/06/25 (Call 04/06/25) | 758 | 719698 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 02/14/26 (Call 12/14/25)<sup>(d)</sup> | 450 | 448070 |
| Amaggi Luxembourg International Sarl, 5.25%, 01/28/28 (Call 01/28/25) | 200 | 188170 |
| Archer-Daniels-Midland Co., 2.50%, 08/11/26 (Call 05/11/26) | 337 | 317855 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.79%, 09/06/24 (Call 08/06/24) | 896 | 867095 |
| &nbsp;&nbsp;&nbsp;3.22%, 08/15/24 (Call 06/15/24) | 1054 | 1025658 |
| &nbsp;&nbsp;&nbsp;3.22%, 09/06/26 (Call 07/06/26) | 462 | 435509 |
| &nbsp;&nbsp;&nbsp;3.56%, 08/15/27 (Call 05/15/27) | 1372 | 1279678 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/02/27 (Call 02/02/27) | 277 | 271576 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.67%, 03/25/26 (Call 02/25/26) | 1082 | 976656 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 06/15/25<sup>(b)</sup> | 759 | 736268 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 08/17/25 (Call 07/17/25) | 632 | 582717 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/26 (Call 05/15/26) | 45 | 42694 |
| Cargill Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/02/26 (Call 01/02/26)<sup>(b)</sup> | 295 | 264521 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/22/25 (Call 04/22/23)<sup>(b)</sup> | 510 | 496801 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/22/27 (Call 03/22/27)<sup>(b)</sup> | 390 | 379259 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/10/25 (Call 09/10/25)<sup>(b)</sup> | 770 | 775775 |
| Darling Ingredients Inc., 5.25%, 04/15/27 (Call 04/15/23)<sup>(b)</sup> | 230 | 224282 |
| Imperial Brands Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 07/26/24 (Call 06/26/24)<sup>(b)</sup> | 475 | 458679 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/26/26 (Call 05/26/26)<sup>(b)</sup> | 470 | 439333 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Agriculture (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/21/25 (Call 04/21/25)<sup>(b)</sup> | $550 | $535981 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 07/27/27 (Call 06/27/27)<sup>(b)</sup> | 350 | 359289 |
| MHP Lux SA, 6.95%, 04/03/26<sup>(c)</sup> | 200 | 96125 |
| MHP SE, 7.75%, 05/10/24<sup>(c)</sup> | 200 | 99538 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 05/01/26 (Call 04/01/26) | 502 | 447864 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/01/25 (Call 04/01/25) | 484 | 452375 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/25/26 (Call 11/25/25) | 650 | 618416 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/01/24 (Call 04/01/24) | 507 | 495263 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/10/24 | 497 | 484366 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/11/25 (Call 05/11/25) | 508 | 492582 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/17/25 | 871 | 882724 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/24 | 695 | 700046 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/17/27 (Call 10/17/27) | 893 | 912441 |
| Reynolds American Inc., 4.45%, 06/12/25 (Call 03/12/25) | 1311 | 1286917 |
| Turning Point Brands Inc., 5.63%, 02/15/26 (Call 02/15/23)<sup>(b)</sup> | 110 | 100244 |
| Vector Group Ltd., 10.50%, 11/01/26 (Call 11/01/23)<sup>(b)</sup> | 255 | 256703 |
| Viterra Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/21/26 (Call 03/21/26)<sup>(b)</sup> | 360 | 317401 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 04/21/27 (Call 03/21/27)<sup>(b)</sup> | 215 | 207036 |
|  |  | 19867129 |
| **Airlines — 0.3%** |  |  |
| Air Canada, 3.88%, 08/15/26 (Call 02/15/26)<sup>(b)</sup> | 521 | 482050 |
| Air Canada Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1, Class A, 3.60%, 09/15/28<sup>(b)</sup> | 23 | 21366 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class C, 10.50%, 07/15/26<sup>(b)</sup> | 135 | 143116 |
| Alaska Airlines Pass Through Trust, Series 2020-1, 4.80%, 02/15/29<sup>(b)(d)</sup> | 105 | 102589 |
| Allegiant Travel Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 08/15/27 (Call 08/15/24)<sup>(b)</sup> | 255 | 249648 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 02/05/24 (Call 08/05/23)<sup>(b)(d)</sup> | 50 | 50144 |
| American Airlines 2015-2 Class AA Pass Through Trust, Series 2015-2, Class AA, 3.60%, 03/22/29 | 14 | 12648 |
| American Airlines Group Inc., 3.75%, 03/01/25<sup>(b)(d)</sup> | 235 | 219692 |
| American Airlines Inc., 11.75%, 07/15/25<sup>(b)</sup> | 1060 | 1180501 |
| American Airlines Inc./AAdvantage Loyalty IP Ltd., 5.50%, 04/20/26<sup>(b)</sup> | 1485 | 1456339 |
| American Airlines Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-1, Class A, 4.00%, 01/15/27 | 101 | 92108 |
| &nbsp;&nbsp;&nbsp;Series 2014-1, Class A, 3.70%, 04/01/28 | 184 | 162927 |
| &nbsp;&nbsp;&nbsp;Series 2015-1, Class A, 3.38%, 11/01/28 | 266 | 228993 |
| Azul Investments LLP, 7.25%, 06/15/26 (Call 06/15/24)<sup>(c)</sup> | 200 | 121020 |
| Continental Airlines Pass Through Trust, Series 2012-2, Class A, 4.00%, 04/29/26 | 155 | 148449 |
| Delta Air Lines Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 10/28/24 (Call 09/28/24) | 390 | 372060 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 05/01/25<sup>(b)</sup> | 959 | 986897 |
| &nbsp;&nbsp;&nbsp;7.38%, 01/15/26 (Call 12/15/25) | 375 | 392284 |
| Delta Air Lines Inc./SkyMiles IP Ltd., 4.50%, 10/20/25<sup>(b)</sup> | 914 | 902711 |
| Delta Air Lines Pass Through Trust, Series 2019-1, Class AA, 3.20%, 10/25/25 | 155 | 151787 |
| Gol Finance SA, 7.00%, 01/31/25 (Call 01/31/23)<sup>(c)</sup> | 650 | 339482 |
| Grupo Aeromexico SAB de CV, 8.50%, 03/17/27 (Call 03/17/24)<sup>(c)</sup> | 400 | 361880 |
| Hawaiian Airlines Pass Through Certificates, Series 2013-1, Class A, 3.90%, 07/15/27<sup>(d)</sup> | 74 | 65062 |
| Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26 (Call 01/20/24)<sup>(b)</sup> | 490 | 468337 |
| Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27 (Call 06/30/23)<sup>(b)</sup> | 771 | 779630 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Airlines (continued)** |  |  |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 06/15/27 (Call 04/15/27) | $1035 | $1046157 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/04/25 (Call 04/04/25) | 977 | 983810 |
| Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd., 8.00%, 09/20/25 (Call 09/20/23)<sup>(b)</sup> | 493 | 503563 |
| U.S. Airways Pass Through Trust, Series 2013-1, Class A, 3.95%, 05/15/27 | 124 | 115569 |
| United Airlines Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 01/15/25<sup>(d)</sup> | 175 | 171888 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/24<sup>(d)</sup> | 50 | 49734 |
| United Airlines Inc., 4.38%, 04/15/26 (Call 10/15/25)<sup>(b)</sup> | 875 | 831180 |
| United Airlines Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2012-1 A, Class A, 4.15%, 10/11/25 | 171 | 166602 |
| &nbsp;&nbsp;&nbsp;Series 2013-1, Class A, 4.30%, 02/15/27 | 392 | 372889 |
| &nbsp;&nbsp;&nbsp;Series 2014-1, Class A, 4.00%, 10/11/27 | 421 | 390490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-2, Class A, 3.75%, 03/03/28<sup>(d)</sup> | 201 | 184946 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A, 5.88%, 04/15/29 | 585 | 590623 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class B, 4.88%, 07/15/27 | 181 | 175329 |
| Unity 1 Sukuk Ltd., 2.39%, 11/03/25<sup>(c)</sup> | 400 | 372404 |
|  |  | 15446904 |
| **Apparel — 0.1%** |  |  |
| Hanesbrands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 05/15/24 (Call 02/15/24)<sup>(b)</sup> | 360 | 353967 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 05/15/26 (Call 02/15/26)<sup>(b)(d)</sup> | 405 | 378679 |
| Michael Kors USA Inc., 4.25%, 11/01/24 (Call 09/01/24)<sup>(b)</sup> | 383 | 372475 |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 11/01/26 (Call 08/01/26) | 200 | 187824 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/27/25 (Call 02/27/25) | 623 | 602852 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/27/27 (Call 01/27/27) | 228 | 216577 |
| PVH Corp., 4.63%, 07/10/25 (Call 06/10/25) | 420 | 413011 |
| Ralph Lauren Corp., 3.75%, 09/15/25 (Call 07/15/25) | 93 | 90993 |
| Under Armour Inc., 3.25%, 06/15/26 (Call 03/15/26) | 270 | 246434 |
| VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 04/23/25 (Call 03/23/25) | 478 | 453450 |
| &nbsp;&nbsp;&nbsp;2.80%, 04/23/27 (Call 02/23/27) | 5 | 4647 |
| William Carter Co. (The), 5.63%, 03/15/27 (Call 03/15/23)<sup>(b)</sup> | 230 | 224416 |
|  |  | 3545325 |
| **Auto Manufacturers — 1.3%** |  |  |
| Allison Transmission Inc., 4.75%, 10/01/27 (Call 10/01/23)<sup>(b)</sup> | 175 | 165918 |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 08/09/24 | 208 | 196086 |
| &nbsp;&nbsp;&nbsp;1.00%, 09/10/25 | 715 | 652681 |
| &nbsp;&nbsp;&nbsp;1.20%, 07/08/25 | 371 | 342155 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/09/26 | 445 | 399014 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/13/25 | 905 | 854211 |
| &nbsp;&nbsp;&nbsp;2.15%, 09/10/24 | 515 | 494967 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/08/27 | 200 | 185134 |
| &nbsp;&nbsp;&nbsp;2.40%, 06/27/24 | 379 | 366849 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/12/28 | 100 | 100949 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/12/26 | 60 | 60504 |
| Aston Martin Capital Holdings Ltd., 10.50%, 11/30/25 (Call 11/01/24)<sup>(b)</sup> | 500 | 490815 |
| Baic Finance Investment Co. Ltd., 2.00%, 03/16/24<sup>(c)</sup> | 200 | 192412 |
| BMW Finance NV, 2.40%, 08/14/24 (Call 07/14/24)<sup>(b)</sup> | 435 | 420271 |
| BMW U.S. Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/12/24<sup>(b)</sup> | 232 | 218704 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 04/01/24<sup>(b)</sup> | 550 | 525052 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 08/12/26 (Call 07/12/26)<sup>(b)</sup> | 430 | 383478 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 04/11/26 (Call 01/11/26)<sup>(b)</sup> | $65 | $61649 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 04/18/24 (Call 03/18/24)<sup>(b)</sup> | 590 | 577669 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/06/27 (Call 01/06/27)<sup>(b)</sup> | 125 | 119316 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 04/01/27 (Call 03/01/27)<sup>(b)</sup> | 670 | 645277 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/09/25 (Call 03/09/25)<sup>(b)</sup> | 864 | 850703 |
| Cummins Inc., 0.75%, 09/01/25 (Call 08/01/25) | 245 | 222928 |
| Daimler Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/01/24<sup>(b)</sup> | 225 | 215105 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 03/02/26<sup>(b)</sup> | 260 | 236265 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/10/25<sup>(b)</sup> | 675 | 638563 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/14/24<sup>(b)</sup> | 304 | 295376 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 05/19/25<sup>(b)</sup> | 310 | 300449 |
| Daimler Truck Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 01/19/28<sup>(b)</sup> | 300 | 302853 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 01/16/26<sup>(b)</sup> | 300 | 301833 |
| &nbsp;&nbsp;&nbsp;5.20%, 01/17/25 | 160 | 160742 |
| Daimler Trucks Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 12/13/24<sup>(b)</sup> | 300 | 282006 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/14/26<sup>(b)</sup> | 500 | 450270 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/07/25<sup>(b)</sup> | 475 | 460304 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 04/07/27<sup>(b)(d)</sup> | 445 | 426492 |
| Ford Motor Co., 4.35%, 12/08/26 (Call 09/08/26) | 625 | 608788 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/10/25 (Call 01/10/25) | 525 | 487982 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/10/26 (Call 07/10/26) | 615 | 548851 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/13/25 (Call 10/13/25) | 930 | 866202 |
| &nbsp;&nbsp;&nbsp;3.66%, 09/08/24 | 315 | 304016 |
| &nbsp;&nbsp;&nbsp;3.82%, 11/02/27 (Call 08/02/27) | 325 | 293446 |
| &nbsp;&nbsp;&nbsp;4.06%, 11/01/24 (Call 10/01/24) | 655 | 635009 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/04/25 | 600 | 573072 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/17/27 (Call 06/17/27) | 560 | 515978 |
| &nbsp;&nbsp;&nbsp;4.27%, 01/09/27 (Call 11/09/26) | 405 | 380732 |
| &nbsp;&nbsp;&nbsp;4.39%, 01/08/26 | 525 | 505118 |
| &nbsp;&nbsp;&nbsp;4.54%, 08/01/26 (Call 06/01/26) | 330 | 313530 |
| &nbsp;&nbsp;&nbsp;4.69%, 06/09/25 (Call 04/09/25) | 300 | 291267 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/28/27 (Call 04/28/27) | 625 | 599881 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/16/25 (Call 05/16/25) | 695 | 681128 |
| &nbsp;&nbsp;&nbsp;5.58%, 03/18/24 (Call 02/18/24) | 640 | 636794 |
| &nbsp;&nbsp;&nbsp;6.95%, 03/06/26 | 425 | 434673 |
| &nbsp;&nbsp;&nbsp;7.35%, 11/04/27 (Call 10/04/27) | 650 | 681668 |
| Geely Automobile Holdings Ltd., 4.00%, (Call 12/04/24)<sup>(a)(c)(e)</sup> | 200 | 189744 |
| Geely Finance Hong Kong Ltd., 3.00%, 03/05/25<sup>(c)</sup> | 200 | 185922 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;6.13%, 10/01/25 (Call 09/01/25) | 691 | 708586 |
| &nbsp;&nbsp;&nbsp;6.80%, 10/01/27 (Call 08/01/27) | 500 | 531585 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 03/08/24 | 370 | 353927 |
| &nbsp;&nbsp;&nbsp;1.20%, 10/15/24 | 560 | 523561 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/08/26 (Call 12/08/25) | 724 | 648834 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/10/26 (Call 05/10/26) | 1030 | 915567 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/26/27 (Call 01/26/27) | 710 | 637580 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/20/27 (Call 06/20/27) | 134 | 120308 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/20/25 (Call 05/20/25) | 925 | 872830 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/26/25 (Call 01/26/25) | 806 | 769029 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/07/24 (Call 09/07/24) | 487 | 472901 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/13/24 (Call 02/13/24) | 543 | 535789 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/25 (Call 10/15/24) | 605 | 591872 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/06/26 (Call 07/06/26) | 386 | 372042 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/13/25 (Call 04/13/25) | 185 | 181315 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 04/09/25 (Call 02/09/25) | $346 | $339464 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/17/27 (Call 10/17/26) | 80 | 77642 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/09/27 (Call 03/09/27) | 784 | 777022 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/01/26 (Call 12/01/25) | 405 | 405296 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/09/28 (Call 12/09/27) | 500 | 514235 |
| &nbsp;&nbsp;&nbsp;6.05%, 10/10/25 | 925 | 942584 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.27%, 03/10/25 (Call 02/10/25) | 350 | 333347 |
| &nbsp;&nbsp;&nbsp;2.53%, 03/10/27 (Call 02/10/27) | 525 | 489736 |
| Hyundai Assan Otomotiv Sanayi ve Ticaret AS, 1.63%, 07/12/26<sup>(c)</sup> | 200 | 172248 |
| Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 06/14/24<sup>(b)</sup> | 635 | 598976 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/17/24<sup>(b)</sup> | 365 | 341166 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 01/08/26 (Call 12/08/25)<sup>(b)</sup> | 614 | 548437 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/15/26 (Call 05/15/26)<sup>(b)</sup> | 580 | 515597 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 09/17/26 (Call 08/17/26)<sup>(b)</sup> | 540 | 477511 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 10/15/25 (Call 09/15/25)<sup>(b)</sup> | 325 | 296602 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 10/15/27 (Call 08/15/27)<sup>(b)</sup> | 90 | 79681 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 02/10/25 (Call 01/10/25)<sup>(b)</sup> | 390 | 370906 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/27/26<sup>(c)</sup> | 200 | 183378 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/20/24<sup>(c)(d)</sup> | 425 | 413007 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/02/26 (Call 09/02/26)<sup>(b)</sup> | 340 | 318325 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 02/01/24<sup>(c)</sup> | 225 | 222350 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 04/07/25 (Call 03/07/25)<sup>(b)</sup> | 341 | 344454 |
| Hyundai Capital Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/08/26<sup>(c)</sup> | 200 | 176966 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 04/24/25<sup>(c)</sup> | 200 | 185076 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/24/27<sup>(c)</sup> | 200 | 179028 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 08/29/27<sup>(c)</sup> | 200 | 185068 |
| Hyundai Motor Manufacturing Indonesia PT, 1.75%, 05/06/26<sup>(c)</sup> | 200 | 174454 |
| Jaguar Land Rover Automotive PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/01/27 (Call 07/01/27)<sup>(b)(d)</sup> | 225 | 187614 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 01/15/28 (Call 01/15/24)<sup>(b)</sup> | 100 | 85069 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 10/15/25 (Call 10/15/23)<sup>(b)</sup> | 285 | 280545 |
| JB Poindexter & Co. Inc., 7.13%, 04/15/26 (Call 04/15/23)<sup>(b)</sup> | 250 | 246855 |
| Kia Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/16/24<sup>(c)</sup> | 200 | 190070 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/16/26<sup>(c)</sup> | 200 | 174772 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 02/14/25<sup>(c)</sup> | 200 | 187998 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/14/27<sup>(c)</sup> | 200 | 180428 |
| Mercedes-Benz Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/03/25<sup>(b)</sup> | 135 | 131124 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 02/22/24<sup>(b)</sup> | 310 | 305821 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/29/27<sup>(b)</sup> | 380 | 391316 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 11/26/25<sup>(b)</sup> | 1000 | 1016850 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/27/24<sup>(b)</sup> | 650 | 659100 |
| Nissan Motor Acceptance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/16/24<sup>(b)</sup> | 330 | 305824 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 09/16/26 (Call 08/16/26)<sup>(b)</sup> | 592 | 511233 |
| Nissan Motor Acceptance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 03/08/24<sup>(b)</sup> | 245 | 232196 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/09/26 (Call 02/09/26)<sup>(b)</sup> | 205 | 181757 |
| Nissan Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.52%, 09/17/25 (Call 08/17/25)<sup>(b)</sup> | 850 | 802510 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 09/17/27 (Call 07/17/27)<sup>(b)</sup> | 1025 | 964064 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 08/09/24 | 290 | 272629 |
| &nbsp;&nbsp;&nbsp;0.90%, 11/08/24 | 175 | 164700 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 05/11/26 | $190 | $171325 |
| &nbsp;&nbsp;&nbsp;1.80%, 02/06/25 | 206 | 195216 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/04/27 | 210 | 193053 |
| &nbsp;&nbsp;&nbsp;2.15%, 08/15/24 | 275 | 264528 |
| &nbsp;&nbsp;&nbsp;2.85%, 04/07/25 | 25 | 24136 |
| &nbsp;&nbsp;&nbsp;3.15%, 06/13/24 | 495 | 485739 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/11/25 | 195 | 191338 |
| &nbsp;&nbsp;&nbsp;4.60%, 01/10/28 | 300 | 304071 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/03/25 | 340 | 344525 |
| Stellantis Finance U.S. Inc., 1.71%, 01/29/27 (Call 12/29/26)<sup>(b)</sup> | 445 | 392543 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.68%, 03/25/24 (Call 02/25/24) | 760 | 726066 |
| &nbsp;&nbsp;&nbsp;1.34%, 03/25/26 (Call 02/25/26) | 737 | 670817 |
| &nbsp;&nbsp;&nbsp;2.36%, 07/02/24 | 216 | 209194 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 06/18/24 | 505 | 476957 |
| &nbsp;&nbsp;&nbsp;0.63%, 09/13/24 | 685 | 643146 |
| &nbsp;&nbsp;&nbsp;0.80%, 01/09/26 | 15 | 13572 |
| &nbsp;&nbsp;&nbsp;1.13%, 06/18/26 | 680 | 610021 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/13/25 | 895 | 844012 |
| &nbsp;&nbsp;&nbsp;1.80%, 02/13/25 | 413 | 390690 |
| &nbsp;&nbsp;&nbsp;1.90%, 01/13/27 | 735 | 669600 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/07/24 | 435 | 416952 |
| &nbsp;&nbsp;&nbsp;2.90%, 04/17/24 | 238 | 233069 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 | 430 | 415849 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/22/27 | 645 | 613195 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/11/27 | 45 | 43151 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/14/25 | 38 | 37037 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/18/25 | 905 | 885479 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/30/25 | 385 | 380037 |
| &nbsp;&nbsp;&nbsp;4.40%, 09/20/24 | 825 | 821395 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/20/27 | 615 | 620541 |
| &nbsp;&nbsp;&nbsp;4.63%, 01/12/28 | 180 | 181818 |
| &nbsp;&nbsp;&nbsp;4.80%, 01/10/25 | 180 | 180639 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/10/25 | 925 | 946534 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/10/27 | 380 | 396564 |
| Volkswagen Group of America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 11/24/25 (Call 10/24/25)<sup>(b)</sup> | 680 | 614638 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 09/26/24<sup>(b)</sup> | 220 | 212126 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 09/26/26<sup>(b)</sup> | 50 | 47038 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 05/13/25<sup>(b)</sup> | 670 | 645471 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 06/06/25<sup>(b)</sup> | 500 | 487700 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 06/08/27 (Call 05/08/27)<sup>(b)</sup> | 575 | 561056 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/13/25<sup>(b)</sup> | 200 | 197850 |
|  |  | 64460246 |
| **Auto Parts & Equipment — 0.1%** |  |  |
| Adient Global Holdings Ltd., 4.88%, 08/15/26 (Call 08/15/23)<sup>(b)(d)</sup> | 360 | 341608 |
| American Axle & Manufacturing Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 03/15/26 (Call 03/15/23)<sup>(d)</sup> | 75 | 70628 |
| &nbsp;&nbsp;&nbsp;6.50%, 04/01/27 (Call 04/01/23) | 225 | 207540 |
| BorgWarner Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 07/01/27 (Call 05/01/27) | 415 | 381842 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/15/25 (Call 12/15/24) | 199 | 192445 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/25<sup>(b)</sup> | 185 | 183620 |
| Clarios Global LP, 6.75%, 05/15/25 (Call 05/15/23)<sup>(b)</sup> | 202 | 203277 |
| Clarios Global LP/Clarios US Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 05/15/26 (Call 05/15/23)<sup>(b)(d)</sup> | 380 | 377769 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 05/15/27 (Call 05/15/23)<sup>(b)(d)</sup> | 840 | 837488 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Auto Parts & Equipment (continued)** |  |  |
| Cooper-Standard Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.63%, 05/15/27 | $185 | $88807 |
| &nbsp;&nbsp;&nbsp;13.50%, 03/31/27 | 268 | 278309 |
| Dana Financing Luxembourg Sarl, 5.75%, 04/15/25 (Call 04/15/23)<sup>(b)</sup> | 175 | 174006 |
| Dana Inc., 5.38%, 11/15/27 (Call 11/15/23) | 209 | 199447 |
| Goodyear Tire & Rubber Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/15/27 (Call 12/15/26)<sup>(d)</sup> | 300 | 281865 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/31/26 (Call 05/31/23)<sup>(d)</sup> | 385 | 372399 |
| &nbsp;&nbsp;&nbsp;9.50%, 05/31/25 (Call 05/31/23) | 345 | 357147 |
| IHO Verwaltungs GmbH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/15/26 (Call 09/15/23), (5.50% PIK)<sup>(b)(f)</sup> | 220 | 201450 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/15/27 (Call 05/15/23), (6.75% PIK)<sup>(b)(f)</sup> | 195 | 180537 |
| Lear Corp., 3.80%, 09/15/27 (Call 06/15/27) | 20 | 19067 |
| Magna International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 06/15/24 (Call 03/15/24) | 201 | 197458 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/25 (Call 07/01/25) | 115 | 113039 |
| ZF North America Capital Inc., 4.75%, 04/29/25<sup>(b)</sup> | 470 | 454438 |
|  |  | 5714186 |
| **Banks — 11.1%** |  |  |
| ABN AMRO Bank NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 06/16/27 (Call 06/16/26)<sup>(a)(b)</sup> | 450 | 395195 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 07/28/25<sup>(b)</sup> | 575 | 564702 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 04/18/26<sup>(b)</sup> | 380 | 370838 |
| ABQ Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 09/08/25<sup>(c)</sup> | 400 | 367988 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/24/24<sup>(c)</sup> | 200 | 193232 |
| Abu Dhabi Commercial Bank PJSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/31/27<sup>(c)</sup> | 200 | 190958 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/14/27<sup>(c)</sup> | 200 | 198700 |
| Access Bank PLC, 6.13%, 09/21/26<sup>(c)</sup> | 200 | 174970 |
| Agricultural Bank of China Ltd., 0.75%, 03/02/24<sup>(c)</sup> | 200 | 191686 |
| Agricultural Bank of China Ltd./Hong Kong |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 06/17/24<sup>(c)</sup> | 200 | 189394 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/17/26<sup>(c)</sup> | 400 | 359428 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/01/25<sup>(c)</sup> | 200 | 189322 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/01/27<sup>(c)</sup> | 200 | 185528 |
| Agricultural Bank of China Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/19/26<sup>(c)</sup> | 400 | 364248 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/18/25<sup>(c)</sup> | 200 | 188112 |
| Agricultural Bank Of China Ltd./Singapore, 1.25%, 03/02/26<sup>(c)</sup> | 200 | 181392 |
| Ahli United Sukuk Ltd., 3.88%, (Call 06/17/26)<sup>(a)(c)(e)</sup> | 200 | 184748 |
| AIB Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 04/10/25 (Call 04/10/24)<sup>(a)(b)</sup> | 545 | 533484 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.58%, 10/14/26 (Call 10/14/25)<sup>(a)(b)</sup> | 520 | 538179 |
| Akbank TAS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 03/31/25<sup>(c)</sup> | 200 | 190466 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 02/06/26<sup>(c)</sup> | 200 | 191684 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 06/22/31 (Call 06/22/26)<sup>(a)(c)</sup> | 200 | 180422 |
| ANZ Bank New Zealand Ltd., 5.55%, 08/11/32 (Call 08/11/27)<sup>(a)(b)</sup> | 255 | 254663 |
| ANZ New Zealand Int'l Ltd./London |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/22/26<sup>(b)</sup> | 245 | 217876 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.17%, 02/18/25<sup>(b)</sup> | 345 | 326242 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/19/24<sup>(b)</sup> | 645 | 634080 |
| Aozora Bank Ltd., 1.05%, 09/09/24<sup>(c)</sup> | 200 | 186350 |
| Arab National Bank, 3.33%, 10/28/30 (Call 10/28/25)<sup>(a)(c)</sup> | 400 | 379068 |
| ASB Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/22/26<sup>(b)</sup> | 200 | 178132 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/23/24<sup>(b)</sup> | $390 | $380601 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.28%, 06/17/32 (Call 06/17/27)<sup>(a)(b)</sup> | 380 | 366635 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 11/29/27<sup>(b)</sup> | 300 | 306120 |
| AUB Sukuk Ltd., 2.62%, 09/09/26<sup>(c)</sup> | 200 | 184066 |
| Australia & New Zealand Banking Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 07/22/30 (Call 07/22/25)<sup>(a)(b)</sup> | 755 | 694517 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 05/19/26<sup>(b)</sup> | 200 | 195604 |
| &nbsp;&nbsp;&nbsp;4.83%, 02/03/25 | 550 | 550764 |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 09/18/25 | 705 | 639498 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.86%, 09/14/26 (Call 09/14/25)<sup>(a)</sup> | 400 | 401756 |
| Banco Bradesco SA/Cayman Islands |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 01/27/25<sup>(c)</sup> | 400 | 383896 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/18/27<sup>(c)</sup> | 200 | 193046 |
| Banco de Bogota SA, 6.25%, 05/12/26<sup>(c)</sup> | 400 | 397280 |
| Banco de Credito del Peru, 2.70%, 01/11/25 (Call 12/11/24)<sup>(c)(d)</sup> | 300 | 286743 |
| Banco de Credito del Peru SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 07/01/30 (Call 07/01/25)<sup>(a)(c)</sup> | 500 | 461290 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/30/31 (Call 09/30/26)<sup>(a)(c)</sup> | 300 | 265968 |
| Banco de Credito e Inversiones SA, 3.50%, 10/12/27<sup>(c)</sup> | 200 | 187190 |
| Banco del Estado de Chile, 2.70%, 01/09/25 (Call 12/09/24)<sup>(c)</sup> | 400 | 382440 |
| Banco do Brasil SA/Cayman |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/30/26<sup>(c)</sup> | 200 | 184886 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 01/15/25<sup>(c)</sup> | 600 | 587394 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%,03/20/24<sup>(c)</sup> | 400 | 395048 |
| Banco General SA, 4.13%, 08/07/27 (Call 05/07/27)<sup>(c)</sup> | 200 | 191794 |
| Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/06/24<sup>(c)</sup> | 650 | 642330 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/11/27 (Call 01/11/27)<sup>(c)</sup> | 150 | 144335 |
| Banco Internacional del Peru SAA Interbank, 3.25%, 10/04/26 (Call 08/04/26)<sup>(c)</sup> | 200 | 186474 |
| Banco Nacional de Comercio Exterior |  |  |
| &nbsp;&nbsp;&nbsp;SNC/Cayman Islands |  |  |
| &nbsp;&nbsp;&nbsp;2.72%, 08/11/31 (Call 08/11/26) <sup>(a)(c)</sup> | 200 | 169628 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/14/25<sup>(c)</sup> | 400 | 389916 |
| Banco Santander Chile, 2.70%, 01/10/25 (Call 12/10/24)<sup>(c)(d)</sup> | 350 | 335745 |
| Banco Santander Mexico SA Institucion de Banca Multiple |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Grupo Financiero Santand, 5.38%, 04/17/25<sup>(c)</sup> | 700 | 701337 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.72%, 09/14/27 (Call 09/14/26)<sup>(a)</sup> | 800 | 700856 |
| &nbsp;&nbsp;&nbsp;1.85%, 03/25/26 | 910 | 819637 |
| &nbsp;&nbsp;&nbsp;2.71%, 06/27/24 | 1190 | 1153098 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/28/25 | 725 | 685973 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/24/25 | 600 | 581316 |
| &nbsp;&nbsp;&nbsp;3.89%, 05/24/24 | 800 | 788872 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 03/24/28 (Call 03/24/27)<sup>(a)</sup> | 855 | 812960 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/11/27 | 30 | 29207 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/18/25 | 300 | 299568 |
| &nbsp;&nbsp;&nbsp;5.18%, 11/19/25 | 287 | 285568 |
| &nbsp;&nbsp;&nbsp;5.29%, 08/18/27 | 950 | 950893 |
| Banco Votorantim SA, 4.38%, 07/29/25<sup>(c)</sup> | 200 | 192582 |
| Bancolombia SA, 3.00%, 01/29/25 (Call 12/29/24) | 525 | 498020 |
| Bangkok Bank PCL/Hong Kong |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 03/19/24<sup>(c)</sup> | 400 | 396204 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/15/27 (Call 05/15/27)<sup>(c)</sup> | 200 | 196608 |
| Bank Leumi Le-Israel BM, 5.13%, 07/27/27 (Call 06/27/27)<sup>(b)</sup> | 200 | 200438 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Bank Mandiri Persero Tbk PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/19/26<sup>(c)</sup> | $200 | $181384 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/11/24<sup>(c)</sup> | 247 | 243117 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/13/25<sup>(c)</sup> | 200 | 199100 |
| Bank Muscat SAOG, 4.75%, 03/17/26<sup>(c)</sup> | 200 | 193622 |
| Bank Negara Indonesia Persero Tbk PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/30/26<sup>(c)</sup> | 400 | 376940 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, (Call 03/24/27)<sup>(a)(c)(e)</sup> | 200 | 172754 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 04/22/25 (Call 04/22/24), (1 day SOFR + 0.690%)<sup>(a)</sup> | 1117 | 1058760 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 09/25/25 (Call 09/25/24), (1 day SOFR + 0.910%)<sup>(a)</sup> | 590 | 550612 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 10/24/26 (Call 10/24/25), (1 day SOFR + 1.010%)<sup>(a)</sup> | 1850 | 1668681 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.32%, 06/19/26 (Call 06/19/25), (1 day SOFR + 1.150%)<sup>(a)</sup> | 2431 | 2226188 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.53%, 12/06/25 (Call 12/06/24), (1 day SOFR + 0.650%)<sup>(a)</sup> | 1540 | 1438452 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 07/22/27 (Call 07/22/26), (1 day SOFR + 0.960%)<sup>(a)</sup> | 3400 | 3046264 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.84%, 02/04/25 (Call 02/04/24), (1 day SOFR + 0.670%)<sup>(a)</sup> | 693 | 668856 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)<sup>(a)</sup> | 1998 | 1875043 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)<sup>(a)</sup> | 1255 | 1200131 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 02/04/28 (Call 02/04/27), (1 day SOFR + 1.050%)<sup>(a)</sup> | 1070 | 977060 |
| &nbsp;&nbsp;&nbsp;3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)<sup>(a)</sup> | 400 | 387000 |
| &nbsp;&nbsp;&nbsp;3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)<sup>(a)</sup> | 1154 | 1115203 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/02/26 (Call 04/02/25), (1 day SOFR + 1.330%)<sup>(a)</sup> | 1500 | 1450485 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.42%, 12/20/28 (Call 12/20/27), (3 mo. LIBOR US + 1.040%)<sup>(a)</sup> | 1165 | 1090102 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.46%, 03/15/25 (Call 03/15/24), (3 mo. LIBOR US + 0.970%)<sup>(a)</sup> | 1432 | 1404534 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/19/26 | 1100 | 1070674 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)<sup>(a)</sup> | 160 | 153214 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 07/21/28 (Call 07/21/27), (3 mo. LIBOR US + 1.370%)<sup>(a)</sup> | 500 | 472670 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.71%, 04/24/28 (Call 04/24/27), (3 mo. LIBOR US + 1.512%)<sup>(a)</sup> | 1300 | 1239849 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.82%, 01/20/28 (Call 01/20/27), (3 mo. LIBOR US + 1.575%)<sup>(a)</sup> | 1340 | 1288316 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 04/25/25 (Call 04/27/24), (1 day SOFR + 1.110%)<sup>(a)</sup> | 1410 | 1385128 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/01/25 | 400 | 394256 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 | 1046 | 1037789 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/22/25 | 277 | 272136 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/26/24 | 1320 | 1305916 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/26 | 215 | 211001 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/27/28 (Call 04/27/27), (1 day SOFR + 1.580%)<sup>(a)</sup> | 1255 | 1227403 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/03/26 | 674 | 668042 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.83%, 07/22/26 (Call 07/22/25)<sup>(a)</sup> | 1145 | 1142241 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/22/28 (Call 07/22/27)<sup>(a)</sup> | 1155 | 1157899 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.08%, 01/20/27 | $1000 | $1003320 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/10/28 (Call 11/10/27)<sup>(a)</sup> | 1105 | 1165377 |
| &nbsp;&nbsp;&nbsp;6.22%, 09/15/26 | 10 | 10513 |
| &nbsp;&nbsp;&nbsp;Series L, 3.95%, 04/21/25 | 485 | 476842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, 1.66%, 03/11/27 (Call 03/11/26), (1 day SOFR + 0.910%)<sup>(a)</sup> | 2095 | 1891722 |
| Bank of China Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/20/27<sup>(c)</sup> | 200 | 194636 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/13/24<sup>(c)</sup> | 1600 | 1601872 |
| Bank of China Ltd./Hong Kong |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/04/24<sup>(c)</sup> | 400 | 384800 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/24/25<sup>(c)</sup> | 600 | 553464 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 01/16/25<sup>(c)</sup> | 600 | 573948 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 04/17/24<sup>(c)</sup> | 200 | 196384 |
| Bank of China Ltd./London, 1.00%, 11/02/24<sup>(c)</sup> | 200 | 187768 |
| Bank of China Ltd./Luxembourg, 1.40%, 04/28/26<sup>(c)</sup> | 400 | 362856 |
| Bank of China/Johannesburg, 1.88%, 02/16/25<sup>(c)</sup> | 200 | 189222 |
| Bank of Communications Co. Ltd., 3.80%, (Call 11/18/25)<sup>(a)(c)(e)</sup> | 1500 | 1458900 |
| Bank of Communications Co. Ltd./Hong Kong, 1.20%, 09/10/25<sup>(c)</sup> | 400 | 365412 |
| Bank of Communications Hong Kong Ltd., 2.30%, 07/08/31 (Call 07/08/26)<sup>(a)(c)</sup> | 400 | 364828 |
| Bank of East Asia Ltd. (The), 4.00%, 05/29/30 (Call 05/29/25)<sup>(a)(c)</sup> | 750 | 710775 |
| Bank of Ireland Group PLC, 6.25%, 09/16/26 (Call 09/16/25)<sup>(a)(b)</sup> | 625 | 633662 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;0.63%, 07/09/24 | 565 | 531750 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 01/22/27 (Call 01/22/26), (1 day SOFR + 0.603%)<sup>(a)</sup> | 290 | 259475 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/15/26 | 715 | 634949 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/10/25 | 695 | 653098 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/01/25 | 374 | 351781 |
| &nbsp;&nbsp;&nbsp;2.15%, 03/08/24 | 800 | 776824 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/28/24 | 657 | 635996 |
| &nbsp;&nbsp;&nbsp;2.65%, 03/08/27 | 745 | 693386 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/07/25 | 1280 | 1250074 |
| &nbsp;&nbsp;&nbsp;5.20%, 12/12/24 | 600 | 604428 |
| &nbsp;&nbsp;&nbsp;5.20%, 02/01/28 | 1000 | 1020000 |
| &nbsp;&nbsp;&nbsp;Series H, 4.70%, 09/14/27 (Call 08/14/27) | 270 | 270707 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 04/26/24 (Call 03/26/24) | 706 | 670785 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/28/26 (Call 12/28/25) | 155 | 139934 |
| &nbsp;&nbsp;&nbsp;1.05%, 10/15/26 (Call 09/15/26) | 950 | 838907 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/24/25 (Call 03/24/25) | 926 | 867190 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/26/27 (Call 12/26/26) | 1045 | 960512 |
| &nbsp;&nbsp;&nbsp;2.10%, 10/24/24 | 695 | 667165 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/17/26 (Call 05/17/26) | 10 | 9346 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/04/26 (Call 02/04/26) | 185 | 175867 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/11/24 (Call 08/11/24) | 492 | 481663 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/25/25 (Call 03/25/25) | 582 | 567491 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 04/15/24) | 202 | 198709 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.43%, 06/13/25 (Call 06/13/24)<sup>(a)</sup> | 422 | 414809 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.44%, 02/07/28 (Call 02/07/27), (3 mo. LIBOR US + 1.069%)<sup>(a)</sup> | 205 | 196238 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/18/25 (Call 10/18/25) | 20 | 19698 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.99%, 06/13/28 (Call 06/13/27)<sup>(a)</sup> | 210 | 204679 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.41%, 07/24/26 (Call 07/24/25)<sup>(a)</sup> | 140 | 139041 |
| &nbsp;&nbsp;&nbsp;4.54%, 02/01/29 | 550 | 549642 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.22%, 11/21/25 (Call 11/21/24)<sup>(a)</sup> | 315 | 317199 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 10/25/28 (Call 10/25/27)<sup>(a)</sup> | $450 | $474377 |
| &nbsp;&nbsp;&nbsp;Series G, 3.00%, 02/24/25 (Call 01/24/25) | 271 | 262908 |
| &nbsp;&nbsp;&nbsp;Series J, 0.85%, 10/25/24 (Call 09/25/24) | 538 | 505408 |
| Bank of New Zealand |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.29%, 01/27/27<sup>(b)</sup> | 410 | 373695 |
| &nbsp;&nbsp;&nbsp;4.85%, 02/07/28 | 400 | 402260 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 07/31/24 | 877 | 823713 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/15/24 | 855 | 813686 |
| &nbsp;&nbsp;&nbsp;1.05%, 03/02/26 | 550 | 492519 |
| &nbsp;&nbsp;&nbsp;1.30%, 06/11/25 | 251 | 231937 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/15/26 | 500 | 443510 |
| &nbsp;&nbsp;&nbsp;1.35%, 06/24/26 | 634 | 567405 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/10/25 | 882 | 827431 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/02/27 | 700 | 635957 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/03/25 | 534 | 507845 |
| &nbsp;&nbsp;&nbsp;2.44%, 03/11/24 | 795 | 774020 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/11/27 | 545 | 510180 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/11/25 | 628 | 609750 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/16/25 | 170 | 168298 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/02/26 | 180 | 179903 |
| &nbsp;&nbsp;&nbsp;5.25%, 12/06/24 | 950 | 957267 |
| Bank of the Philippine Islands, 2.50%, 09/10/24<sup>(c)</sup> | 200 | 190716 |
| Bank OZK, 2.75%, 10/01/31 (Call 10/01/26), (3 mo. SOFR + 2.090%)<sup>(a)</sup> | 170 | 146268 |
| Bank Rakyat Indonesia Persero Tbk PT, 3.95%, 03/28/24<sup>(c)</sup> | 200 | 197178 |
| BankUnited Inc., 4.88%, 11/17/25 (Call 08/17/25) | 225 | 223121 |
| Banque Federative du Credit Mutuel SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 02/04/25<sup>(b)</sup> | 355 | 327473 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 10/04/26<sup>(b)</sup> | 530 | 471403 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 11/21/24<sup>(b)</sup> | 390 | 371838 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.52%, 07/13/25<sup>(b)</sup> | 485 | 479772 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 07/13/27<sup>(b)</sup> | 470 | 466879 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 01/26/26<sup>(b)</sup> | 1000 | 999800 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.28%, 11/24/27 (Call 11/24/26)<sup>(a)</sup> | 672 | 601897 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 05/07/26 (Call 05/07/25), (1 day SOFR + 2.714%)<sup>(a)</sup> | 922 | 875439 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)<sup>(a)</sup> | 1060 | 1038885 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/11/24 | 400 | 395380 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/12/26 | 1165 | 1144391 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/12/26 | 945 | 940747 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 08/09/26 (Call 08/09/25)<sup>(a)</sup> | 685 | 687795 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/09/28 (Call 08/09/27)<sup>(a)</sup> | 900 | 905823 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.33%, 11/02/26 (Call 11/02/25)<sup>(a)</sup> | 790 | 829666 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/02/28 (Call 11/02/27)<sup>(a)</sup> | 800 | 866632 |
| BBK BSC, 5.50%, 07/09/24<sup>(c)</sup> | 200 | 198160 |
| BBVA Bancomer SA/Texas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 09/18/25<sup>(c)</sup> | 400 | 368596 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/10/24<sup>(c)</sup> | 200 | 197878 |
| BDO Unibank Inc., 2.13%, 01/13/26<sup>(c)</sup> | 400 | 366180 |
| BNG Bank NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/16/24<sup>(b)(d)</sup> | 905 | 860429 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/16/26<sup>(b)</sup> | 32 | 30378 |
| BNP Paribas SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.32%, 01/13/27 (Call 01/13/26)<sup>(a)(b)</sup> | 1525 | 1365698 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.68%, 06/30/27 (Call 06/30/26)<sup>(a)(b)</sup> | 965 | 856177 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 09/30/28 (Call 09/30/27), (1 day SOFR + 1.609%)<sup>(a)(b)</sup> | $200 | $172854 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.22%, 06/09/26 (Call 06/09/25)<sup>(a)(b)</sup> | 1360 | 1267778 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.59%, 01/20/28 (Call 01/20/27)<sup>(a)(b)</sup> | 925 | 839225 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.82%, 11/19/25 (Call 11/19/24)<sup>(a)(b)</sup> | 1395 | 1336968 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 01/09/25<sup>(b)</sup> | 815 | 791292 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/13/27<sup>(b)</sup> | 400 | 390176 |
| &nbsp;&nbsp;&nbsp;5.13%, 01/13/29 | 600 | 604644 |
| BOS Funding Ltd., 4.00%, 09/18/24<sup>(c)</sup> | 200 | 192526 |
| Boubyan Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.59%, 02/18/25<sup>(c)</sup> | 400 | 381840 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.39%, 03/29/27<sup>(c)</sup> | 200 | 189804 |
| Boubyan Tier 1 Sukuk Ltd., 3.95%, (Call 10/01/26)<sup>(a)(c)(e)</sup> | 200 | 184586 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/14/25<sup>(b)</sup> | 455 | 426462 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 10/06/26 (Call 10/06/25)<sup>(a)(b)</sup> | 1060 | 955887 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 10/19/27 (Call 10/19/26)<sup>(a)(b)</sup> | 760 | 671946 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 01/14/25<sup>(b)</sup> | 845 | 796818 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/24 | 865 | 855148 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/25<sup>(b)</sup> | 600 | 583776 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 07/11/24<sup>(b)</sup> | 535 | 525654 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 04/01/26<sup>(b)</sup> | 280 | 274588 |
| &nbsp;&nbsp;&nbsp;5.13%, 01/18/28 | 950 | 956298 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 07/21/24<sup>(b)</sup> | 405 | 400509 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.98%, 01/18/27 (Call 01/18/26)<sup>(a)(b)</sup> | 550 | 556754 |
| BSF Finance, 5.50%, 11/23/27<sup>(c)</sup> | 200 | 205002 |
| Burgan Bank SAK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 12/15/31 (Call 09/15/26)<sup>(a)(c)</sup> | 200 | 158124 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, (Call 07/09/24)<sup>(a)(c)(e)</sup> | 200 | 188500 |
| Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24), (3 mo. LIBOR US + 2.470%)<sup>(a)</sup> | 115 | 109756 |
| CaixaBank SA, 6.21%, 01/18/29 (Call 01/18/28)<sup>(a)(b)</sup> | 300 | 304320 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 10/23/25 | 60 | 54554 |
| &nbsp;&nbsp;&nbsp;1.00%, 10/18/24 | 795 | 746370 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/22/26 | 814 | 727960 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/28/25 | 448 | 426088 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/02/24 | 653 | 640214 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/07/27 | 50 | 47879 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/04/25 | 945 | 929540 |
| Capital One NA, 2.28%, 01/28/26 (Call 01/28/25), (1 day SOFR + 0.911%)<sup>(a)</sup> | 425 | 401736 |
| CBQ Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/15/25<sup>(c)</sup> | 400 | 370536 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/12/26<sup>(c)</sup> | 200 | 182816 |
| China CITIC Bank International Ltd., 4.63%, 02/28/29 (Call 02/28/24)<sup>(a)(c)</sup> | 250 | 248290 |
| China Construction Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 06/24/30 (Call 06/24/25)<sup>(a)(c)</sup> | 1200 | 1133160 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 01/21/32 (Call 01/21/27)<sup>(a)(c)</sup> | 600 | 568458 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/27/29 (Call 02/27/24)<sup>(a)(c)</sup> | 900 | 893286 |
| China Construction Bank Corp./Hong Kong |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.86%, 04/22/24<sup>(c)</sup> | 200 | 190912 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 08/04/25<sup>(c)</sup> | 800 | 735056 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.46%, 04/22/26<sup>(c)</sup> | 600 | 545580 |
| China Construction Bank Corp./London, 3.13%, 05/17/25<sup>(c)</sup> | 200 | 193202 |
| China Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/26<sup>(c)</sup> | 600 | 577254 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 01/24/27<sup>(c)</sup> | 200 | 195718 |
| China Everbright Bank Co. Ltd., 0.84%, 06/15/24<sup>(c)</sup> | 200 | 189744 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| China Everbright Bank Co. Ltd./Hong Kong, 0.93%, 03/11/24<sup>(c)</sup> | $200 | $191796 |
| China Everbright Bank Co. Ltd./Luxembourg, 0.83%, 09/14/24<sup>(c)</sup> | 200 | 187706 |
| China Merchants Bank Co. Ltd./Hong Kong, 1.20%, 09/10/25<sup>(c)</sup> | 400 | 364420 |
| China Merchants Bank Co. Ltd./Luxembourg Branch, 1.25%, 09/01/26<sup>(c)</sup> | 200 | 178260 |
| CIMB Bank Bhd |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 07/20/27<sup>(c)</sup> | 200 | 180166 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.59%, 10/09/24, (3 mo. LIBOR US + 0.780%)<sup>(a)(c)</sup> | 400 | 399848 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 05/01/25 (Call 05/01/24), (1 day SOFR + 0.669%)<sup>(a)</sup> | 885 | 837971 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.12%, 01/28/27 (Call 01/28/26), (1 day SOFR + 0.765%)<sup>(a)</sup> | 1704 | 1518400 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.28%, 11/03/25 (Call 11/03/24), (1 day SOFR + 0.528%)<sup>(a)</sup> | 797 | 743322 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.46%, 06/09/27 (Call 06/09/26), (1 day SOFR + 0.770%)<sup>(a)</sup> | 1555 | 1384774 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.01%, 01/25/26 (Call 01/25/25), (1 day SOFR + 0.694%)<sup>(a)</sup> | 1455 | 1367831 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 02/24/28 (Call 02/24/27), (1 day SOFR + 1.280%)<sup>(a)</sup> | 1365 | 1268740 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.11%, 04/08/26 (Call 04/08/25), (1 day SOFR + 2.842%)<sup>(a)</sup> | 1843 | 1766608 |
| &nbsp;&nbsp;&nbsp;3.20%, 10/21/26 (Call 07/21/26) | 1440 | 1364083 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 03/17/26 (Call 03/17/25), (1 day SOFR + 1.528%)<sup>(a)</sup> | 1000 | 962700 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/27/25 | 670 | 649270 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)<sup>(a)</sup> | 1666 | 1629648 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/01/26 | 255 | 245552 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.52%, 10/27/28 (Call 10/27/27), (3 mo. LIBOR US + 1.151%)<sup>(a)</sup> | 800 | 749808 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.67%, 07/24/28 (Call 07/24/27), (3 mo. LIBOR US + 1.390%)<sup>(a)</sup> | 1055 | 999011 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/12/26 | 890 | 869797 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/16/24 | 516 | 509793 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/26/25 | 355 | 348596 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.89%, 01/10/28 (Call 01/10/27), (3 mo. LIBOR US + 1.563%)<sup>(a)</sup> | 890 | 855192 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/05/24 | 431 | 427992 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.14%, 05/24/25 (Call 05/24/24), (1 day SOFR + 1.372%)<sup>(a)</sup> | 622 | 614586 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/20/26 | 90 | 88492 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/10/25 | 1487 | 1476011 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/29/27 | 250 | 245335 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/09/26 | 740 | 735545 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.66%, 05/24/28 (Call 05/24/27), (1 day SOFR + 1.887%)<sup>(a)</sup> | 650 | 644377 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/13/25 | 1078 | 1093965 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.61%, 09/29/26 (Call 09/29/25)<sup>(a)</sup> | 1335 | 1355412 |
| Citizens Bank NA/Providence RI |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/28/25 (Call 03/28/25) | 205 | 192776 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/18/26 (Call 11/18/25) | 10 | 9687 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 05/23/25 (Call 05/23/24)<sup>(a)</sup> | 35 | 34493 |
| Citizens Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 07/27/26 (Call 04/25/26) | 537 | 503706 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/03/25 (Call 11/03/25) | 195 | 190421 |
| Comerica Bank, 2.50%, 07/23/24 | 340 | 328358 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Commercial Bank of Dubai PSC, 6.00%, (Call 04/21/26)<sup>(a)(c)(e)</sup> | $200 | $197666 |
| Commercial Bank PSQC (The), 4.50%, (Call 03/03/26)<sup>(a)(c)(e)</sup> | 400 | 370212 |
| Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 06/15/26<sup>(b)</sup> | 905 | 806355 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 03/14/25<sup>(b)</sup> | 880 | 838077 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 03/14/27<sup>(b)</sup> | 885 | 820032 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 09/06/26<sup>(b)</sup> | 45 | 42093 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 05/18/26<sup>(b)</sup> | 485 | 459610 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/09/25<sup>(b)</sup> | 200 | 197110 |
| &nbsp;&nbsp;&nbsp;5.08%, 01/10/25 | 800 | 806280 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/24/26 (Call 09/24/25)<sup>(a)(b)</sup> | 600 | 537036 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.11%, 02/24/27 (Call 02/24/26)<sup>(a)(b)</sup> | 985 | 872808 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.34%, 06/24/26 (Call 06/24/25)<sup>(a)(b)</sup> | 965 | 878497 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.98%, 12/15/27 (Call 12/15/26)<sup>(a)(b)</sup> | 650 | 576433 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 07/22/24<sup>(b)</sup> | 965 | 934448 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/10/29 (Call 04/10/24)<sup>(a)(c)</sup> | 200 | 193534 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/04/25 | 410 | 402481 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.66%, 08/22/28 (Call 08/22/27)<sup>(a)(b)</sup> | 685 | 676342 |
| Cooperatieve Rabobank UA/NY |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 01/10/25 | 945 | 888678 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/21/25 | 295 | 287129 |
| Corp. Financiera de Desarrollo SA, 4.75%, 07/15/25<sup>(c)</sup> | 200 | 194548 |
| Credicorp Ltd., 2.75%, 06/17/25 (Call 05/17/25)<sup>(c)</sup> | 200 | 188564 |
| Credit Agricole Corporate & Investment Bank SA, 0.78%, 06/28/24 (Call 03/28/23) | 100 | 94341 |
| Credit Agricole SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/26/27 (Call 01/26/26)<sup>(a)(b)</sup> | 975 | 870616 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.02%, 01/11/27<sup>(b)(d)</sup> | 730 | 662146 |
| Credit Agricole SA/London |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.91%, 06/16/26 (Call 06/16/25)<sup>(a)(b)</sup> | 1155 | 1067613 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 01/22/25<sup>(b)</sup> | 250 | 237768 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/04/24<sup>(b)</sup> | 1280 | 1246400 |
| Credit Suisse AG |  |  |
| &nbsp;&nbsp;&nbsp;7.50%, 02/15/28 | 280 | 293815 |
| &nbsp;&nbsp;&nbsp;7.95%, 01/09/25 | 280 | 286854 |
| Credit Suisse AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 08/07/26 | 937 | 787267 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/09/25 | 685 | 632858 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/21/25 | 535 | 503809 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/09/24 | 500 | 485310 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/09/27 | 740 | 703481 |
| Credit Suisse Group AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.31%, 02/02/27 (Call 02/02/26)<sup>(a)(b)</sup> | 1070 | 888325 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.19%, 06/05/26 (Call 06/05/25)<sup>(a)(b)</sup> | 870 | 764669 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.59%, 09/11/25 (Call 09/11/24)<sup>(a)(b)</sup> | 950 | 868281 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/26/25 | 730 | 687426 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 01/12/29 (Call 01/12/28), (3 mo. LIBOR US + 1.410%)<sup>(a)(b)</sup> | 500 | 426275 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 01/09/28 (Call 01/09/27)<sup>(b)</sup> | 250 | 220640 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/17/26 | 1060 | 978094 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.37%, 07/15/26 (Call 07/15/25)<sup>(a)(b)</sup> | 750 | 728197 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.44%, 08/11/28 (Call 08/11/27)<sup>(a)(b)</sup> | 525 | 507943 |
| Dah Sing Bank Ltd., 3.00%, 11/02/31 (Call 11/02/26)<sup>(a)(c)</sup> | 250 | 224775 |
| Danske Bank A/S |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 09/10/25 (Call 09/10/24)<sup>(a)(b)</sup> | 260 | 240204 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 09/10/27 (Call 09/10/26)<sup>(a)(b)</sup> | 600 | 524790 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.62%, 09/11/26 (Call 09/11/25)<sup>(a)(b)</sup> | 200 | 179416 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.24%, 12/20/25 (Call 12/20/24)<sup>(a)(b)</sup> | 480 | 457613 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.77%, 03/28/25 (Call 03/28/24)<sup>(a)(b)</sup> | $520 | $507400 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 04/01/28 (Call 04/01/27)<sup>(a)(b)</sup> | 765 | 736443 |
| Danske Bank AS, 6.46%, 01/09/26 (Call 01/09/25)<sup>(a)(b)</sup> | 500 | 507475 |
| DBS Group Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.82%, 03/10/31 (Call 03/10/26)<sup>(a)(c)</sup> | 200 | 179792 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, (Call 02/27/25)<sup>(a)(c)(e)</sup> | 400 | 381140 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 01/13/26 | 120 | 117559 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/25 | 700 | 678482 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.12%, 07/14/26 (Call 07/14/25)<sup>(a)</sup> | 520 | 526984 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.72%, 01/18/29 (Call 01/18/28)<sup>(a)</sup> | 335 | 352517 |
| Deutsche Bank AG/London, 3.70%, 05/30/24 | 514 | 510381 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 05/28/24 | 577 | 546142 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 04/01/25 (Call 04/01/24), (1 day SOFR + 1.131%)<sup>(a)</sup> | 622 | 588101 |
| &nbsp;&nbsp;&nbsp;1.69%, 03/19/26 | 505 | 461833 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 11/24/26 (Call 11/24/25), (1 day SOFR + 1.870%)<sup>(a)</sup> | 995 | 899162 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.31%, 11/16/27 (Call 11/16/26), (1 day SOFR + 1.219%)<sup>(a)</sup> | 895 | 795888 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 01/07/28 (Call 01/07/27), (1 day SOFR + 1.318%)<sup>(a)</sup> | 675 | 602572 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 11/26/25 (Call 11/26/24), (1 day SOFR + 2.581%)<sup>(a)</sup> | 835 | 809023 |
| &nbsp;&nbsp;&nbsp;4.10%, 01/13/26 | 417 | 403001 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 12/01/32 (Call 12/01/27)<sup>(a)</sup> | 500 | 447250 |
| &nbsp;&nbsp;&nbsp;5.37%, 09/09/27 | 500 | 512470 |
| Development Bank of Kazakhstan JSC, 5.75%, 05/12/25<sup>(c)</sup> | 200 | 201204 |
| Dexia Credit Local SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 04/09/26<sup>(b)</sup> | 200 | 181270 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/16/24<sup>(b)</sup> | 1220 | 1160806 |
| DIB Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.96%, 06/22/26<sup>(c)</sup> | 400 | 364328 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.74%, 02/16/27<sup>(c)</sup> | 400 | 370488 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 02/20/25<sup>(c)</sup> | 300 | 287205 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 01/16/26<sup>(c)</sup> | 600 | 569304 |
| &nbsp;&nbsp;&nbsp;5.49%, 11/30/27 | 200 | 206550 |
| DIB Tier 1 Sukuk 3 Ltd., 6.25%, (Call 01/22/25)<sup>(a)(c)(e)</sup> | 600 | 605022 |
| DIB Tier 1 Sukuk 4 Ltd., 4.63%, (Call 05/19/26)<sup>(a)(c)(e)</sup> | 200 | 193066 |
| DIB Tier 1 Sukuk 5 Ltd., 3.38%, (Call 10/19/26)<sup>(a)(c)(e)</sup> | 200 | 182612 |
| Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/12/24 (Call 08/12/24) | 710 | 679569 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/27/26 (Call 04/27/26) | 285 | 270553 |
| DNB Bank ASA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 05/25/27 (Call 05/25/26)<sup>(a)(b)</sup> | 675 | 597591 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.97%, 03/28/25 (Call 03/28/24)<sup>(a)(b)</sup> | 970 | 941521 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 10/09/26 (Call 10/09/25)<sup>(a)(b)</sup> | 970 | 981009 |
| Doha Finance Ltd., 2.38%, 03/31/26<sup>(c)</sup> | 200 | 183366 |
| Ecobank Transnational Inc., 9.50%, 04/18/24<sup>(c)</sup> | 200 | 200364 |
| EI Sukuk Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.83%, 09/23/25<sup>(c)</sup> | 200 | 185952 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.08%, 11/02/26<sup>(c)</sup> | 200 | 180158 |
| Emirates Development Bank PJSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 06/15/26<sup>(c)</sup> | 400 | 362348 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.52%, 03/06/24<sup>(c)</sup> | 200 | 196324 |
| Emirates NBD Bank PJSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 01/13/26<sup>(c)</sup> | 400 | 366500 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/18/25<sup>(c)</sup> | 200 | 191050 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, (Call 02/27/27)<sup>(a)(c)(e)</sup> | $400 | $371664 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, (Call 03/20/25)<sup>(a)(c)(e)</sup> | 400 | 401000 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, (Call 04/09/26)<sup>(a)(c)(e)</sup> | 400 | 401368 |
| Fab Sukuk Co. Ltd., 1.41%, 01/14/26<sup>(c)</sup> | 400 | 365636 |
| Federation des Caisses Desjardins du Quebec |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 05/21/24<sup>(b)</sup> | 425 | 401481 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 02/10/25<sup>(b)</sup> | 445 | 417793 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 08/23/25<sup>(b)</sup> | 570 | 562117 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 08/23/27<sup>(b)</sup> | 270 | 266598 |
| &nbsp;&nbsp;&nbsp;5.28%, 01/23/26 | 365 | 366332 |
| Fifth Third Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.71%, 11/01/27 (Call 11/01/26), (1 day SOFR + 0.685%)<sup>(a)</sup> | 780 | 703053 |
| &nbsp;&nbsp;&nbsp;2.38%, 01/28/25 (Call 12/29/24) | 372 | 355126 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 04/25/28 (Call 04/25/27)<sup>(a)</sup> | 475 | 459026 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.36%, 10/27/28 (Call 10/27/27)<sup>(a)</sup> | 741 | 782992 |
| Fifth Third Bank NA, 5.85%, 10/27/25 (Call 10/27/24)<sup>(a)</sup> | 725 | 736208 |
| First Abu Dhabi Bank PJSC, 4.50%, (Call 04/05/26)<sup>(a)(c)(e)</sup> | 600 | 578094 |
| First Horizon Corp., 4.00%, 05/26/25 (Call 04/26/25) | 392 | 383313 |
| First-Citizens Bank & Trust Co., 2.97%, 09/27/25 (Call 09/27/24), (3 mo. SOFR + 1.715%)<sup>(a)</sup> | 275 | 263379 |
| Freedom Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 01/15/27 (Call 01/15/24)<sup>(b)</sup> | 245 | 203896 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 05/01/26 (Call 05/01/23)<sup>(b)</sup> | 260 | 228847 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.13%, 11/15/24 (Call 03/03/23)<sup>(b)</sup> | 180 | 173954 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 04/15/25 (Call 04/15/23)<sup>(b)</sup> | 233 | 222152 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.86%, 02/12/26 (Call 02/12/25), (1 day SOFR + 0.609%)<sup>(a)</sup> | 345 | 316124 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.09%, 12/09/26 (Call 12/09/25), (1 day SOFR + 0.789%)<sup>(a)</sup> | 1155 | 1032720 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.43%, 03/09/27 (Call 03/09/26), (1 day SOFR + 0.798%)<sup>(a)</sup> | 1164 | 1041920 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 09/10/27 (Call 09/10/26), (1 day SOFR + 0.818%)<sup>(a)</sup> | 1351 | 1192555 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 10/21/27 (Call 10/21/26), (1 day SOFR + 0.913%)<sup>(a)</sup> | 1945 | 1740522 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 02/24/28 (Call 02/24/27), (1 day SOFR + 1.114%)<sup>(a)</sup> | 1298 | 1189786 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/24 | 591 | 579452 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.27%, 09/29/25 (Call 09/29/24), (3 mo. LIBOR US + 1.201%)<sup>(a)</sup> | 902 | 874345 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/23/25 (Call 10/23/24) | 1287 | 1253937 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/25 (Call 03/01/25) | 1636 | 1588703 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/16/26 (Call 11/16/25) | 1244 | 1194663 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 03/15/28 (Call 03/15/27), (1 day SOFR + 1.846%)<sup>(a)</sup> | 1515 | 1442462 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.69%, 06/05/28 (Call 06/05/27), (3 mo. LIBOR US + 1.510%)<sup>(a)</sup> | 1300 | 1239940 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/22/25 (Call 02/22/25) | 966 | 944023 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/25/26 (Call 11/25/25) | 900 | 879111 |
| &nbsp;&nbsp;&nbsp;3.85%, 07/08/24 (Call 04/08/24) | 908 | 895125 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/26/27 (Call 01/26/26) | 824 | 797080 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 05/31/24<sup>(g)</sup> | 36 | 35666 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/21/25 | 1017 | 1001369 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.39%, 06/15/27 (Call 06/15/26)<sup>(a)</sup> | 515 | 505220 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 08/23/28 (Call 08/23/27)<sup>(a)</sup> | 1310 | 1288149 |
| &nbsp;&nbsp;&nbsp;5.70%, 11/01/24 | 430 | 436773 |
| &nbsp;&nbsp;&nbsp;5.95%, 01/15/27 | 88 | 91542 |
| Gulf International Bank BSC, 2.38%, 09/23/25<sup>(c)</sup> | 200 | 185194 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Hana Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 12/16/26<sup>(c)</sup> | $200 | $173942 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/30/27<sup>(c)</sup> | 200 | 188800 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/14/24<sup>(c)</sup> | 200 | 195614 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 05/24/25 (Call 05/24/24), (1 day SOFR + 0.708%)<sup>(a)</sup> | 905 | 851053 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.59%, 05/24/27 (Call 05/24/26), (1 day SOFR + 1.290%)<sup>(a)</sup> | 1141 | 1011941 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 04/18/26 (Call 04/18/25), (1 day SOFR + 1.538%)<sup>(a)</sup> | 1370 | 1262784 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 06/04/26 (Call 06/04/25), (1 day SOFR + 1.929%)<sup>(a)</sup> | 1110 | 1030746 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/22/27 (Call 11/22/26), (1 day SOFR + 1.100%)<sup>(a)</sup> | 1250 | 1121162 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 11/07/25 (Call 11/07/24), (1 day SOFR + 1.401%)<sup>(a)</sup> | 1220 | 1163831 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/10/26 (Call 03/10/25), (1 day SOFR + 1.430%)<sup>(a)</sup> | 1285 | 1224849 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)<sup>(a)</sup> | 1260 | 1236892 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/25/26 | 400 | 386248 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.04%, 03/13/28 (Call 03/13/27), (3 mo. LIBOR US + 1.546%)<sup>(a)</sup> | 1000 | 959130 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 12/09/25 (Call 12/09/24)<sup>(a)</sup> | 445 | 436549 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/14/24 | 1070 | 1059204 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/18/25 | 800 | 785544 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 09/12/26 (Call 09/15/25), (3 mo. LIBOR US + 1.348%)<sup>(a)</sup> | 375 | 365145 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/08/26 | 1560 | 1528800 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/23/26 | 510 | 502171 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 06/09/28 (Call 06/09/27)<sup>(a)</sup> | 1030 | 1012665 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.21%, 08/11/28 (Call 08/11/27)<sup>(a)</sup> | 1100 | 1105324 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.34%, 11/03/26 (Call 11/03/25)<sup>(a)</sup> | 1300 | 1372449 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/03/28 (Call 11/03/27)<sup>(a)</sup> | 705 | 768140 |
| HSBC USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/23/24 | 370 | 363051 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/24/24 | 600 | 592740 |
| Huntington Bancshares Inc., 4.44%, 08/04/28 (Call 08/04/27)<sup>(a)</sup> | 205 | 200135 |
| Huntington Bancshares Inc./OH |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 08/06/24 (Call 07/06/24) | 932 | 901468 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/25 (Call 04/15/25) | 346 | 340450 |
| Huntington National Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.01%, 05/16/25 (Call 05/16/24)<sup>(a)</sup> | 285 | 280560 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 05/17/28 (Call 05/17/27)<sup>(a)</sup> | 275 | 270542 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 11/18/25 (Call 11/18/24)<sup>(a)</sup> | 300 | 303069 |
| ICICI Bank Ltd./Dubai, 4.00%, 03/18/26<sup>(c)</sup> | 400 | 385088 |
| Industrial & Commercial Bank of China Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, (Call 09/24/26)<sup>(a)(c)(e)</sup> | 3000 | 2853810 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 09/21/25<sup>(c)</sup> | 600 | 599022 |
| Industrial & Commercial Bank of China Ltd./Dubai DIFC, 5.56%, 10/17/24, (3 mo. LIBOR US + 0.770%)<sup>(a)(c)</sup> | 600 | 601116 |
| Industrial & Commercial Bank of China Ltd./Hong Kong |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 07/20/25<sup>(c)</sup> | 800 | 734984 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/28/26<sup>(c)</sup> | 200 | 180072 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.52%, 09/16/24, (3 mo. LIBOR US + 0.780%)<sup>(a)(c)</sup> | 600 | 600666 |
| Industrial & Commercial Bank of China Ltd./Singapore |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 09/09/25<sup>(c)</sup> | 600 | 549450 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 04/25/24, (3 mo. LIBOR US + 0.830%)<sup>(a)(c)</sup> | 400 | 400676 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Industrial & Commercial Bank of China Macau Ltd., 2.88%, 09/12/29 (Call 09/12/24)<sup>(a)(c)</sup> | $600 | $577728 |
| Industrial Bank Co. Ltd./Hong Kong, 0.88%, 06/10/24<sup>(c)</sup> | 400 | 379980 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 07/01/26 (Call 07/01/25)<sup>(a)(b)</sup> | 475 | 431813 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 04/01/27 (Call 04/01/26), (1 day SOFR + 1.005%)<sup>(a)</sup> | 580 | 521130 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/09/24 | 505 | 496375 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 03/28/26 (Call 03/28/25), (1 day SOFR + 1.640%)<sup>(a)</sup> | 940 | 914112 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/29/27 | 460 | 444783 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 03/28/28 (Call 03/28/27), (1 day SOFR + 1.830%)<sup>(a)</sup> | 505 | 484396 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 01/06/26<sup>(b)</sup> | 515 | 513656 |
| International Bank of Azerbaijan OJSC, 3.50%, 09/01/24<sup>(c)</sup> | 330 | 316807 |
| Intesa Sanpaolo SpA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 06/26/24<sup>(b)</sup> | 830 | 808619 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.71%, 01/15/26<sup>(b)</sup> | 650 | 637546 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 11/21/25<sup>(b)</sup> | 200 | 206628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series XR, 3.25%, 09/23/24<sup>(b)</sup> | 400 | 382516 |
| Itau Unibanco Holding SA/Cayman Island, 3.25%, 01/24/25<sup>(c)(d)</sup> | 200 | 193636 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.56%, 02/16/25 (Call 02/16/24), (1 day SOFR + 0.420%)<sup>(a)</sup> | 615 | 584791 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.77%, 08/09/25 (Call 08/09/24), (1 day SOFR + 0.490%)<sup>(a)</sup> | 995 | 928355 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.82%, 06/01/25 (Call 06/01/24), (1 day SOFR + 0.540%)<sup>(a)</sup> | 930 | 875353 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.97%, 06/23/25 (Call 06/23/24), (3 mo. SOFR + 0.580%)<sup>(a)</sup> | 1130 | 1063240 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.04%, 02/04/27 (Call 02/04/26), (3 mo. SOFR + 0.695%)<sup>(a)</sup> | 715 | 637301 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 11/19/26 (Call 11/19/25), (1 day SOFR + 0.800%)<sup>(a)</sup> | 1300 | 1164761 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.47%, 09/22/27 (Call 09/22/26), (1 day SOFR + 0.765%)<sup>(a)</sup> | 1629 | 1444776 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.56%, 12/10/25 (Call 12/10/24), (1 day SOFR + 0.605%)<sup>(a)</sup> | 1445 | 1353185 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.58%, 04/22/27 (Call 04/22/26), (1 day SOFR + 0.885%)<sup>(a)</sup> | 1943 | 1746368 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.01%, 03/13/26 (Call 03/13/25), (3 mo. SOFR + 1.585%)<sup>(a)</sup> | 1403 | 1319395 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.08%, 04/22/26 (Call 04/22/25), (1 day SOFR + 1.850%)<sup>(a)</sup> | 1946 | 1827586 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.18%, 06/01/28 (Call 06/01/27), (1 day SOFR + 1.890%)<sup>(a)</sup> | 335 | 300730 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 10/15/25 (Call 10/15/24), (1 day SOFR + 1.160%)<sup>(a)</sup> | 1304 | 1241225 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 02/24/26 (Call 02/24/25), (1 day SOFR + 0.915%)<sup>(a)</sup> | 925 | 881201 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/01/26 (Call 07/01/26) | 920 | 876291 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 02/24/28 (Call 02/24/27), (1 day SOFR + 1.170%)<sup>(a)</sup> | 950 | 880602 |
| &nbsp;&nbsp;&nbsp;3.13%, 01/23/25 (Call 10/23/24) | 725 | 706491 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 03/15/26) | 405 | 388517 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.22%, 03/01/25 (Call 03/01/24), (3 mo. LIBOR US + 1.155%)<sup>(a)</sup> | 945 | 924626 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/26 (Call 01/01/26) | 556 | 536668 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.54%, 05/01/28 (Call 05/01/27), (3 mo. LIBOR US + 1.380%)<sup>(a)</sup> | $1242 | $1176596 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/13/24 | 865 | 856341 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)<sup>(a)</sup> | 705 | 677893 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/14/25 (Call 06/14/24)<sup>(a)</sup> | 1236 | 1215482 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/10/24 | 1667 | 1641828 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/15/25 (Call 04/15/25) | 298 | 294054 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)<sup>(a)</sup> | 1173 | 1146080 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/26/26 (Call 04/26/25), (1 day SOFR + 1.320%)<sup>(a)</sup> | 1686 | 1656259 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/26 | 325 | 321854 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 04/26/28 (Call 04/26/27), (1 day SOFR + 1.560%)<sup>(a)</sup> | 1631 | 1595346 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/25/28 (Call 07/25/27)<sup>(a)</sup> | 1840 | 1839687 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 12/15/25 (Call 12/15/24)<sup>(a)</sup> | 1000 | 1008080 |
| &nbsp;&nbsp;&nbsp;7.63%, 10/15/26 | 505 | 557778 |
| &nbsp;&nbsp;&nbsp;7.75%, 07/15/25 | 25 | 26977 |
| &nbsp;&nbsp;&nbsp;8.00%, 04/29/27 | 150 | 170951 |
| Kasikornbank PCL/Hong Kong, 3.34%, 10/02/31 (Call 10/02/26)<sup>(a)(c)</sup> | 400 | 359724 |
| KBC Group NV, 5.80%, 01/19/29 (Call 01/19/28)<sup>(a)(b)</sup> | 455 | 461611 |
| KeyBank NA/Cleveland OH |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/25 | 250 | 242213 |
| &nbsp;&nbsp;&nbsp;4.15%, 08/08/25 | 620 | 612678 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/27 (Call 10/16/27) | 500 | 524000 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/06/27 | 180 | 164513 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/23/25 (Call 05/23/24)<sup>(a)</sup> | 135 | 132608 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/29/25 | 145 | 143831 |
| Kookmin Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 05/06/26<sup>(c)</sup> | 400 | 357544 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/04/25<sup>(c)</sup> | 200 | 185930 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/15/25<sup>(c)</sup> | 200 | 188676 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, (Call 07/02/24)<sup>(a)(c)(e)</sup> | 200 | 194016 |
| Korea Development Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 03/09/24 | 200 | 190804 |
| &nbsp;&nbsp;&nbsp;0.80%, 07/19/26 | 200 | 175622 |
| &nbsp;&nbsp;&nbsp;1.00%, 09/09/26 | 600 | 528036 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/01/24 | 200 | 191774 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/13/26 | 800 | 763928 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/19/24 | 250 | 246265 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/16/25 | 600 | 580986 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 07/18/25 | 3872 | 3541564 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/20/24 | 1340 | 1257067 |
| &nbsp;&nbsp;&nbsp;0.63%, 01/22/26 | 4669 | 4235483 |
| &nbsp;&nbsp;&nbsp;1.00%, 10/01/26 | 532 | 480683 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/31/25 | 2321 | 2187682 |
| &nbsp;&nbsp;&nbsp;1.38%, 08/05/24 | 2052 | 1958860 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/02/25 | 1915 | 1825340 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/20/24 | 2829 | 2736888 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/20/27 | 180 | 174506 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/10/25 | 170 | 166022 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/23/24 | 695 | 683150 |
| Landeskreditbank Baden-Wuerttemberg Foerderbank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 12/08/25<sup>(c)</sup> | 10 | 9036 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/23/24<sup>(c)</sup> | 1420 | 1366835 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 03/30/26 | $247 | $224157 |
| &nbsp;&nbsp;&nbsp;1.75%, 07/27/26 | 25 | 23209 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/14/27<sup>(c)</sup> | 100 | 92299 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/13/25 | 1542 | 1475879 |
| &nbsp;&nbsp;&nbsp;2.38%, 06/10/25 | 870 | 833817 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/28/27<sup>(d)</sup> | 222 | 222906 |
| &nbsp;&nbsp;&nbsp;Series 37, 2.50%, 11/15/27 | 50 | 47192 |
| &nbsp;&nbsp;&nbsp;Series 40, 0.50%, 05/27/25 | 1120 | 1028317 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/11/27 (Call 05/11/26)<sup>(a)</sup> | 805 | 716321 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.44%, 02/05/26 (Call 02/05/25)<sup>(a)</sup> | 875 | 825081 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.51%, 03/18/26 (Call 03/18/25)<sup>(a)</sup> | 915 | 881172 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.57%, 11/07/28 (Call 11/07/27), (3 mo. LIBOR US + 1.205%)<sup>(a)</sup> | 200 | 186990 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/18/28 (Call 03/18/27)<sup>(a)</sup> | 680 | 645701 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 07/09/25 (Call 07/09/24)<sup>(a)</sup> | 365 | 357853 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/12/24 | 455 | 449740 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/08/25 | 365 | 360317 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/04/24 | 300 | 296778 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/24/26 | 1180 | 1162619 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.72%, 08/11/26 (Call 08/11/25)<sup>(a)</sup> | 25 | 24655 |
| M&T Bank Corp., 4.55%, 08/16/28 (Call 08/16/27)<sup>(a)</sup> | 560 | 560661 |
| Macquarie Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 01/22/25<sup>(b)</sup> | 545 | 519685 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.23%, 03/21/25<sup>(b)</sup> | 435 | 421350 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 01/15/26<sup>(b)</sup> | 440 | 432678 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/29/25<sup>(b)</sup> | 220 | 215666 |
| Macquarie Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 10/14/25 (Call 10/14/24)<sup>(a)(b)</sup> | 372 | 344204 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.34%, 01/12/27 (Call 01/12/26)<sup>(a)(b)</sup> | 835 | 744144 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 09/23/27 (Call 09/23/26)<sup>(a)(b)</sup> | 615 | 534232 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.94%, 04/14/28 (Call 04/14/27), (1 day SOFR + 0.995%)<sup>(a)(b)</sup> | 455 | 392856 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 06/21/28 (Call 06/21/27)<sup>(a)(b)</sup> | 65 | 62182 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.11%, 08/09/26 (Call 08/09/25)<sup>(a)(b)</sup> | 365 | 365701 |
| Malayan Banking Bhd, 5.44%, 08/16/24, (3 mo. LIBOR US + 0.800%)<sup>(a)(c)</sup> | 600 | 600348 |
| Manufacturers & Traders Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.65%, 01/27/26 | 500 | 499250 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/27/28 | 1000 | 997830 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/21/25 (Call 10/21/25) | 750 | 764760 |
| MAR Sukuk Ltd., 2.21%, 09/02/25<sup>(c)</sup> | 600 | 561468 |
| Mashreqbank PSC, 4.25%, 02/26/24<sup>(c)</sup> | 200 | 197144 |
| Metropolitan Bank & Trust Co., 2.13%, 01/15/26<sup>(c)</sup> | 200 | 183426 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 07/19/25 (Call 07/19/24)<sup>(a)</sup> | 1170 | 1097203 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.96%, 10/11/25 (Call 10/11/24)<sup>(a)</sup> | 620 | 575689 |
| &nbsp;&nbsp;&nbsp;1.41%, 07/17/25 | 990 | 907820 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 07/20/27 (Call 07/20/26)<sup>(a)</sup> | 1155 | 1022891 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 10/13/27 (Call 10/13/26)<sup>(a)</sup> | 660 | 582179 |
| &nbsp;&nbsp;&nbsp;2.19%, 02/25/25 | 1165 | 1102067 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.34%, 01/19/28 (Call 01/19/27)<sup>(a)</sup> | 740 | 668220 |
| &nbsp;&nbsp;&nbsp;2.76%, 09/13/26 | 200 | 186018 |
| &nbsp;&nbsp;&nbsp;2.80%, 07/18/24 | 305 | 295829 |
| &nbsp;&nbsp;&nbsp;3.29%, 07/25/27 | 25 | 23566 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/02/25 | 65 | 63605 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 04/17/26 (Call 04/17/25)<sup>(a)</sup> | 370 | 360302 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/19/28 (Call 04/19/27)<sup>(a)</sup> | 770 | 740725 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.79%, 07/18/25 (Call 07/18/24)<sup>(a)</sup> | 945 | 939094 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/20/28 (Call 07/20/27)<sup>(a)</sup> | $600 | $600708 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.06%, 09/12/25 (Call 09/12/24)<sup>(a)</sup> | 410 | 409479 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 09/13/28 (Call 09/13/27)<sup>(a)</sup> | 390 | 396170 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.23%, 05/22/27 (Call 05/22/26)<sup>(a)</sup> | 395 | 347734 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 07/09/27 (Call 07/09/26)<sup>(a)</sup> | 675 | 597976 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.23%, 05/25/26 (Call 05/25/25), (3 mo. LIBOR US + 0.830%)<sup>(a)</sup> | 620 | 576581 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.56%, 09/13/25 (Call 09/13/24), (1 day SOFR + 1.362%)<sup>(a)</sup> | 465 | 442931 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 05/22/26 (Call 05/22/25)<sup>(a)</sup> | 500 | 468875 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.84%, 07/16/25 (Call 07/16/24), (1 day SOFR + 1.242%)<sup>(a)</sup> | 282 | 270920 |
| &nbsp;&nbsp;&nbsp;2.84%, 09/13/26 | 200 | 185520 |
| &nbsp;&nbsp;&nbsp;3.17%, 09/11/27 | 25 | 23383 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.48%, 04/12/26<sup>(b)</sup> | 995 | 948344 |
| &nbsp;&nbsp;&nbsp;3.66%, 02/28/27 | 200 | 190270 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.41%, 09/13/28 (Call 09/13/27)<sup>(a)</sup> | 770 | 786755 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.79%, 05/30/25 (Call 05/30/24), (1 day SOFR + 0.525%)<sup>(a)</sup> | 1547 | 1452881 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.99%, 12/10/26 (Call 12/10/25), (1 day SOFR + 0.720%)<sup>(a)</sup> | 2082 | 1853188 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.16%, 10/21/25 (Call 10/21/24), (1 day SOFR + 0.560%)<sup>(a)</sup> | 1325 | 1234476 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.51%, 07/20/27 (Call 07/20/26), (1 day SOFR + 0.858%)<sup>(a)</sup> | 1265 | 1127735 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.59%, 05/04/27 (Call 04/04/27), (1 day SOFR + 0.879%)<sup>(a)</sup> | 1540 | 1383367 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.19%, 04/28/26 (Call 04/28/25), (1 day SOFR + 1.990%)<sup>(a)</sup> | 1801 | 1692003 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.48%, 01/21/28 (Call 01/21/27), (1 day SOFR + 1.000%)<sup>(a)</sup> | 1235 | 1126283 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/18/26 (Call 02/18/25), (1 day SOFR + 0.940%)<sup>(a)</sup> | 735 | 698132 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 07/22/25 (Call 07/22/24), (1 day SOFR + 1.152%)<sup>(a)</sup> | 982 | 948720 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/27/26 | 1547 | 1466726 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 07/22/28 (Call 07/22/27), (3 mo. LIBOR US + 1.340%)<sup>(a)</sup> | 1045 | 989531 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 04/17/25 (Call 04/17/24), (1 day SOFR + 1.160%)<sup>(a)</sup> | 820 | 805133 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/20/27 | 1390 | 1346827 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/23/24 | 1398 | 1374290 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/27/26 | 740 | 722950 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/23/27 | 1650 | 1594576 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/23/25 | 862 | 848527 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.21%, 04/20/28 (Call 04/20/27), (1 day SOFR + 1.610%)<sup>(a)</sup> | 885 | 860202 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/08/26 | 525 | 515812 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 07/17/26 (Call 07/17/25)<sup>(a)</sup> | 895 | 887733 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/24/25 | 1015 | 1019679 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.12%, 02/01/29 (Call 02/01/28)<sup>(a)</sup> | 395 | 399274 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.14%, 10/16/26 (Call 10/16/25)<sup>(a)</sup> | 200 | 205954 |
| &nbsp;&nbsp;&nbsp;6.25%, 08/09/26 | 375 | 394084 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 10/18/28 (Call 10/18/27)<sup>(a)</sup> | 335 | 354085 |
| &nbsp;&nbsp;&nbsp;Series F, 3.88%, 04/29/24 | 1342 | 1327238 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series I, 0.86%, 10/21/25 (Call 10/21/24), (1 day SOFR + 0.745%)<sup>(a)</sup> | 377 | 349803 |
| MUFG Bank Ltd., 3.25%, 09/08/24<sup>(b)</sup> | 300 | 291891 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Nanyang Commercial Bank Ltd., 3.80%, 11/20/29 (Call 11/20/24)<sup>(a)(c)</sup> | $250 | $240448 |
| National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.39%, 01/12/25<sup>(b)</sup> | 925 | 869925 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.89%, 01/12/27<sup>(b)</sup> | 570 | 516027 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 12/04/23<sup>(b)</sup> | 250 | 247135 |
| &nbsp;&nbsp;&nbsp;4.94%, 01/12/28 | 280 | 286378 |
| &nbsp;&nbsp;&nbsp;4.97%, 01/12/26 | 280 | 283377 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/22/24 | 250 | 252483 |
| National Australia Bank Ltd./New York, 2.50%, 07/12/26 | 465 | 433799 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 08/06/24 | 370 | 348170 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/17/25 | 350 | 352286 |
| National Securities Clearing Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/23/25 (Call 03/23/25)<sup>(b)</sup> | 910 | 850167 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 11/21/24<sup>(b)</sup> | 500 | 502565 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 11/21/27 (Call 10/21/27)<sup>(b)</sup> | 400 | 409064 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 06/14/27 (Call 06/14/26)<sup>(a)</sup> | 780 | 694801 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/01/29 (Call 11/01/24)<sup>(a)</sup> | 495 | 465171 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)<sup>(a)</sup> | 620 | 611593 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/05/26 | 205 | 204408 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.52%, 09/30/28 (Call 09/30/27)<sup>(a)</sup> | 500 | 509515 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.47%, 11/10/26 (Call 11/10/25)<sup>(a)</sup> | 1100 | 1163657 |
| NatWest Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 08/12/24<sup>(b)</sup> | 495 | 463454 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 09/29/26<sup>(b)</sup> | 760 | 672858 |
| NBK SPC Ltd., 1.63%, 09/15/27 (Call 09/15/26), (1 day SOFR + 1.050%)<sup>(a)(c)</sup> | 400 | 358920 |
| NBK Tier 1 Financing 2 Ltd., 4.50%, (Call 08/27/25)<sup>(a)(c)(e)</sup> | 400 | 376744 |
| NBK Tier 1 Financing Ltd., 3.63%, (Call 08/24/26)<sup>(a)(c)(e)</sup> | 200 | 177706 |
| NBK Tier 2 Ltd., 2.50%, 11/24/30 (Call 11/24/25)<sup>(a)(c)</sup> | 200 | 179628 |
| NCB Tier 1 Sukuk Ltd., 3.50%, (Call 07/26/26)<sup>(a)(c)(e)</sup> | 600 | 557970 |
| Nederlandse Waterschapsbank NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/15/25<sup>(b)(d)</sup> | 1330 | 1264950 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/24/26<sup>(b)</sup> | 400 | 379436 |
| NongHyup Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/28/24<sup>(c)</sup> | 200 | 188188 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 07/20/25<sup>(c)</sup> | 400 | 364512 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/06/27<sup>(c)</sup> | 200 | 195292 |
| Nordea Bank Abp |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 05/24/24<sup>(b)</sup> | 210 | 198469 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/30/26<sup>(b)</sup> | 350 | 309194 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 06/06/25<sup>(b)</sup> | 340 | 330752 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/22/25<sup>(b)</sup> | 970 | 969825 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 09/22/27<sup>(b)</sup> | 615 | 628210 |
| Norinchukin Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.28%, 09/22/26<sup>(b)</sup> | 245 | 217163 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.87%, 09/14/27<sup>(b)</sup> | 370 | 373748 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/08/32 (Call 05/08/27), (3 mo. LIBOR US + 1.131%)<sup>(a)</sup> | 202 | 187488 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/30/25 | 132 | 129763 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/10/27 (Call 04/10/27) | 775 | 767149 |
| NRW Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/10/25<sup>(c)</sup> | 600 | 554526 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 05/19/25<sup>(c)</sup> | 293 | 269642 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/25/24<sup>(c)</sup> | 165 | 154767 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 03/09/26<sup>(c)</sup> | 370 | 335220 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 07/31/24<sup>(c)</sup> | $1219 | $1171703 |
| Oesterreichische Kontrollbank AG |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 09/17/25 | 685 | 622233 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/16/24 | 250 | 234490 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/02/26 | 160 | 143952 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/12/25 | 1042 | 985096 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/23/25 | 215 | 208520 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/09/27 | 25 | 24795 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/03/25 | 40 | 40551 |
| Oversea-Chinese Banking Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.83%, 09/10/30 (Call 09/10/25)<sup>(a)(b)</sup> | 730 | 666234 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/19/24<sup>(b)</sup> | 485 | 480359 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 06/15/32 (Call 06/15/27)<sup>(a)(c)</sup> | 400 | 392496 |
| Philippine National Bank, 3.28%, 09/27/24<sup>(c)</sup> | 400 | 384064 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/25 (Call 05/02/25) | 25 | 24315 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/10/25 (Call 03/10/25) | 230 | 225648 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/27/24 (Call 07/27/24) | 300 | 290391 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 08/13/26 (Call 07/13/26) | 495 | 441223 |
| &nbsp;&nbsp;&nbsp;2.20%, 11/01/24 (Call 10/02/24) | 901 | 867167 |
| &nbsp;&nbsp;&nbsp;2.60%, 07/23/26 (Call 05/24/26) | 320 | 300832 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/19/27 (Call 04/19/27) | 55 | 52448 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/29/24 (Call 03/29/24) | 924 | 915277 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 01/26/27 (Call 01/26/26)<sup>(a)</sup> | 1740 | 1742279 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 12/02/28 (Call 12/02/27)<sup>(a)</sup> | 470 | 482939 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 10/28/25 (Call 10/28/24)<sup>(a)</sup> | 50 | 50626 |
| QIB Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 10/27/25<sup>(c)</sup> | 200 | 184754 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.98%, 03/26/24<sup>(c)</sup> | 600 | 593088 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 02/07/25, (3 mo. LIBOR US + 1.350%)<sup>(a)(c)</sup> | 400 | 400760 |
| QIIB Senior Sukuk Ltd., 4.26%, 03/05/24<sup>(c)</sup> | 280 | 276948 |
| QNB Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/26/26<sup>(c)</sup> | 400 | 361808 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 09/22/25<sup>(c)</sup> | 400 | 368476 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 05/12/25<sup>(c)</sup> | 400 | 380108 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/12/27<sup>(c)</sup> | 200 | 186876 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/28/24<sup>(c)</sup> | 600 | 589434 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.04%, 03/12/24<sup>(a)(c)</sup> | 400 | 400844 |
| QNB Finansbank AS, 6.88%, 09/07/24<sup>(c)</sup> | 200 | 202648 |
| Rakfunding Cayman Ltd., 4.13%, 04/09/24<sup>(c)</sup> | 200 | 197178 |
| Regions Financial Corp., 2.25%, 05/18/25 (Call 04/18/25) | 547 | 516800 |
| RHB Bank Bhd, 3.77%, 02/19/24<sup>(c)</sup> | 200 | 197336 |
| Riyad Sukuk Ltd., 3.17%, 02/25/30 (Call 02/25/25)<sup>(a)(c)</sup> | 800 | 767056 |
| Riyad Tier 1 Sukuk Ltd., 4.00%, (Call 02/16/27)<sup>(a)(c)(e)</sup> | 200 | 184564 |
| Rizal Commercial Banking Corp., 3.00%, 09/11/24<sup>(c)</sup> | 200 | 191150 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 07/29/24 | 565 | 531625 |
| &nbsp;&nbsp;&nbsp;0.75%, 10/07/24 | 801 | 750761 |
| &nbsp;&nbsp;&nbsp;0.88%, 01/20/26 | 675 | 607108 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/10/25 | 404 | 372751 |
| &nbsp;&nbsp;&nbsp;1.15%, 07/14/26 | 530 | 474355 |
| &nbsp;&nbsp;&nbsp;1.20%, 04/27/26 | 968 | 872768 |
| &nbsp;&nbsp;&nbsp;1.40%, 11/02/26 | 635 | 565201 |
| &nbsp;&nbsp;&nbsp;1.60%, 01/21/25 | 220 | 207535 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/21/27 | 260 | 237606 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/01/24 | 834 | 800448 |
| &nbsp;&nbsp;&nbsp;2.55%, 07/16/24 | 767 | 743085 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/14/25 | 252 | 245708 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/04/27 | 710 | 686243 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.97%, 07/26/24 | $750 | $741757 |
| &nbsp;&nbsp;&nbsp;4.24%, 08/03/27 | 440 | 433743 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/27/26 | 732 | 727381 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/12/26 | 500 | 502810 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/12/28 | 500 | 504415 |
| &nbsp;&nbsp;&nbsp;5.66%, 10/25/24 | 720 | 732082 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/01/27 | 718 | 757871 |
| Samba Funding Ltd., 2.75%, 10/02/24<sup>(c)</sup> | 400 | 384424 |
| Santander Holdings USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 01/06/28 (Call 01/06/27), (1 day SOFR + 1.249%)<sup>(a)</sup> | 296 | 260770 |
| &nbsp;&nbsp;&nbsp;3.24%, 10/05/26 (Call 08/05/26) | 305 | 286849 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/02/25 (Call 05/02/25) | 653 | 625496 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/07/24 (Call 05/07/24) | 352 | 343721 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 06/09/25 (Call 06/09/24)<sup>(a)</sup> | 388 | 379639 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/13/27 (Call 04/14/27) | 540 | 525296 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/17/25 (Call 04/17/25) | 540 | 533002 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.81%, 09/09/26 (Call 09/09/25)<sup>(a)</sup> | 415 | 418166 |
| Santander UK Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.09%, 03/15/25 (Call 03/15/24), (1 day SOFR + 0.787%)<sup>(a)</sup> | 220 | 208501 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.53%, 08/21/26 (Call 08/21/25)<sup>(a)</sup> | 420 | 377311 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.67%, 06/14/27 (Call 06/14/26), (1 day SOFR + 0.989%)<sup>(a)</sup> | 517 | 454614 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.47%, 01/11/28 (Call 01/11/27), (1 day SOFR + 1.220%)<sup>(a)</sup> | 650 | 577837 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.82%, 11/03/28 (Call 11/03/27), (3 mo. LIBOR US + 1.400%)<sup>(a)</sup> | 200 | 185496 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/15/25<sup>(b)</sup> | 200 | 195042 |
| &nbsp;&nbsp;&nbsp;6.53%, 01/10/29 | 700 | 730520 |
| Santander UK PLC, 4.00%, 03/13/24 | 794 | 785830 |
| Shanghai Pudong Development Bank Co. Ltd./Hong Kong, 0.88%, 07/13/24<sup>(c)</sup> | 400 | 379100 |
| Shinhan Bank Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/21/26<sup>(c)</sup> | 200 | 176070 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/24/26<sup>(c)(d)</sup> | 200 | 189472 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 04/24/25, (3 mo. LIBOR US + 1.700%)<sup>(a)(c)</sup> | 400 | 407372 |
| Shinhan Financial Group Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 01/10/26<sup>(c)</sup> | 200 | 179958 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, (Call 05/12/26)<sup>(a)(c)(e)</sup> | 200 | 180132 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.34%, 02/05/30 (Call 02/05/25)<sup>(a)(c)(d)</sup> | 200 | 189442 |
| Siam Commercial Bank PCL/Cayman Islands, 3.90%, 02/11/24<sup>(c)</sup> | 200 | 197962 |
| SIB Sukuk Co. III Ltd., 2.85%, 06/23/25<sup>(c)</sup> | 200 | 190034 |
| SIB Tier 1 Sukuk Co., 5.00%, (Call 07/02/25)<sup>(a)(c)(e)</sup> | 200 | 194626 |
| Signature Bank/New York NY, 4.00%, 10/15/30 (Call 10/15/25)<sup>(a)</sup> | 120 | 109744 |
| Skandinaviska Enskilda Banken AB, 3.70%, 06/09/25<sup>(b)</sup> | 455 | 443357 |
| SNB Sukuk Ltd., 2.34%, 01/19/27<sup>(c)</sup> | 400 | 370636 |
| Societe Generale SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/08/25<sup>(b)</sup> | 500 | 459985 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.49%, 12/14/26 (Call 12/14/25)<sup>(a)(b)</sup> | 690 | 615280 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.79%, 06/09/27 (Call 06/09/26)<sup>(a)(b)</sup> | 850 | 755029 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.23%, 01/21/26 (Call 01/21/25)<sup>(a)(b)</sup> | 885 | 828572 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 10/16/24<sup>(b)</sup> | 635 | 605511 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/22/25<sup>(b)</sup> | 1410 | 1338203 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 01/19/28 (Call 01/19/27)<sup>(a)(b)</sup> | 550 | 495632 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/28/24<sup>(b)</sup> | 525 | 515340 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/12/27<sup>(b)</sup> | 300 | 286731 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/14/25<sup>(b)</sup> | 865 | 838142 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 08/19/26<sup>(b)</sup> | 200 | 191150 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 06/15/27<sup>(b)</sup> | $200 | $199728 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/24/25<sup>(b)</sup> | 125 | 121915 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 01/10/29 (Call 01/10/28)<sup>(a)(b)</sup> | 500 | 518225 |
| Standard Chartered PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.21%, 03/23/25 (Call 03/23/24)<sup>(a)(b)</sup> | 345 | 326908 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.46%, 01/14/27 (Call 01/14/26)<sup>(a)(b)</sup> | 670 | 597292 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.82%, 11/23/25 (Call 11/23/24)<sup>(a)(b)</sup> | 690 | 640679 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.61%, 01/12/28 (Call 01/12/27)<sup>(a)(b)</sup> | 780 | 703544 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.82%, 01/30/26 (Call 01/30/25)<sup>(a)(b)</sup> | 865 | 818446 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.52%, 02/12/30 (Call 02/12/25)<sup>(a)(c)</sup> | 500 | 469795 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.79%, 05/21/25 (Call 05/21/24)<sup>(a)(b)</sup> | 585 | 575225 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.97%, 03/30/26 (Call 03/30/25)<sup>(a)(b)</sup> | 570 | 551053 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 04/12/26<sup>(b)</sup> | 200 | 194870 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.17%, 01/09/27 (Call 01/09/26)<sup>(a)(b)</sup> | 900 | 921537 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 01/09/29 (Call 01/09/28)<sup>(a)(b)</sup> | 900 | 937197 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.77%, 11/16/28 (Call 11/16/27)<sup>(a)(b)</sup> | 200 | 221088 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.78%, 11/16/25 (Call 11/16/24)<sup>(a)(b)(d)</sup> | 400 | 417052 |
| State Bank of India/London, 1.80%, 07/13/26<sup>(c)</sup> | 400 | 357632 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.68%, 11/18/27 (Call 11/18/26), (1 day SOFR + 0.560%)<sup>(a)</sup> | 450 | 406292 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/06/26 (Call 02/06/25), (1 day SOFR + 0.441%)<sup>(a)(d)</sup> | 290 | 272136 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 02/07/28 (Call 02/07/27), (1 day SOFR + 0.730%)<sup>(a)</sup> | 640 | 587795 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 11/01/25 (Call 11/01/24), (1 day SOFR + 0.940%)<sup>(a)</sup> | 505 | 485174 |
| &nbsp;&nbsp;&nbsp;2.65%, 05/19/26 | 155 | 147441 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/30/26 (Call 10/30/25), (1 day SOFR + 2.600%)<sup>(a)</sup> | 155 | 149290 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/16/24 | 391 | 383465 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/18/25 | 479 | 469564 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.86%, 01/26/26 (Call 01/26/25)<sup>(a)</sup> | 255 | 255898 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/04/26 (Call 11/04/25)<sup>(a)</sup> | 190 | 195212 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.82%, 11/04/28 (Call 11/04/27)<sup>(a)</sup> | 205 | 215367 |
| Sumitomo Mitsui Banking Corp., 3.40%, 07/11/24 | 260 | 254405 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 01/12/26 | 915 | 817232 |
| &nbsp;&nbsp;&nbsp;1.40%, 09/17/26 | 1300 | 1148992 |
| &nbsp;&nbsp;&nbsp;1.47%, 07/08/25 | 915 | 840208 |
| &nbsp;&nbsp;&nbsp;2.17%, 01/14/27 | 355 | 320267 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/25 | 415 | 395487 |
| &nbsp;&nbsp;&nbsp;2.45%, 09/27/24 | 325 | 312478 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/14/26 | 1465 | 1360589 |
| &nbsp;&nbsp;&nbsp;2.70%, 07/16/24 | 452 | 437504 |
| &nbsp;&nbsp;&nbsp;3.35%, 10/18/27 | 52 | 49148 |
| &nbsp;&nbsp;&nbsp;3.36%, 07/12/27 | 970 | 919531 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/11/27 | 240 | 228670 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/09/26 | 650 | 633360 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.44%, 04/02/24<sup>(b)</sup> | 325 | 321633 |
| &nbsp;&nbsp;&nbsp;5.46%, 01/13/26 | 1000 | 1015780 |
| &nbsp;&nbsp;&nbsp;5.52%, 01/13/28 | 210 | 216676 |
| Sumitomo Mitsui Trust Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 09/16/24<sup>(b)</sup> | 400 | 372832 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 03/25/24<sup>(b)</sup> | 200 | 190492 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 09/12/25<sup>(b)</sup> | 305 | 274787 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 09/16/26<sup>(b)</sup> | 455 | 402620 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 03/25/26<sup>(b)</sup> | 200 | 180766 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 03/10/25<sup>(b)</sup> | 300 | 284481 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 03/10/27<sup>(b)</sup> | 250 | 231808 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 09/15/25<sup>(b)(d)</sup> | $280 | $278054 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/15/27<sup>(b)</sup> | 400 | 402956 |
| Suncorp-Metway Ltd., 3.30%, 04/15/24<sup>(b)</sup> | 317 | 310108 |
| SVB Financial Group |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 10/28/26 (Call 09/28/26) | 340 | 300897 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/29/25 | 37 | 35923 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/29/28 (Call 04/29/27)<sup>(a)</sup> | 257 | 247581 |
| Svenska Handelsbanken AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 06/11/24<sup>(b)</sup> | 425 | 400924 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.42%, 06/11/27 (Call 06/11/26)<sup>(a)(b)</sup> | 560 | 499268 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 06/10/25<sup>(b)</sup> | 470 | 458020 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 06/10/27<sup>(b)</sup> | 470 | 460088 |
| Swedbank AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 11/16/26<sup>(b)</sup> | 750 | 668887 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.36%, 04/04/25<sup>(b)</sup> | 640 | 617792 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.34%, 09/20/27<sup>(b)</sup> | 310 | 313422 |
| Synchrony Bank |  |  |
| &nbsp;&nbsp;&nbsp;5.40%, 08/22/25 (Call 07/22/25) | 500 | 497915 |
| &nbsp;&nbsp;&nbsp;5.63%, 08/23/27 (Call 07/23/27) | 475 | 472877 |
| Synovus Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 08/11/25 (Call 07/11/25) | 537 | 536157 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 02/07/29 (Call 02/07/24)<sup>(a)</sup> | 155 | 153523 |
| TC Ziraat Bankasi AS, 5.38%, 03/02/26<sup>(c)</sup> | 200 | 179208 |
| Texas Capital Bancshares Inc., 4.00%, 05/06/31 (Call 05/06/26)<sup>(a)</sup> | 170 | 154540 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 09/11/25 | 515 | 466605 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/06/26 | 880 | 788172 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/12/25 | 647 | 595246 |
| &nbsp;&nbsp;&nbsp;1.20%, 06/03/26 | 805 | 718599 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/13/24 | 425 | 399028 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/10/26 | 860 | 763921 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/10/25 | 600 | 564882 |
| &nbsp;&nbsp;&nbsp;1.95%, 01/12/27 | 410 | 373547 |
| &nbsp;&nbsp;&nbsp;2.35%, 03/08/24 | 785 | 764661 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/12/24 | 840 | 817505 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/10/27 | 714 | 669946 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/11/24 | 688 | 676352 |
| &nbsp;&nbsp;&nbsp;3.77%, 06/06/25 | 520 | 509179 |
| &nbsp;&nbsp;&nbsp;4.11%, 06/08/27 | 825 | 810843 |
| &nbsp;&nbsp;&nbsp;4.29%, 09/13/24 | 830 | 823584 |
| &nbsp;&nbsp;&nbsp;4.69%, 09/15/27 | 835 | 839693 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/10/25 (Call 02/10/25) | 660 | 619001 |
| &nbsp;&nbsp;&nbsp;2.15%, 12/06/24 (Call 11/06/24) | 357 | 341813 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 09/17/29 (Call 09/17/24)<sup>(a)</sup> | 300 | 282924 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/01/24 (Call 03/01/24) | 579 | 569516 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/16/25 (Call 08/16/25) | 325 | 315705 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/03/25 (Call 09/03/25) | 115 | 113579 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 08/05/25 (Call 07/03/25) | 139 | 128112 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.27%, 03/02/27 (Call 03/02/26), (1 day SOFR + 0.609%)<sup>(a)</sup> | 1325 | 1199138 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/24 (Call 07/01/24) | 958 | 926846 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/26/24 (Call 09/26/24) | 768 | 748270 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/05/25 (Call 05/05/25) | 500 | 490305 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/25 (Call 03/01/25) | 636 | 627045 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 06/06/28 (Call 06/06/27)<sup>(a)</sup> | 320 | 312723 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 07/28/26 (Call 07/28/25)<sup>(a)</sup> | 1027 | 1015118 |
| &nbsp;&nbsp;&nbsp;4.87%, 01/26/29 | 1000 | 1004600 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 10/28/26 (Call 10/28/25)<sup>(a)</sup> | $873 | $900351 |
| Turkiye Is Bankasi AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 04/25/24<sup>(c)</sup> | 400 | 394220 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 01/22/30 (Call 01/22/25)<sup>(a)(c)</sup> | 400 | 378244 |
| Turkiye Vakiflar Bankasi TAO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 02/05/25<sup>(c)</sup> | 400 | 377176 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 01/08/26<sup>(c)</sup> | 400 | 373092 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.13%, 03/28/24<sup>(c)</sup> | 200 | 200996 |
| U.S. Bancorp, 4.65%, 02/01/29 (Call 02/01/28)<sup>(a)</sup> | 800 | 799864 |
| U.S. Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 05/12/25 (Call 04/12/25) | 379 | 354748 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.22%, 01/27/28 (Call 01/27/27), (1 day SOFR + 0.730%)<sup>(a)</sup> | 545 | 499721 |
| &nbsp;&nbsp;&nbsp;2.40%, 07/30/24 (Call 06/30/24) | 968 | 937421 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/27/26 (Call 03/27/26) | 433 | 415234 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/11/24 (Call 08/11/24) | 898 | 885913 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/17/25 (Call 10/17/25) | 500 | 494765 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 07/22/28 (Call 07/22/27)<sup>(a)</sup> | 760 | 758222 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.73%, 10/21/26 (Call 10/21/25)<sup>(a)</sup> | 270 | 277255 |
| &nbsp;&nbsp;&nbsp;Series V, 2.38%, 07/22/26 (Call 06/22/26) | 50 | 46889 |
| U.S. Bank NA/Cincinnati OH |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 01/21/25 (Call 12/20/24) | 620 | 592608 |
| &nbsp;&nbsp;&nbsp;2.80%, 01/27/25 (Call 12/27/24) | 655 | 635068 |
| UBS AG/London |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 08/09/24<sup>(b)</sup> | 645 | 605004 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/01/26<sup>(b)</sup> | 1155 | 1027153 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/13/25 (Call 12/13/24)<sup>(b)</sup> | 745 | 697275 |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.36%, 01/30/27 (Call 01/30/26)<sup>(a)(b)</sup> | 380 | 339245 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.49%, 08/10/27 (Call 08/10/26)<sup>(a)(b)</sup> | 565 | 497307 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 09/24/25<sup>(b)</sup> | 505 | 494693 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/15/26<sup>(b)</sup> | 595 | 580988 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.49%, 08/05/25 (Call 08/05/24)<sup>(a)(b)</sup> | 880 | 871816 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.49%, 05/12/26 (Call 05/12/25)<sup>(a)(b)</sup> | 460 | 452902 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 08/05/27 (Call 08/05/26)<sup>(a)(b)</sup> | 640 | 631482 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/12/28 (Call 05/12/27)<sup>(a)(b)</sup> | 695 | 682990 |
| &nbsp;&nbsp;&nbsp;5.71%, 01/12/27 | 600 | 607482 |
| UniCredit SpA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.98%, 06/03/27 (Call 06/03/26)<sup>(a)(b)</sup> | 635 | 557568 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.57%, 09/22/26 (Call 09/22/25)<sup>(a)(b)</sup> | 640 | 579142 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.86%, 06/19/32 (Call 06/19/27)<sup>(a)(b)</sup> | 435 | 401257 |
| Union Bank of the Philippines, 2.13%, 10/22/25<sup>(c)</sup> | 200 | 183470 |
| United Overseas Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 04/14/26<sup>(b)(d)</sup> | 200 | 180398 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/16/31 (Call 03/16/26)<sup>(a)(c)</sup> | 400 | 357408 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/14/31 (Call 10/14/26)<sup>(a)(b)</sup> | 200 | 177032 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/15/29 (Call 04/15/24)<sup>(a)(b)</sup> | 630 | 617658 |
| Valley National Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (1 day SOFR + 2.360%)<sup>(a)</sup> | 230 | 206425 |
| Wachovia Corp., 7.57%, 08/01/26<sup>(g)</sup> | 175 | 189613 |
| Warba Sukuk Ltd., 2.98%, 09/24/24<sup>(c)</sup> | 200 | 193364 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.81%, 05/19/25 (Call 05/19/24), (1 day SOFR + 0.510%)<sup>(a)</sup> | 540 | 511061 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.16%, 02/11/26 (Call 02/11/25), (3 mo. LIBOR US + 0.750%)<sup>(a)</sup> | 1691 | 1595526 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.19%, 04/30/26 (Call 04/29/25), (1 day SOFR + 2.000%)<sup>(a)</sup> | 1375 | 1293600 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.39%, 06/02/28 (Call 06/02/27), (1 day SOFR + 2.100%)<sup>(a)</sup> | 300 | 271836 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.41%, 10/30/25 (Call 10/30/24), (1 day SOFR + 1.087%)<sup>(a)</sup> | $1578 | $1507006 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/19/25 | 1449 | 1398357 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/22/26 | 1755 | 1666513 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/23/26 | 1470 | 1386813 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 06/17/27 (Call 06/17/26), (3 mo. LIBOR US + 1.170%)<sup>(a)</sup> | 1055 | 998737 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/09/24 | 1030 | 1007309 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.53%, 03/24/28 (Call 03/24/27), (1 day SOFR + 1.510%)<sup>(a)</sup> | 2410 | 2290898 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/29/25 | 890 | 865267 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.58%, 05/22/28 (Call 05/22/27), (3 mo. LIBOR US + 1.310%)<sup>(a)</sup> | 1460 | 1387657 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.91%, 04/25/26 (Call 04/25/25), (1 day SOFR + 1.320%)<sup>(a)</sup> | 1345 | 1313648 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/03/26 | 1757 | 1729046 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.54%, 08/15/26 (Call 08/15/25)<sup>(a)</sup> | 1197 | 1185437 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.81%, 07/25/28 (Call 07/25/27)<sup>(a)</sup> | 1480 | 1477129 |
| Western Alliance Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (1 day SOFR + 2.250%)<sup>(a)</sup> | 20 | 17455 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.02%, 11/18/24 | 545 | 511542 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/03/26 | 985 | 881772 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/19/25 | 70 | 66820 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/19/26 | 110 | 103510 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/13/26 | 775 | 734545 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 02/04/30 (Call 02/04/25)<sup>(a)</sup> | 602 | 561672 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/08/27 | 635 | 609797 |
| &nbsp;&nbsp;&nbsp;4.04%, 08/26/27 | 100 | 99245 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 11/23/31 (Call 11/23/26)<sup>(a)</sup> | 700 | 671797 |
| &nbsp;&nbsp;&nbsp;5.46%, 11/18/27 | 973 | 1013808 |
| Woori Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/01/26<sup>(c)</sup> | 600 | 530466 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/20/27<sup>(c)</sup> | 200 | 180318 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, (Call 10/04/24)<sup>(a)(c)(e)</sup> | 200 | 192054 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/30/24<sup>(c)</sup> | 200 | 197960 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/26/28 | 200 | 201848 |
| Yapi ve Kredi Bankasi AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 06/21/24<sup>(c)</sup> | 200 | 195394 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 01/22/31 (Call 01/22/26)<sup>(a)(c)</sup> | 200 | 189528 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 10/15/24<sup>(c)</sup> | 200 | 201738 |
|  |  | 568120082 |
| **Beverages — 0.3%** |  |  |
| Anheuser-Busch Companies LLC/Anheuser-Busch InBev |  |  |
| &nbsp;&nbsp;&nbsp;Worldwide Inc., 3.65%, 02/01/26 (Call 11/01/25) | 1890 | 1846984 |
| Bacardi Ltd., 4.45%, 05/15/25 (Call 03/15/25)<sup>(c)</sup> | 402 | 391894 |
| Brown-Forman Corp., 3.50%, 04/15/25 (Call 02/15/25) | 38 | 37282 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 06/01/27 | 390 | 351651 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/06/24 | 840 | 808853 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/25/27 | 50 | 47900 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/25/27 | 290 | 283147 |
| Coca-Cola Consolidated Inc., 3.80%, 11/25/25 (Call 08/25/25) | 147 | 143825 |
| Coca-Cola Europacific Partners PLC, 0.80%, 05/03/24<sup>(b)</sup> | 487 | 461881 |
| Coca-Cola European Partners PLC, 1.50%, 01/15/27 (Call 12/15/26)<sup>(b)</sup> | 200 | 176848 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 05/09/27 (Call 02/09/27) | 395 | 379536 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/09/24 | 250 | 246310 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/06/26 (Call 09/06/26) | 15 | 14513 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Beverages (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 05/09/27 (Call 04/09/27) | $444 | $438632 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/15/25 (Call 09/15/25) | 320 | 316963 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/24 | 461 | 460539 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/02/26 | 350 | 350224 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 09/29/25 (Call 08/29/25) | 730 | 673104 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/24/24 (Call 09/24/24) | 405 | 387577 |
| &nbsp;&nbsp;&nbsp;5.20%, 10/24/25 | 780 | 796949 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/24/27 (Call 09/24/27) | 770 | 801377 |
| JDE Peet's NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 09/24/24 (Call 03/03/23)<sup>(b)</sup> | 150 | 138497 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/15/27 (Call 12/15/26)<sup>(b)</sup> | 510 | 442088 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/15/24 (Call 03/03/23) | 965 | 921903 |
| &nbsp;&nbsp;&nbsp;2.55%, 09/15/26 (Call 06/15/26) | 130 | 121285 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/25 (Call 08/15/25) | 10 | 9685 |
| &nbsp;&nbsp;&nbsp;3.43%, 06/15/27 (Call 03/15/27) | 15 | 14364 |
| &nbsp;&nbsp;&nbsp;4.42%, 05/25/25 (Call 03/25/25) | 211 | 209470 |
| Molson Coors Beverage Co., 3.00%, 07/15/26 (Call 04/15/26) | 931 | 879292 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 03/19/25 (Call 02/19/25) | 1135 | 1088669 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/06/26 (Call 07/06/26) | 70 | 66106 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/30/25 (Call 01/30/25) | 396 | 383265 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/24/26 (Call 11/24/25) | 537 | 514854 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/27 (Call 07/15/27) | 150 | 143455 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/17/25 (Call 04/17/25) | 92 | 90470 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/24 (Call 12/01/23) | 949 | 941076 |
| Suntory Holdings Ltd., 2.25%, 10/16/24 (Call 09/16/24)<sup>(b)</sup> | 385 | 365361 |
|  |  | 15745829 |
| **Biotechnology — 0.2%** |  |  |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 02/21/25 (Call 01/21/25) | 509 | 480516 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/21/27 (Call 12/21/26) | 1015 | 931455 |
| &nbsp;&nbsp;&nbsp;2.60%, 08/19/26 (Call 05/19/26) | 592 | 556563 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/01/25 (Call 02/01/25) | 324 | 313127 |
| &nbsp;&nbsp;&nbsp;3.20%, 11/02/27 (Call 08/02/27) | 70 | 66310 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/22/24 (Call 02/22/24) | 367 | 361341 |
| Baxalta Inc., 4.00%, 06/23/25 (Call 03/23/25) | 190 | 186474 |
| Biogen Inc., 4.05%, 09/15/25 (Call 06/15/25) | 1046 | 1027894 |
| Bio-Rad Laboratories Inc., 3.30%, 03/15/27 (Call 02/15/27) | 190 | 179768 |
| CSL Finance PLC, 3.85%, 04/27/27 (Call 03/27/27)<sup>(b)</sup> | 205 | 199055 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 10/01/27 (Call 08/01/27) | 15 | 13025 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/27 (Call 12/01/26) | 300 | 284718 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 663 | 648785 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/01/26 (Call 12/01/25) | 1658 | 1616152 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/24 (Call 01/01/24) | 1056 | 1042314 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 09/02/25 (Call 08/02/25) | 610 | 553465 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/02/27 (Call 07/02/27) | 172 | 149291 |
|  |  | 8610253 |
| **Building Materials — 0.1%** |  |  |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.24%, 02/15/25 (Call 01/15/25) | 213 | 202233 |
| &nbsp;&nbsp;&nbsp;2.49%, 02/15/27 (Call 12/15/26) | 495 | 457667 |
| Cemex SAB de CV, 7.38%, 06/05/27 (Call 06/05/23)<sup>(c)</sup> | 200 | 205052 |
| Cemex SAB De CV, 5.13%, (Call 06/08/26)<sup>(a)(c)(e)</sup> | 600 | 552036 |
| CRH America Inc., 3.88%, 05/18/25 (Call 02/18/25)<sup>(b)</sup> | 705 | 685944 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Building Materials (continued)** |  |  |
| Eco Material Technologies Inc., 7.88%, 01/31/27 (Call 01/31/24)<sup>(b)</sup> | $225 | $216657 |
| Fortune Brands Home & Security Inc., 4.00%, 06/15/25 (Call 03/15/25) | 65 | 63389 |
| Holcim Finance U.S. LLC, 3.50%, 09/22/26 (Call 06/22/26)<sup>(b)</sup> | 50 | 47227 |
| Huaxin Cement International Finance Co. Ltd., 2.25%, 11/19/25<sup>(c)</sup> | 200 | 175622 |
| InterCement Financial Operations BV, 5.75%, 07/17/24 (Call 03/03/23)<sup>(b)(d)</sup> | 200 | 159612 |
| Jeld-Wen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 12/15/25 (Call 03/03/23)<sup>(b)</sup> | 170 | 150438 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 12/15/27 (Call 12/15/23)<sup>(b)</sup> | 175 | 142814 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 05/15/25 (Call 05/15/23)<sup>(b)</sup> | 110 | 105634 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/02/24 (Call 04/02/24)<sup>(g)</sup> | 74 | 72706 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/14/26 (Call 11/14/25) | 20 | 19631 |
| Koppers Inc., 6.00%, 02/15/25 (Call 02/15/23)<sup>(b)</sup> | 215 | 213222 |
| Lennox International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 08/01/25 (Call 07/01/25) | 365 | 333460 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/01/27 (Call 06/01/27) | 30 | 26261 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 12/15/27 (Call 09/15/27) | 500 | 476570 |
| &nbsp;&nbsp;&nbsp;4.25%, 07/02/24 (Call 04/02/24) | 154 | 153016 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/26 (Call 05/15/26) | 295 | 278793 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/01/24 (Call 09/01/24) | 312 | 307142 |
| Standard Industries Inc./NJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 01/15/24)<sup>(b)</sup> | 100 | 93671 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/15/27 (Call 02/15/23)<sup>(b)</sup> | 385 | 366624 |
| Summit Materials LLC/Summit Materials Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/15/27 (Call 03/15/23)<sup>(b)</sup> | 130 | 129579 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/27 (Call 01/01/27) | 40 | 38786 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/25 (Call 01/01/25) | 26 | 25864 |
| West China Cement Ltd., 4.95%, 07/08/26 (Call 07/08/24)<sup>(c)</sup> | 400 | 354212 |
| West Fraser Timber Co. Ltd., 4.35%, 10/15/24 (Call 07/15/24)<sup>(b)</sup> | 70 | 68534 |
|  |  | 6122396 |
| **Chemicals — 0.5%** |  |  |
| Cerdia Finanz GmbH, 10.50%, 02/15/27 (Call 02/15/24)<sup>(b)</sup> | 260 | 220550 |
| Air Products and Chemicals Inc., 1.50%, 10/15/25 (Call 09/15/25) | 551 | 510970 |
| Albemarle Corp., 4.65%, 06/01/27 (Call 05/01/27) | 200 | 198928 |
| Avient Corp., 5.75%, 05/15/25 (Call 05/15/23)<sup>(b)</sup> | 285 | 282546 |
| Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27 (Call 06/15/23)<sup>(b)(d)</sup> | 220 | 207838 |
| Bluestar Finance Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, (Call 07/12/24)<sup>(a)(c)(e)</sup> | 200 | 192652 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/16/24<sup>(c)</sup> | 400 | 389180 |
| Braskem Netherlands Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/10/28 (Call 10/10/27)<sup>(c)</sup> | 600 | 566028 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 01/23/81 (Call 10/23/25)<sup>(a)(c)</sup> | 200 | 205358 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 08/05/26 (Call 07/05/26) | 310 | 266795 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/08/24 (Call 04/08/24) | 414 | 404830 |
| &nbsp;&nbsp;&nbsp;5.90%, 07/05/24 | 850 | 854955 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/25 | 800 | 806248 |
| &nbsp;&nbsp;&nbsp;6.17%, 07/15/27 (Call 06/15/27) | 877 | 888234 |
| CF Industries Inc., 4.50%, 12/01/26<sup>(b)</sup> | 100 | 98737 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
| Cheever Escrow Issuer LLC, 7.13%, 10/01/27 (Call 10/01/24)<sup>(b)</sup> | $140 | $137098 |
| Chemours Co. (The), 5.38%, 05/15/27 (Call 02/15/27) | 215 | 199081 |
| Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 12/01/26 (Call 09/01/26)<sup>(b)</sup> | 264 | 251956 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 04/01/25 (Call 03/01/25)<sup>(b)</sup> | 175 | 176523 |
| CNAC HK Finbridge Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/22/25<sup>(c)</sup> | 400 | 367628 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 06/19/24<sup>(c)</sup> | 200 | 195810 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 07/19/27<sup>(c)</sup> | 400 | 383980 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/14/25<sup>(c)</sup> | 600 | 594570 |
| Consolidated Energy Finance SA, 6.50%, 05/15/26 (Call 05/15/23)<sup>(b)(d)</sup> | 100 | 92998 |
| Cornerstone Chemical Co., 6.75%, 08/15/24 (Call 08/15/23)<sup>(b)(d)</sup> | 195 | 155782 |
| DuPont de Nemours Inc., 4.49%, 11/15/25 (Call 09/25/25) | 990 | 989574 |
| Eastman Chemical Co., 3.80%, 03/15/25 (Call 12/15/24) | 470 | 458809 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 02/01/27 (Call 01/01/27)<sup>(d)</sup> | 510 | 460209 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/28 (Call 12/15/27) | 515 | 535095 |
| EI du Pont de Nemours and Co., 1.70%, 07/15/25 (Call 06/15/25) | 415 | 387697 |
| Equate Petrochemical BV, 4.25%, 11/03/26<sup>(c)</sup> | 400 | 390960 |
| Equate Sukuk Spc Ltd., 3.94%, 02/21/24<sup>(c)</sup> | 200 | 197620 |
| FMC Corp., 3.20%, 10/01/26 (Call 08/01/26) | 5 | 4751 |
| Formosa Group Cayman Ltd., 3.38%, 04/22/25<sup>(c)</sup> | 400 | 383396 |
| GPD Companies Inc., 10.13%, 04/01/26 (Call 04/01/23)<sup>(b)</sup> | 215 | 192754 |
| HB Fuller Co., 4.00%, 02/15/27 (Call 11/15/26)<sup>(d)</sup> | 150 | 139346 |
| INEOS Quattro Finance 2 PLC., 3.38%, 01/15/26 (Call 01/15/24)<sup>(b)</sup> | 230 | 211027 |
| International Flavors & Fragrances Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.23%, 10/01/25 (Call 09/01/25)<sup>(b)</sup> | 703 | 631645 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.83%, 10/15/27 (Call 08/15/27)<sup>(b)</sup> | 525 | 454377 |
| Iris Holdings Inc., 8.75%, 02/15/26 (Call 02/15/23), (9.50% PIK)<sup>(b)(d)(f)</sup> | 70 | 60983 |
| Kobe U.S. Midco 2 Inc., 9.25%, 11/01/26 (Call 11/01/23), (10.00% PIK)<sup>(b)(d)(f)</sup> | 80 | 59132 |
| LG Chem Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/07/26<sup>(c)</sup> | 400 | 353204 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/15/24<sup>(c)</sup> | 200 | 193508 |
| Linde Inc., 4.80%, 12/05/24 | 100 | 100963 |
| Linde Inc./CT |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 02/05/25 (Call 11/05/24) | 80 | 77168 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/30/26 (Call 10/30/25) | 260 | 254293 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/05/25 (Call 11/05/25) | 305 | 308791 |
| LYB Finance Co. BV, 8.10%, 03/15/27<sup>(b)</sup> | 116 | 128086 |
| LYB International Finance II BV, 3.50%, 03/02/27 (Call 12/02/26) | 260 | 247512 |
| LYB International Finance III LLC, 1.25%, 10/01/25 (Call 09/01/25) | 535 | 485004 |
| LyondellBasell Industries NV, 5.75%, 04/15/24 (Call 01/15/24) | 255 | 256295 |
| Mativ Holdings Inc., 6.88%, 10/01/26 (Call 10/01/23)<sup>(b)</sup> | 150 | 138747 |
| MEGlobal Canada ULC, 5.00%, 05/18/25<sup>(c)</sup> | 600 | 596754 |
| Methanex Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/24 (Call 09/01/24) | 135 | 130405 |
| &nbsp;&nbsp;&nbsp;5.13%, 10/15/27 (Call 04/15/27) | 300 | 286776 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 (Call 01/01/25) | 111 | 106607 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/26 (Call 09/15/26) | 10 | 9875 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/07/24 | 150 | 152397 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 11/07/25 | $950 | $979108 |
| OCI NV, 4.63%, 10/15/25 (Call 10/15/23)<sup>(b)</sup> | 164 | 159759 |
| OCP SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/22/25<sup>(c)</sup> | 200 | 194668 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 04/25/24<sup>(c)</sup> | 309 | 307520 |
| Olin Corp., 5.13%, 09/15/27 (Call 03/15/23) | 250 | 242728 |
| Orbia Advance Corp. SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 05/11/26 (Call 04/11/26)<sup>(c)</sup> | 200 | 178192 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/04/27 (Call 07/04/27)<sup>(c)</sup> | 200 | 187196 |
| Polar U.S. Borrower LLC/Schenectady International Group Inc., 6.75%, 05/15/26 (Call 05/15/23)<sup>(b)(d)</sup> | 130 | 59467 |
| PPG Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 03/15/26 (Call 02/15/26) | 535 | 481725 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/15/24 (Call 07/15/24) | 415 | 400554 |
| Rain CII Carbon LLC/CII Carbon Corp., 7.25%, 04/01/25 (Call 04/01/23)<sup>(b)</sup> | 260 | 245102 |
| Rayonier AM Products Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/01/24 (Call 03/03/23)<sup>(b)(d)</sup> | 155 | 154273 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 01/15/26 (Call 01/15/24)<sup>(b)</sup> | 202 | 188389 |
| RPM International Inc., 3.75%, 03/15/27 (Call 12/15/26) | 65 | 62078 |
| Sasol Financing USA LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 09/18/26 (Call 09/18/25)<sup>(d)</sup> | 200 | 183880 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/27/24 (Call 02/27/24) | 699 | 691150 |
| SCIL USA Holdings LLC, Class-H, 5.38%, 11/01/26 (Call 11/01/23)<sup>(b)</sup> | 325 | 299878 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 06/01/24 (Call 04/01/24) | 396 | 387126 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/25 (Call 05/01/25) | 275 | 267132 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/27 (Call 03/01/27) | 860 | 825996 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/26 (Call 10/15/25) | 50 | 49266 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/08/24 | 280 | 276872 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/08/25 | 150 | 148235 |
| SPCM SA, 3.13%, 03/15/27 (Call 03/15/24)<sup>(b)</sup> | 150 | 132251 |
| Syngenta Finance NV, 4.89%, 04/24/25 (Call 02/24/25)<sup>(b)</sup> | 435 | 427248 |
| Trinseo Materials Operating SCA/Trinseo Materials Finance Inc., 5.38%, 09/01/25 (Call 09/01/23)<sup>(b)(d)</sup> | 220 | 192581 |
| Unigel Luxembourg SA, 8.75%, 10/01/26 (Call 03/02/23)<sup>(c)</sup> | 200 | 202348 |
| Venator Finance Sarl/Venator Materials LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 07/15/25 (Call 07/15/23)<sup>(b)(d)</sup> | 160 | 56266 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.50%, 07/01/25 (Call 07/08/23)<sup>(b)</sup> | 90 | 71272 |
| Westlake Corp., 3.60%, 08/15/26 (Call 05/15/26) | 545 | 520666 |
| WR Grace Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/15/27 (Call 06/15/23)<sup>(b)</sup> | 325 | 303228 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 10/01/24<sup>(b)</sup> | 120 | 119389 |
|  |  | 27028578 |
| **Coal — 0.0%** |  |  |
| Adaro Indonesia PT, 4.25%, 10/31/24 (Call 03/02/23)<sup>(c)</sup> | 300 | 289539 |
| Alliance Resource Operating Partners LP/Alliance |  |  |
| Resource Finance Corp., 7.50%, 05/01/25 (Call 05/01/23)<sup>(b)</sup> | 170 | 168881 |
| China Shenhua Overseas Capital Co. Ltd., 3.88%, 01/20/25<sup>(c)</sup> | 400 | 389016 |
| Coronado Finance Pty Ltd., 10.75%, 05/15/26 (Call 05/15/23)<sup>(b)</sup> | 130 | 134501 |
| Indika Energy Capital IV Pte Ltd., 8.25%, 10/22/25 (Call 10/22/23)<sup>(c)</sup> | 250 | 250812 |
| Yankuang Group Cayman Ltd., 2.90%, 11/30/24<sup>(c)</sup> | 400 | 378940 |
|  |  | 1611689 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Commercial Services — 0.6%** |  |  |
| Adani Ports & Special Economic Zone Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/24/24<sup>(c)</sup> | $200 | $181092 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/30/27 (Call 06/30/27)<sup>(c)</sup> | 200 | 161612 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 08/04/27 (Call 02/04/27)<sup>(c)</sup> | 400 | 327428 |
| Albion Financing 1 SARL/Aggreko Holdings Inc., 6.13%, 10/15/26 (Call 10/15/23)<sup>(b)</sup> | 245 | 220571 |
| Albion Financing 2Sarl, 8.75%, 04/15/27 (Call 10/15/23)<sup>(b)</sup> | 195 | 166093 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 07/15/26 (Call 07/15/23)<sup>(b)</sup> | 850 | 818456 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.75%, 07/15/27 (Call 07/15/23)<sup>(b)</sup> | 440 | 420332 |
| Alta Equipment Group Inc., 5.63%, 04/15/26 (Call 03/23/23)<sup>(b)</sup> | 155 | 144548 |
| AMN Healthcare Inc., 4.63%, 10/01/27 (Call 10/01/23)<sup>(b)</sup> | 225 | 208706 |
| Aptim Corp., 7.75%, 06/15/25 (Call 06/15/23)<sup>(b)(d)</sup> | 215 | 153121 |
| APX Group Inc., 6.75%, 02/15/27 (Call 02/15/23)<sup>(b)</sup> | 265 | 259795 |
| Arrow Bidco LLC, 9.50%, 03/15/24 (Call 03/15/23)<sup>(b)</sup> | 145 | 145673 |
| Ashtead Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 08/12/26 (Call 07/12/26)<sup>(b)</sup> | 455 | 400182 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 08/15/27 (Call 08/15/23)<sup>(b)</sup> | 100 | 95842 |
| Atento Luxco 1 SA, 8.00%, 02/10/26 (Call 02/10/24)<sup>(c)</sup> | 250 | 136028 |
| Automatic Data Processing Inc., 3.38%, 09/15/25 (Call 06/15/25) | 437 | 427015 |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc., 5.75%, 07/15/27 (Call 07/15/23)<sup>(b)</sup> | 345 | 324442 |
| Bidvest Group UK PLC (The), 3.63%, 09/23/26 (Call 09/23/23)<sup>(c)</sup> | 400 | 367524 |
| Block Inc., 2.75%, 06/01/26 (Call 05/01/26)<sup>(d)</sup> | 440 | 400030 |
| Brink's Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 10/15/27 (Call 10/15/23)<sup>(b)</sup> | 280 | 262648 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 07/15/25 (Call 06/18/23)<sup>(b)</sup> | 190 | 187659 |
| China Merchants Finance Co. Ltd., 4.75%, 08/03/25<sup>(c)</sup> | 200 | 197664 |
| Cimpress PLC, 7.00%, 06/15/26 (Call 06/15/23)<sup>(b)</sup> | 260 | 181865 |
| Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/01/25 (Call 04/01/25) | 150 | 146147 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/27 (Call 01/01/27) | 205 | 199912 |
| CMHI Finance BVI Co. Ltd., 4.00%, 06/01/27 (Call 05/01/27)<sup>(c)</sup> | 400 | 391068 |
| CoreCivic Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/15/27 (Call 07/15/27)<sup>(d)</sup> | 105 | 92077 |
| &nbsp;&nbsp;&nbsp;8.25%, 04/15/26 (Call 04/15/24) | 295 | 302823 |
| CPI CG Inc., 8.63%, 03/15/26 (Call 03/15/23)<sup>(b)</sup> | 144 | 142119 |
| DP World Salaam, 6.00%, (Call 10/01/25)<sup>(a)(c)(e)</sup> | 600 | 600594 |
| Element Fleet Management Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 04/06/24 (Call 03/06/24)<sup>(b)</sup> | 55 | 52536 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/15/25 (Call 05/15/25)<sup>(b)</sup> | 61 | 58525 |
| Equifax Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 12/01/24 (Call 11/01/24) | 572 | 549846 |
| &nbsp;&nbsp;&nbsp;2.60%, 12/15/25 (Call 11/15/25) | 157 | 147409 |
| &nbsp;&nbsp;&nbsp;5.10%, 12/15/27 (Call 11/15/27) | 460 | 467208 |
| ERAC USA Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 12/01/26 (Call 09/01/26)<sup>(b)</sup> | 225 | 211736 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/01/25 (Call 08/01/25)<sup>(b)</sup> | 440 | 424794 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 11/15/24 (Call 08/15/24)<sup>(b)</sup> | 525 | 510888 |
| Garda World Security Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 02/15/27 (Call 02/15/23)<sup>(b)</sup> | 245 | 224180 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 02/15/28 (Call 02/15/25)<sup>(b)</sup> | 35 | 35458 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.50%, 11/01/27 (Call 11/01/23)<sup>(b)</sup> | 270 | 267848 |
| GEMS MENASA Cayman Ltd./GEMS Education Delaware LLC, 7.13%, 07/31/26 (Call 03/02/23)<sup>(c)</sup> | 400 | 395080 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000* | *Value* |
| **Commercial Services (continued)** |  |  |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 03/01/26 (Call 02/01/26) | $570 | $507123 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/15/24 (Call 10/15/24) | 19 | 17831 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 01/15/27 (Call 12/15/26) | 315 | 283525 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 02/15/25 (Call 01/15/24) | 635 | 605873 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 04/01/26 (Call 01/01/26) | 450 | 446940 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 08/15/27 (Call 07/15/27) | 309 | 309371 |
| Graham Holdings Co., 5.75%, 06/01/26 (Call 06/01/23)<sup>(b)</sup> | 180 | 177928 |
| Grand Canyon University |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/01/24 | 220 | 209141 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/01/26 | 85 | 78804 |
| GXO Logistics Inc., 1.65%, 07/15/26 (Call 06/15/26) | 240 | 209033 |
| Herc Holdings Inc., 5.50%, 07/15/27 (Call 07/15/23)<sup>(b)</sup> | 525 | 502861 |
| Hertz Corp. (The), 4.63%, 12/01/26 (Call 12/01/23)<sup>(b)</sup> | 235 | 208795 |
| HPHT Finance 21 II Ltd., 1.50%, 09/17/26 (Call 08/17/26)<sup>(c)</sup> | 200 | 176780 |
| HPHT Finance 21 Ltd., 2.00%, 03/19/26 (Call 02/19/26)<sup>(c)</sup> | 800 | 729960 |
| Korn Ferry, 4.63%, 12/15/27 (Call 12/15/23)<sup>(b)</sup> | 175 | 164551 |
| Legends Hospitality Holding Co. LLC/Legends Hospitality Co-Issuer Inc., 5.00%, 02/01/26 (Call 02/01/23)<sup>(b)</sup> | 170 | 156794 |
| Mersin Uluslararasi Liman Isletmeciligi AS, 5.38%, 11/15/24 (Call 11/15/23)<sup>(c)</sup> | 200 | 192936 |
| MoneyGram International Inc., 5.38%, 08/01/26 (Call 08/01/23)<sup>(b)</sup> | 170 | 173007 |
| Moody's Corp., 3.75%, 03/24/25 (Call 02/24/25) | 151 | 147885 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 06/01/25 (Call 05/01/25) | 808 | 756207 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 10/01/24 (Call 09/01/24) | 800 | 772048 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 10/01/26 (Call 08/01/26) | 5 | 4719 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/01/27 (Call 05/01/27)<sup>(d)</sup> | 370 | 363869 |
| Picasso Finance Sub Inc., 6.13%, 06/15/25 (Call 06/15/23)<sup>(b)</sup> | 249 | 250058 |
| Prime Security Services Borrower LLC/Prime Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/31/27 (Call 08/31/26)<sup>(b)</sup> | 430 | 382571 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/15/24<sup>(b)</sup> | 320 | 317350 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 04/15/26<sup>(b)</sup> | 595 | 585980 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 01/15/28 (Call 01/15/24)<sup>(b)</sup> | 336 | 318625 |
| PSA Treasury Pte Ltd., 2.50%, 04/12/26 (Call 10/12/25)<sup>(c)</sup> | 200 | 188374 |
| Quanta Services Inc., 0.95%, 10/01/24 (Call 03/03/23) | 376 | 349785 |
| Ritchie Bros. Auctioneers Inc., 5.38%, 01/15/25 (Call 03/03/23)<sup>(b)</sup> | 205 | 203479 |
| S&P Global Inc., 2.45%, 03/01/27 (Call 02/01/27)<sup>(b)</sup> | 495 | 460103 |
| Sabre GLBL Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 09/01/25 (Call 03/03/23)<sup>(b)</sup> | 380 | 375493 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.25%, 04/15/25 (Call 03/16/25)<sup>(b)</sup> | 335 | 342132 |
| &nbsp;&nbsp;&nbsp;&nbsp;11.25%, 12/15/27 (Call 06/15/25)<sup>(b)</sup> | 235 | 249088 |
| Service Corp. International/U.S. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 12/15/27 (Call 12/15/23) | 255 | 243673 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/01/27 | 65 | 67358 |
| Shanghai Port Group BVI Development Co. Ltd., 2.40%, 09/11/24<sup>(c)</sup> | 400 | 384888 |
| Shift4 Payments LLC/Shift4 Payments Finance Sub Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/01/26 (Call 11/01/23)<sup>(b)</sup> | 205 | 194135 |
| Sodexo Inc., 1.63%, 04/16/26 (Call 03/16/26)<sup>(b)</sup> | 380 | 344136 |
| Sotheby's, 7.38%, 10/15/27 (Call 10/15/23)<sup>(b)</sup> | 350 | 338443 |
| Triton Container International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 06/07/24 (Call 05/07/24)<sup>(b)</sup> | 402 | 374793 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 04/15/26 (Call 03/15/26)<sup>(b)</sup> | 322 | 286377 |
| United Rentals North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/15/27 (Call 03/03/23) | 335 | 318109 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/15/27 (Call 05/15/23) | 205 | 203750 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000* | *Value* |
| **Commercial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/15/29 (Call 12/15/25)<sup>(b)</sup> | $100 | $101733 |
| Verisk Analytics Inc., 4.00%, 06/15/25 (Call 03/15/25) | 235 | 230103 |
| Verscend Escrow Corp., 9.75%, 08/15/26 (Call 08/15/23)<sup>(b)</sup> | 500 | 502235 |
| WASH Multifamily Acquisition Inc., 5.75%, 04/15/26 (Call 04/15/23)<sup>(b)</sup> | 380 | 351785 |
| Yale University, Series 2020, 0.87%, 04/15/25 (Call 03/15/25) | 786 | 728300 |
| Zhejiang Seaport International Co. Ltd., 1.98%, 03/17/26<sup>(c)</sup> | 400 | 366976 |
|  |  | 27664387 |
| **Computers — 0.7%** |  |  |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 08/20/25 (Call 07/20/25) | 1733 | 1576649 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 02/08/26 (Call 01/08/26) | 1342 | 1209598 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 05/11/25 (Call 04/11/25) | 1298 | 1209217 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 09/11/24 (Call 08/11/24) | 796 | 762982 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 09/11/26 (Call 07/11/26) | 565 | 524456 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 08/04/26 (Call 05/04/26) | 1230 | 1160579 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/09/25 | 711 | 686250 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/13/25 (Call 11/13/24) | 861 | 835359 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 05/11/24 (Call 03/11/24) | 1083 | 1060268 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 09/12/27 (Call 06/12/27) | 205 | 194611 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/20/27 (Call 03/20/27) | 255 | 244341 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/13/27 (Call 08/13/27) | 250 | 238327 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 05/13/25 | 859 | 838874 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 05/11/27 (Call 02/11/27) | 315 | 304255 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/23/26 (Call 11/23/25) | 327 | 317690 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 02/09/27 (Call 11/09/26) | 1445 | 1405262 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 05/06/24 | 1108 | 1096854 |
| CA Magnum Holdings, 5.38%, 10/31/26 (Call 10/31/23)<sup>(c)</sup> | 400 | 373908 |
| CGI Inc., 1.45%, 09/14/26 (Call 08/14/26) | 10 | 8959 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/15/24 (Call 06/15/24) | 623 | 615113 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 10/01/26 (Call 08/01/26) | 1020 | 1015828 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 02/01/28 | 1000 | 1007780 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 07/15/25 (Call 06/15/25) | 787 | 802244 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.02%, 06/15/26 (Call 03/15/26) | 1632 | 1678626 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 07/15/27 (Call 05/15/27)<sup>(d)</sup> | 60 | 62897 |
| Diebold Nixdorf Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 10/15/26<sup>(d)</sup> | 183 | 94612 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.38%, 07/15/25 (Call 02/16/23)<sup>(b)(d)</sup> | 309 | 203344 |
| DXC Technology Co., 1.80%, 09/15/26 (Call 08/15/26)<sup>(d)</sup> | 335 | 296006 |
| Exela Intermediate LLC/Exela Finance Inc., 11.50%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;07/15/26 (Call 03/03/23)<sup>(b)</sup> | 279 | 33957 |
| Fortinet Inc., 1.00%, 03/15/26 (Call 02/15/26) | 455 | 405041 |
| Genpact Luxembourg Sarl, 3.38%, 12/01/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/01/24) | 215 | 206998 |
| HCL America Inc., 1.38%, 03/10/26 (Call 02/10/26)<sup>(c)</sup> | 200 | 178428 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 04/01/24 (Call 03/01/24) | 802 | 771323 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/01/26 (Call 03/01/26) | 57 | 51974 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 10/15/25 (Call 07/15/25) | 1292 | 1291780 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 06/17/26 (Call 05/17/26) | 425 | 379342 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 06/17/25 (Call 05/17/25) | 531 | 499783 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/17/27 (Call 04/17/27) | 30 | 27902 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 12/15/27) | 450 | 447282 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 05/15/27 (Call 03/15/27) | 35 | 31334 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 02/09/27 (Call 01/09/27) | 758 | 696109 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited)(continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Computers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/24 | $1465 | $1431525 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 05/15/26 | 1125 | 1085906 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 01/27/27 | 135 | 129581 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 02/19/26 | 1085 | 1055097 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 07/27/27 (Call 06/27/27) | 605 | 599936 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/06/26 | 280 | 280286 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/06/28 | 280 | 280512 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.22%, 08/01/27 | 5 | 5382 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 10/30/25 | 197 | 210561 |
| Kyndryl Holdings Inc., 2.05%, 10/15/26 (Call 09/15/26) | 375 | 323347 |
| Leidos Inc., 3.63%, 05/15/25 (Call 04/15/25) | 341 | 331210 |
| Lenovo Group Ltd., 5.88%, 04/24/25<sup>(c)</sup> | 600 | 600900 |
| NCR Corp., 5.75%, 09/01/27 (Call 09/01/23)<sup>(b)</sup> | 225 | 219497 |
| NetApp Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 06/22/25 (Call 05/22/25) | 694 | 645476 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 06/22/27 (Call 04/22/27) | 45 | 41170 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 09/29/24 (Call 07/29/24) | 265 | 258070 |
| Presidio Holdings Inc., 4.88%, 02/01/27 (Call 02/01/23)<sup>(b)</sup> | 225 | 209621 |
| Seagate HDD Cayman |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/01/25 | 218 | 213984 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/01/24 (Call 01/01/24) | 209 | 206862 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/01/27 (Call 03/01/27) | 225 | 218293 |
| Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25 (Call 06/01/23)<sup>(b)</sup> | 110 | 111076 |
| Unisys Corp., 6.88%, 11/01/27 (Call 11/01/23)<sup>(b)</sup> | 205 | 155411 |
| Vericast Corp., 11.00%, 09/15/26 (Call 09/15/23)<sup>(b)</sup> | 551 | 596949 |
| Western Digital Corp., 4.75%, 02/15/26 (Call 11/15/25) | 992 | 958163 |
| Wipro IT Services LLC, 1.50%, 06/23/26 (Call 05/23/26)<sup>(c)</sup> | 400 | 355828 |
|  |  | 35370785 |
| **Cosmetics & Personal Care — 0.2%** |  |  |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 08/15/25 | 140 | 136557 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 08/15/27 (Call 07/15/27) | 135 | 130887 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/15/24 | 177 | 174982 |
| Coty Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/15/26 (Call 04/15/23)<sup>(b)</sup> | 395 | 378382 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 04/15/26 (Call 04/15/23)<sup>(b)(d)</sup> | 205 | 202130 |
| Estee Lauder Companies Inc. (The), 2.00%, 12/01/24 (Call 11/01/24) | 576 | 550748 |
| GSK Consumer Healthcare Capital U.K. PLC, 3.13%, 03/24/25 | 955 | 918299 |
| GSK Consumer Healthcare Capital U.S. LLC, 3.38%, 03/24/27 (Call 02/24/27) | 890 | 842483 |
| Oriflame Investment Holding PLC, 5.13%, 05/04/26 (Call 05/04/23)<sup>(b)</sup> | 230 | 145222 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 10/29/25 | 814 | 739706 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/23/26 | 217 | 196617 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 02/01/27 | 240 | 222389 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 11/03/26 | 40 | 37676 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 02/02/26 | 120 | 115140 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 03/25/27 | 220 | 209570 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 08/11/27 | 40 | 38214 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 01/26/28<sup>(d)</sup> | 850 | 848912 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 01/26/26 | 850 | 849745 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 08/12/24 (Call 03/03/23) | 390 | 367263 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/28/26 | 225 | 208235 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 05/05/24 (Call 03/05/24) | 777 | 757746 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 05/05/27 (Call 02/05/27) | 200 | 190432 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 07/30/25 | 465 | 449748 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Cosmetics & Personal Care (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/07/24 (Call 02/07/24) | $570 | $561467 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/22/25 (Call 01/22/25) | 112 | 109356 |
|  |  | 9381906 |
| **Distribution & Wholesale — 0.1%** |  |  |
| BCPE Empire Holdings Inc., 7.63%, 05/01/27 (Call 05/01/23)<sup>(b)</sup> | 290 | 271115 |
| Chongqing Nan'an Urban Construction & Development Group Co. Ltd., 4.66%, 06/04/24<sup>(c)</sup> | 600 | 578394 |
| Gansu Provincial Highway Aviation Tourism Investment Group Co. Ltd., 3.50%, 06/10/24<sup>(c)</sup> | 400 | 359932 |
| G-III Apparel Group Ltd., 7.88%, 08/15/25 (Call 08/15/23)<sup>(b)</sup> | 185 | 175950 |
| IAA Inc., 5.50%, 06/15/27 (Call 06/15/23)<sup>(b)</sup> | 215 | 215738 |
| KAR Auction Services Inc., 5.13%, 06/01/25 (Call 06/01/23)<sup>(b)(d)</sup> | 165 | 162172 |
| Marubeni Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.32%, 09/18/25 (Call 08/18/25)<sup>(c)</sup> | 700 | 632394 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 04/26/24 (Call 03/26/24)<sup>(c)</sup> | 200 | 195590 |
| Mitsubishi Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 07/15/26 (Call 06/15/26)<sup>(b)</sup> | 400 | 355192 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/09/24<sup>(c)</sup> | 250 | 240940 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/23/24<sup>(c)</sup> | 200 | 194696 |
| Sumitomo Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 07/06/26<sup>(c)</sup> | 400 | 358740 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 07/09/24 (Call 06/09/24)<sup>(c)</sup> | 500 | 481060 |
| Toyota Tsusho Corp., 2.60%, 09/19/24<sup>(c)</sup> | 400 | 383300 |
| Univar Solutions USA Inc., 5.13%, 12/01/27 (Call 12/01/23)<sup>(b)</sup> | 225 | 218459 |
| Wesco Aircraft Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 11/15/24 (Call 11/15/23)<sup>(b)</sup> | 325 | 159250 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.00%, 11/15/26 (Call 11/15/23)<sup>(b)</sup> | 470 | 314731 |
| WW Grainger Inc., 1.85%, 02/15/25 (Call 01/15/25) | 460 | 436388 |
|  |  | 5734041 |
| **Diversified Financial Services — 2.1%** |  |  |
| Advisor Group Holdings Inc., 10.75%, 08/01/27 (Call 08/01/23)<sup>(b)</sup> | 150 | 155003 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 10/29/24 (Call 09/29/24) | 1027 | 961570 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/30/26 (Call 12/30/25) | 695 | 623881 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 10/29/26 (Call 09/29/26) | 1310 | 1177585 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 08/14/24 (Call 07/14/24)<sup>(d)</sup> | 390 | 372754 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 07/21/27 (Call 04/21/27) | 920 | 852003 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 10/01/25 (Call 08/01/25) | 225 | 219710 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 07/15/25 (Call 06/15/25) | 845 | 861190 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 3NC1, 1.75%, 10/29/24 (Call 03/03/23) | 832 | 776189 |
| Affiliated Managers Group Inc., 3.50%, 08/01/25 | 264 | 256194 |
| AG TTMT Escrow Issuer LLC, 8.63%, 09/30/27 (Call 09/30/24)<sup>(b)</sup> | 230 | 237192 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 08/18/24 (Call 07/18/24) | 10 | 9320 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 08/15/26 (Call 07/15/26) | 442 | 394158 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 01/15/27 (Call 12/15/26) | 512 | 460913 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 02/01/25 (Call 01/01/25) | 545 | 512998 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 01/15/26 (Call 12/15/25)<sup>(d)</sup> | 704 | 660641 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 01/01/25) | 382 | 366411 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/01/25 (Call 06/01/25) | 552 | 526829 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 01/01/27) | 5 | 4703 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/01/26 (Call 04/01/26) | 215 | 206327 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/15/24 (Call 06/15/24) | 508 | 500197 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 02/01/28 | 450 | 449392 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 12/15/27 (Call 11/15/27) | 500 | 510335 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/01/24 (Call 02/01/24) | $232 | $227142 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/15/26 (Call 04/15/26) | 130 | 125323 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 08/11/25 (Call 07/11/25)<sup>(b)</sup> | 550 | 538142 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/21/24 (Call 04/21/24) | 601 | 590008 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/30/25 | 278 | 275565 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/09/27 (Call 05/09/27) | 195 | 188920 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 09/30/24 | 552 | 551288 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/20/25 (Call 10/20/25)<sup>(d)</sup> | 480 | 476424 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 05/01/25 (Call 04/01/25) | 424 | 429024 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.10%, 11/15/27 (Call 10/15/27)<sup>(d)</sup> | 500 | 527590 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 11/04/26 (Call 10/04/26) | 938 | 848140 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/04/25 (Call 02/01/25) | 612 | 582465 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/30/24 (Call 06/29/24) | 1041 | 1006387 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 03/04/27 (Call 02/01/27) | 870 | 807003 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/30/24 (Call 09/29/24) | 334 | 324909 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/20/26 (Call 04/20/26) | 590 | 564205 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 05/03/27 (Call 04/02/27) | 550 | 523594 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/03/24 | 215 | 211304 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 12/05/24 (Call 11/04/24) | 166 | 162977 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 08/01/25 (Call 07/01/25) | 900 | 886851 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 11/06/25 (Call 10/06/25) | 634 | 629207 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 11/05/27 (Call 10/05/27) | 235 | 248642 |
| American Express Credit Corp., 3.30%, 05/03/27 (Call 04/03/27) | 195 | 187194 |
| Ameriprise Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/02/25 (Call 03/02/25) | 149 | 143818 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 10/15/24 | 179 | 175837 |
| Antares Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/15/27 (Call 12/15/26)<sup>(b)</sup> | 260 | 215210 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 07/15/26 (Call 06/15/26)<sup>(b)</sup> | 250 | 219370 |
| Apollo Management Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/30/24<sup>(b)</sup> | 207 | 202823 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 01/14/50 (Call 01/14/24)<sup>(a)(b)</sup> | 237 | 203474 |
| Ares Finance Co. III LLC, 4.13%, 06/30/51 (Call 06/30/26)<sup>(a)(b)</sup> | 264 | 206060 |
| ASG Finance Designated Activity Co., 7.88%, 12/03/24 (Call 12/03/23)<sup>(b)(d)</sup> | 200 | 194254 |
| Avation Capital SA, 8.25%, 05/15/21 (Call 03/03/23), (9.00% PIK)<sup>(b)(f)</sup> | 25 | 21368 |
| Aviation Capital Group LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 01/30/26 (Call 12/30/25)<sup>(b)</sup> | 282 | 250704 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 09/20/26 (Call 08/20/26)<sup>(b)</sup> | 677 | 588848 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/01/27 (Call 07/01/27)<sup>(b)</sup> | 10 | 8958 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/01/25 (Call 06/01/25)<sup>(b)</sup> | 350 | 330176 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/01/25 (Call 07/01/25)<sup>(b)</sup> | 95 | 90730 |
| Avolon Holdings Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/21/26 (Call 01/21/26)<sup>(b)</sup> | 405 | 361823 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.53%, 11/18/27 (Call 10/18/27)<sup>(b)</sup> | 364 | 313848 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 02/15/25 (Call 01/15/25)<sup>(b)</sup> | 635 | 595185 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/15/27 (Call 12/15/26)<sup>(b)</sup> | 237 | 213757 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 07/01/24 (Call 06/01/24)<sup>(b)</sup> | 528 | 512076 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/15/26 (Call 03/15/26)<sup>(b)</sup> | 512 | 485606 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/01/26 (Call 03/01/26)<sup>(b)</sup> | 370 | 351507 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/15/24 (Call 04/15/24)<sup>(b)</sup> | 318 | 314292 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/26 (Call 12/15/25)<sup>(b)</sup> | 327 | 320238 |
| Banco BTG Pactual SA/Cayman Islands |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/11/26 (Call 12/11/25)<sup>(c)</sup> | 200 | 181732 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/10/25 (Call 12/10/24)<sup>(c)(d)</sup> | 400 | 386480 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| BGC Partners Inc., 3.75%, 10/01/24 (Call 09/01/24) | $330 | $318222 |
| Blackstone Holdings Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 10/02/27 (Call 07/02/27)<sup>(b)</sup> | 102 | 94138 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 11/03/27 (Call 10/03/27)<sup>(b)</sup> | 15 | 15607 |
| Blue Bright Ltd., 2.38%, 02/09/26<sup>(c)</sup> | 400 | 364576 |
| BOC Aviation Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/21/26 (Call 12/21/25)<sup>(c)</sup> | 600 | 543552 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/17/25 (Call 12/17/24)<sup>(c)</sup> | 600 | 570192 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/29/25 (Call 03/29/25)<sup>(b)</sup> | 700 | 670285 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/10/24 (Call 09/10/24)<sup>(c)</sup> | 200 | 194240 |
| BOCOM International Blossom Ltd., 1.75%, 06/28/26<sup>(c)</sup> | 200 | 180566 |
| Bocom Leasing Management Hong Kong Co. Ltd., 1.13%, 06/18/24<sup>(c)</sup> | 200 | 189298 |
| Brightsphere Investment Group Inc., 4.80%, 07/27/26 | 140 | 129975 |
| Brookfield Finance Inc., 4.00%, 04/01/24 (Call 02/01/24) | 717 | 708217 |
| Cantor Fitzgerald LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/14/27 (Call 01/14/27)<sup>(b)</sup> | 232 | 218266 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 05/01/24 (Call 04/01/24)<sup>(b)</sup> | 492 | 485456 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 11/02/27 (Call 11/02/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.855%)<sup>(a)</sup> | 857 | 758411 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 03/03/26 (Call 03/03/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.290%)<sup>(a)</sup> | 873 | 826277 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 02/05/25 (Call 01/05/25) | 522 | 506324 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 10/30/24 (Call 09/30/24) | 1009 | 980677 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 05/11/27 (Call 04/11/27) | 125 | 119596 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/24/24 (Call 03/24/24) | 432 | 426051 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/28/26 (Call 06/28/26) | 530 | 507581 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.17%, 05/09/25 (Call 05/09/24)<sup>(a)</sup> | 30 | 29509 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/29/25 (Call 09/29/25) | 460 | 449986 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/30/25 (Call 03/31/25) | 340 | 335475 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 05/10/28 (Call 05/10/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.057%)<sup>(a)</sup> | 742 | 731894 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 07/24/26 (Call 07/24/25)<sup>(a)</sup> | 898 | 891903 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.47%, 02/01/29 (Call 02/01/28)<sup>(a)</sup> | 420 | 422474 |
| Castlelake Aviation Finance DAC, 5.00%, 04/15/27 (Call 04/15/24)<sup>(b)</sup> | 180 | 164129 |
| CCBL Cayman 1 Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 09/15/26 (Call 08/15/26)<sup>(c)</sup> | 200 | 178234 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 07/22/26<sup>(c)</sup> | 400 | 360064 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.99%, 07/21/25<sup>(c)</sup> | 200 | 185318 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/16/24<sup>(c)</sup> | 400 | 391948 |
| CDBL Funding 1, 4.25%, 12/02/24<sup>(c)</sup> | 400 | 392608 |
| CDBL Funding 2, 2.00%, 03/04/26<sup>(c)</sup> | 1000 | 914710 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/18/24 (Call 02/18/24) | 760 | 726393 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 03/11/26 (Call 02/11/26) | 1108 | 992391 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 05/13/26 (Call 04/13/26) | 874 | 785446 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 03/03/27 (Call 02/03/27) | 445 | 414028 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/10/25 (Call 12/10/24) | 258 | 250167 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/02/27 (Call 12/02/26) | 50 | 47789 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | 225 | 216650 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 02/13/26 (Call 11/13/25) | 310 | 302306 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/01/25 (Call 01/01/25) | 15 | 14685 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/01/24 (Call 03/02/24) | 141 | 139331 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 05/21/25 (Call 03/21/25) | 209 | 205748 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/24/25 (Call 02/22/25) | 490 | 487932 |
| China Cinda 2020 I Management Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 01/20/26 (Call 10/20/25)<sup>(c)</sup> | 400 | 361912 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/18/25 (Call 02/18/25)<sup>(c)</sup> | 400 | 375500 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| China Cinda 2020 I Mngmn Co., 3.25%, 01/28/27 (Call 10/28/26)<sup>(c)</sup> | $400 | $371024 |
| China Cinda Finance 2015 I Ltd., 4.25%, 04/23/25<sup>(c)</sup> | 800 | 777104 |
| China Cinda Finance 2017 I Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/09/24<sup>(c)</sup> | 400 | 393756 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/09/27<sup>(c)</sup> | 400 | 387584 |
| China Development Bank Financial Leasing Co. Ltd., 2.88%, 09/28/30 (Call 09/28/25)<sup>(a)(c)</sup> | 600 | 562614 |
| China Great Wall International Holdings IV Ltd., 3.95%, (Call 07/31/24)<sup>(a)(c)(e)</sup> | 200 | 194160 |
| China Great Wall International Holdings VI Ltd., 4.25%, 04/28/25<sup>(c)</sup> | 600 | 579744 |
| CICC Hong Kong Finance 2016 MTN Ltd., 2.00%, 01/26/26<sup>(c)</sup> | 400 | 367432 |
| Citadel LP, 4.88%, 01/15/27 (Call 11/15/26)<sup>(b)</sup> | 55 | 54206 |
| CITIC Securities Finance MTN Co. Ltd., 2.00%, 06/03/25<sup>(c)</sup> | 400 | 373168 |
| Citigroup Global Markets Holdings Inc./U.S. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/07/24 (Call 03/07/23) | 195 | 184846 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 06/12/24<sup>(c)(g)</sup> | 102 | 100711 |
| Clifford Capital Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.12%, 03/23/26 (Call 02/23/26)<sup>(c)</sup> | 200 | 181092 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 09/10/24<sup>(c)</sup> | 200 | 191028 |
| CMB International Leasing Management Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 08/12/25<sup>(c)</sup> | 600 | 548976 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/04/26<sup>(c)</sup> | 600 | 542562 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/03/24<sup>(c)</sup> | 400 | 386860 |
| CME Group Inc., 3.00%, 03/15/25 (Call 12/15/24) | 438 | 426546 |
| CMS International Gemstone Ltd., 1.30%, 09/16/24<sup>(c)</sup> | 400 | 373764 |
| CNG Holdings Inc., 12.50%, 06/15/24 (Call 06/15/23)<sup>(b)</sup> | 135 | 114380 |
| Coastal Emerald Ltd., 4.30%, (Call 08/01/24)<sup>(a)(c)(e)</sup> | 600 | 579102 |
| Credit Acceptance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 12/31/24 (Call 12/31/23)<sup>(b)</sup> | 175 | 164085 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 03/15/26 (Call 03/15/23)<sup>(d)</sup> | 170 | 155543 |
| CSCIF Asia Ltd., 1.13%, 06/10/24<sup>(c)</sup> | 400 | 379528 |
| CSI MTN Ltd., 3.38%, 04/21/25 (Call 03/21/25)<sup>(c)</sup> | 200 | 192032 |
| DAE Sukuk Difc Ltd., 3.75%, 02/15/26<sup>(c)</sup> | 400 | 386504 |
| Discover Financial Services |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/04/25 (Call 12/04/24) | 375 | 364200 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 11/06/24 (Call 08/06/24) | 423 | 415001 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 02/09/27 (Call 11/09/26) | 90 | 86744 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/30/26 (Call 11/30/25)<sup>(d)</sup> | 262 | 259066 |
| Dongxing Voyage Co. Ltd., 3.25%, 08/15/24<sup>(c)</sup> | 200 | 191770 |
| Eaton Vance Corp., 3.50%, 04/06/27 (Call 01/06/27) | 290 | 277466 |
| Enact Holdings Inc., 6.50%, 08/15/25 (Call 02/15/25)<sup>(b)</sup> | 360 | 354593 |
| Enova International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 09/01/24 (Call 03/03/23)<sup>(b)</sup> | 103 | 100777 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 09/15/25 (Call 09/15/23)<sup>(b)</sup> | 180 | 171245 |
| Far East Horizon Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 03/03/24<sup>(c)</sup> | 200 | 189970 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/18/25<sup>(c)</sup> | 200 | 183722 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/26/26<sup>(c)</sup> | 200 | 176582 |
| Finance of America Funding LLC, 7.88%, 11/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/15/23)<sup>(b)(d)</sup> | 150 | 92205 |
| Franklin Resources Inc., 2.85%, 03/30/25 | 86 | 82714 |
| GFH Sukuk Ltd., 7.50%, 01/28/25<sup>(c)</sup> | 400 | 401372 |
| Global Aircraft Leasing Co. Ltd., 6.50%, 09/15/24 (Call 09/15/23), (7.25% PIK)<sup>(b)(f)</sup> | 825 | 756742 |
| goeasy Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/01/26 (Call 04/27/23)<sup>(b)</sup> | 130 | 116414 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 12/01/24 (Call 12/01/23)<sup>(b)</sup> | 245 | 234793 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Guotai Junan Holdings Ltd., 2.00%, 04/21/26<sup>(c)</sup> | $200 | $183332 |
| Guotai Junan International Holdings Ltd., 2.00%, 03/03/26<sup>(c)</sup> | 200 | 183586 |
| Haitong International Finance Holdings 2015 Ltd., 2.11%, 03/12/25<sup>(c)</sup> | 400 | 374796 |
| Haitong International Securities Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/18/25<sup>(c)</sup> | 200 | 187050 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/19/24<sup>(c)</sup> | 400 | 385704 |
| Home Point Capital Inc., 5.00%, 02/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/01/23)<sup>(b)</sup> | 225 | 163145 |
| Horse Gallop Finance Ltd., 1.70%, 07/28/25<sup>(c)</sup> | 600 | 550782 |
| ICBCIL Finance Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 08/02/24<sup>(c)</sup> | 200 | 189074 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 11/02/24<sup>(c)</sup> | 400 | 377144 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 08/25/25<sup>(c)</sup> | 600 | 551838 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 08/02/26<sup>(c)</sup> | 200 | 179882 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/02/26<sup>(c)</sup> | 200 | 182002 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 01/27/27<sup>(c)</sup> | 400 | 370540 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/19/26<sup>(c)</sup> | 200 | 192502 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/05/24<sup>(c)</sup> | 400 | 394404 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.73%, 11/20/24, (3 mo. LIBOR US + 1.050%)<sup>(a)(c)</sup> | 200 | 199842 |
| ICD Sukuk Co. Ltd., 5.00%, 02/01/27<sup>(c)</sup> | 400 | 402364 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 05/23/25 (Call 04/23/25) | 935 | 922069 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/01/25 (Call 09/01/25) | 715 | 703045 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/15/27 (Call 08/15/27) | 1165 | 1149820 |
| Intercorp Financial Services Inc., 4.13%, 10/19/27 (Call 07/19/27)<sup>(c)(d)</sup> | 200 | 181604 |
| Inventive Global Investments Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 09/01/26<sup>(c)</sup> | 200 | 178702 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 09/03/25<sup>(c)</sup> | 800 | 731568 |
| Invesco Finance PLC, 3.75%, 01/15/26 | 219 | 215279 |
| Janus Henderson U.S. Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25) | 64 | 63589 |
| Jefferies Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 01/15/27 | 195 | 195679 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 06/08/27 | 27 | 28613 |
| Jefferson Capital Holdings LLC, 6.00%, 08/15/26 (Call 08/15/23)<sup>(b)</sup> | 130 | 109221 |
| JIC Zhixin Ltd., 1.50%, 08/27/25<sup>(c)</sup> | 400 | 365944 |
| Joy Treasure Assets Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 11/17/25 (Call 10/17/25)<sup>(c)</sup> | 600 | 536634 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 09/24/24<sup>(c)</sup> | 600 | 571188 |
| KB Kookmin Card Co. Ltd., 1.50%, 05/13/26<sup>(c)</sup> | 200 | 175666 |
| KB Securities Co. Ltd., 2.13%, 11/01/26<sup>(c)</sup> | 200 | 176350 |
| Korea Investment & Securities Co. Ltd., 2.13%, 07/19/26<sup>(c)</sup> | 200 | 175234 |
| Kuwait Projects Co. SPC Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.23%, 10/29/26<sup>(c)</sup> | 400 | 351104 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/23/27<sup>(c)</sup> | 200 | 172212 |
| Lazard Group LLC, 3.75%, 02/13/25 | 134 | 130478 |
| LD Holdings Group LLC, 6.50%, 11/01/25 (Call 11/01/23)<sup>(b)</sup> | 210 | 160994 |
| LeasePlan Corp. NV, 2.88%, 10/24/24<sup>(b)</sup> | 550 | 521713 |
| Legend Fortune Ltd., 1.38%, 06/02/24<sup>(c)</sup> | 400 | 380532 |
| Legg Mason Inc., 4.75%, 03/15/26 | 212 | 213363 |
| LFS Topco LLC, 5.88%, 10/15/26 (Call 10/15/23)<sup>(b)</sup> | 140 | 115854 |
| LPL Holdings Inc., 4.63%, 11/15/27 (Call 11/15/23)<sup>(b)</sup> | 175 | 166532 |
| LSEGA Financing PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.65%, 04/06/24 (Call 03/06/24)<sup>(b)</sup> | 325 | 307944 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/06/26 (Call 03/06/24)<sup>(b)</sup> | 870 | 779050 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/03/25 (Call 02/03/25) | $702 | $668121 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (Call 08/21/26) | 35 | 33533 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 03/26/27 (Call 01/26/27) | 230 | 223528 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/01/24 | 733 | 722782 |
| Mirae Asset Securities Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 07/30/25<sup>(c)</sup> | 200 | 181072 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/07/24<sup>(c)</sup> | 200 | 193634 |
| Mitsubishi HC Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 02/28/24 (Call 01/28/24)<sup>(b)</sup> | 200 | 196356 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.08%, 09/15/27 (Call 08/15/27)<sup>(b)</sup> | 50 | 50310 |
| Morgan Stanley, 5.05%, 01/28/27 | 955 | 958161 |
| Morgan Stanley Domestic Holdings Inc., 3.80%, 08/24/27 (Call 05/24/27) | 25 | 24264 |
| Nasdaq Inc., 3.85%, 06/30/26 (Call 03/30/26) | 190 | 185459 |
| Nationstar Mortgage Holdings Inc., 6.00%, 01/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/15/24)<sup>(b)</sup> | 260 | 241688 |
| Navient Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/15/27 (Call 09/15/26) | 285 | 260325 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 10/25/24 | 230 | 227456 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 03/25/24 | 310 | 309306 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 06/25/25 | 230 | 229506 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 06/15/26 | 225 | 222273 |
| Neuberger Berman Group LLC/Neuberger Berman |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Finance Corp., 4.50%, 03/15/27 (Call 12/15/26)<sup>(b)</sup> | 330 | 318054 |
| NH Investment & Securities Co. Ltd., 1.88%, 10/07/26<sup>(c)</sup> | 200 | 176478 |
| Nomura Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 07/14/26 | 635 | 564102 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 07/16/25 | 640 | 589056 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.33%, 01/22/27 | 735 | 660868 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 01/16/25 | 875 | 832554 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 07/03/25 | 375 | 373931 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.39%, 07/06/27 | 350 | 353251 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.71%, 01/09/26 | 280 | 283707 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.84%, 01/18/28 | 280 | 288669 |
| Nuveen Finance LLC, 4.13%, 11/01/24<sup>(b)</sup> | 670 | 656727 |
| Ocean Laurel Co. Ltd., 2.38%, 10/20/25<sup>(c)</sup> | 200 | 180512 |
| OneMain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/15/27 (Call 01/15/24) | 325 | 283881 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 03/15/24 (Call 09/15/23) | 501 | 496927 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 01/15/28 (Call 07/15/27) | 309 | 300759 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 03/15/25 | 555 | 553185 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 03/15/26 | 675 | 671301 |
| Ontario Teachers' Finance Trust, 1.63%, 09/12/24<sup>(b)</sup> | 500 | 477020 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/04/24 | 321 | 311993 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/13/27 | 240 | 244798 |
| Oxford Finance LLC/Oxford Finance Co-Issuer II Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 02/01/27 (Call 02/01/24)<sup>(b)</sup> | 190 | 181727 |
| PennyMac Financial Services Inc., 5.38%, 10/15/25 (Call 10/15/23)<sup>(b)</sup> | 285 | 265822 |
| PHH Mortgage Corp., 7.88%, 03/15/26 (Call 03/15/23)<sup>(b)</sup> | 155 | 141582 |
| Pingan Real Estate Capital Ltd., 3.45%, 07/29/26<sup>(c)</sup> | 400 | 315972 |
| Pioneer Reward Ltd., 2.00%, 04/09/26<sup>(c)</sup> | 800 | 736312 |
| Power Finance Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/16/24<sup>(c)</sup> | 200 | 192600 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/18/24<sup>(c)</sup> | 200 | 195086 |
| Power Sector Assets & Liabilities Management Corp., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 12/02/24<sup>(c)</sup> | 500 | 519285 |
| PRA Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 09/01/25 (Call 03/03/23)<sup>(b)</sup> | 150 | 149024 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.38%, 02/01/28 | $75 | $75396 |
| Provident Funding Associates LP/PFG Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 06/15/25 (Call 05/24/23)<sup>(b)</sup> | 140 | 131215 |
| Radian Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/01/24 (Call 07/01/24) | 185 | 179613 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/15/27 (Call 09/15/26) | 316 | 300494 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 03/15/25 (Call 09/15/24) | 415 | 415531 |
| REC Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/01/26<sup>(c)</sup> | 200 | 177852 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/13/27<sup>(c)</sup> | 200 | 180820 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/25/24<sup>(c)</sup> | 400 | 387492 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/12/24<sup>(c)</sup> | 400 | 385316 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/15/26 (Call 10/15/23)<sup>(b)</sup> | 490 | 437080 |
| Sarana Multi Infrastruktur Persero PT, 2.05%, 05/11/26<sup>(c)</sup> | 200 | 176206 |
| Shenwan Hongyuan International Finance Ltd., 1.80%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;07/14/26<sup>(c)</sup> | 200 | 181846 |
| Shinhan Card Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/19/25<sup>(c)</sup> | 200 | 179078 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/23/26<sup>(c)</sup> | 200 | 174594 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/27/27<sup>(c)</sup> | 200 | 178644 |
| Shriram Transport Finance Co. Ltd., 4.40%, 03/13/24<sup>(c)</sup> | 400 | 386472 |
| SLM Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/02/26 (Call 10/02/26) | 230 | 203085 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/29/25 (Call 09/29/25) | 230 | 215400 |
| State Elite Global Ltd., 5.59%, 10/24/24, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.770%)<sup>(a)(c)</sup> | 200 | 199840 |
| Stifel Financial Corp., 4.25%, 07/18/24 | 125 | 123445 |
| StoneX Group Inc., 8.63%, 06/15/25 (Call 06/15/23)<sup>(b)</sup> | 145 | 146541 |
| Sumitomo Mitsui Finance & Leasing Co. Ltd., 2.51%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;01/22/25 (Call 12/22/24)<sup>(c)</sup> | 200 | 189298 |
| Sunrise Cayman Ltd., 5.25%, 03/11/24<sup>(c)</sup> | 200 | 196884 |
| SURA Asset Management SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/11/27<sup>(c)</sup> | 150 | 143123 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 04/17/24<sup>(c)</sup> | 206 | 204607 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/04/26 (Call 05/04/26) | 170 | 158632 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 08/15/24 (Call 05/15/24) | 719 | 706295 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/19/24 (Call 02/19/24) | 405 | 400436 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/23/25 (Call 04/24/25) | 578 | 562330 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/13/25 (Call 05/13/25) | 545 | 534803 |
| United Wholesale Mortgage LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/15/25 (Call 11/15/23)<sup>(b)</sup> | 360 | 337579 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 06/15/27 (Call 06/15/24)<sup>(b)</sup> | 215 | 193066 |
| USAA Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/01/24<sup>(b)</sup> | 390 | 370282 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/01/25<sup>(b)</sup> | 875 | 851585 |
| Vertex Capital Investment Ltd., 4.75%, 04/03/24<sup>(c)</sup> | 400 | 386148 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/15/27 (Call 06/15/27) | 80 | 69915 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 04/15/27 (Call 02/15/27) | 1310 | 1201781 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 12/14/25 (Call 09/14/25) | 1372 | 1332500 |
| VistaJet Malta Finance PLC/XO Management Holding Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 05/01/27 (Call 04/26/24)<sup>(b)(d)</sup> | 230 | 222569 |
| Western Union Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 03/15/26 (Call 02/15/26) | 370 | 329792 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 01/10/25 (Call 12/10/24) | 459 | 441113 |
| World Acceptance Corp., 7.00%, 11/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/01/23)<sup>(b)(d)</sup> | 130 | 100359 |
| Xingsheng BVI Co. Ltd., 1.38%, 08/25/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/25/24)<sup>(c)</sup> | 200 | 188164 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| XP Inc., 3.25%, 07/01/26 (Call 06/01/26)<sup>(c)</sup> | $400 | $359548 |
|  |  | 107303431 |
| **Electric — 1.8%** |  |  |
| Abu Dhabi National Energy Co. PJSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/06/24<sup>(c)</sup> | 400 | 394816 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/23/25<sup>(c)</sup> | 300 | 298428 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/22/26<sup>(c)</sup> | 400 | 399568 |
| Adani Green Energy Ltd., 4.38%, 09/08/24<sup>(c)</sup> | 400 | 310352 |
| Adani Transmission Ltd., 4.00%, 08/03/26<sup>(c)</sup> | 200 | 161538 |
| AES Andes SA., 7.13%, 03/26/79 (Call 07/06/24)<sup>(a)(c)</sup> | 400 | 389436 |
| AES Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/15/26 (Call 12/15/25) | 587 | 528852 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 07/15/25 (Call 06/15/25)<sup>(b)</sup> | 580 | 553610 |
| Alabama Power Co., 3.75%, 09/01/27 (Call 08/01/27) | 800 | 782872 |
| Algonquin Power & Utilities Corp., 4.75%, 01/18/82 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/18/27)<sup>(a)</sup> | 325 | 273630 |
| Ameren Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 03/15/27 (Call 02/15/27) | 615 | 553217 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/15/24 (Call 08/15/24) | 514 | 494833 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 02/15/26 (Call 11/15/25) | 90 | 87491 |
| Ameren Illinois Co., 3.25%, 03/01/25 (Call 12/01/24) | 92 | 89510 |
| American Electric Power Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.03%, 03/15/24 | 364 | 351824 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/15/62 (Call 11/15/26)<sup>(a)</sup> | 429 | 365122 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/01/27 (Call 10/01/27) | 540 | 564122 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, 1.00%, 11/01/25 (Call 10/01/25) | 105 | 94803 |
| Appalachian Power Co., 3.40%, 06/01/25 (Call 03/01/25) | 92 | 89163 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/15/27 (Call 06/15/27) | 25 | 23181 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/15/25 (Call 02/15/25)<sup>(d)</sup> | 132 | 126860 |
| Avangrid Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 12/01/24 (Call 10/01/24) | 169 | 163403 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 04/15/25 (Call 03/15/25) | 519 | 498858 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 20 | 19574 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 04/15/25 (Call 03/15/25) | 1184 | 1169745 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.04%, 08/23/24 (Call 02/16/23) | 30 | 28206 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 01/15/27 (Call 07/15/26) | 95 | 89486 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 01/15/26 (Call 07/15/25) | 15 | 14565 |
| Calpine Corp., 5.25%, 06/01/26 (Call 06/01/23)<sup>(b)</sup> | 220 | 213167 |
| Castle Peak Power Finance Co. Ltd., 3.25%, 07/25/27<sup>(c)</sup> | 200 | 190388 |
| Cemig Geracao e Transmissao SA, 9.25%, 12/05/24 (Call 12/05/23)<sup>(c)</sup> | 400 | 411104 |
| CenterPoint Energy Houston Electric LLC, Series Z, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 09/01/26 (Call 06/01/26) | 155 | 144403 |
| CenterPoint Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 06/01/26 (Call 05/01/26) | 285 | 257580 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/24 (Call 08/01/24) | 159 | 153344 |
| Centrais Eletricas Brasileiras SA, 3.63%, 02/04/25<sup>(c)</sup> | 300 | 285942 |
| CGNPC International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 07/02/24<sup>(c)</sup> | 400 | 388460 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/11/27<sup>(c)</sup> | 400 | 388012 |
| China Clean Energy Development Ltd., 4.00%, 11/05/25<sup>(c)</sup> | 400 | 388580 |
| China Huadian Overseas Development 2018 Ltd., 3.38%, (Call 06/23/25)<sup>(a)(c)(e)</sup> | 400 | 383104 |
| China Huadian Overseas Development Management Co. Ltd., 4.00%, (Call 05/29/24)<sup>(a)(c)(e)</sup> | 200 | 196644 |
| China Huaneng Group Hong Kong Treasury Management Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 01/20/26<sup>(c)</sup> | 400 | 367596 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 12/10/24<sup>(c)</sup> | $200 | $191998 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.08%, (Call 12/09/25)<sup>(a)(c)(e)</sup> | 200 | 188850 |
| Chugoku Electric Power Co. Inc. (The), 2.40%, 08/27/24<sup>(c)</sup> | 500 | 477880 |
| Cikarang Listrindo Tbk PT, 4.95%, 09/14/26 (Call 03/02/23)<sup>(c)(d)</sup> | 200 | 189738 |
| Cleco Corporate Holdings LLC, 3.74%, 05/01/26 (Call 02/01/26) | 10 | 9538 |
| CLP Power HK Finance Ltd., 3.55%, (Call 11/06/24)<sup>(a)(c)(e)</sup> | 200 | 192300 |
| CLP Power Hong Kong Financing Ltd., 3.38%, 10/26/27<sup>(c)</sup> | 200 | 190324 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/26 (Call 02/15/26) | 80 | 75634 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 08/15/27 (Call 05/15/27) | 270 | 255428 |
| Comision Federal de Electricidad, 4.75%, 02/23/27<sup>(c)(d)</sup> | 400 | 386352 |
| Connecticut Light & Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 0.75%, 12/01/25 (Call 11/01/25) | 32 | 28823 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.20%, 03/15/27 (Call 12/15/26) | 215 | 206757 |
| Constellation Energy Generation LLC, 3.25%, 06/01/25 (Call 05/01/25) | 581 | 559828 |
| Consumers Energy Co., 4.65%, 03/01/28 | 400 | 405592 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 08/15/24<sup>(g)</sup> | 427 | 414096 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 10/01/25 (Call 07/01/25) | 255 | 250479 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 1.45%, 04/15/26 (Call 03/15/26) | 800 | 722416 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.30%, 03/15/25 (Call 02/15/25) | 465 | 449246 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 2.85%, 08/15/26 (Call 05/15/26) | 145 | 135866 |
| DPL Inc., 4.13%, 07/01/25 (Call 04/01/25) | 200 | 190858 |
| Drax Finco PLC, 6.63%, 11/01/25 (Call 05/01/23)<sup>(b)</sup> | 230 | 224512 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 10/01/26 (Call 07/01/26) | 20 | 18708 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.22%, 11/01/24<sup>(g)</sup> | 1137 | 1123890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 2.53%, 10/01/24<sup>(g)</sup> | 385 | 370616 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series F, 1.05%, 06/01/25 (Call 05/01/25) | 771 | 706714 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 09/15/25 (Call 08/15/25) | 636 | 575847 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 09/01/26 (Call 06/01/26) | 390 | 364853 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/15/82 (Call 10/15/26)<sup>(a)</sup> | 279 | 227388 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/15/24 (Call 01/15/24) | 579 | 571404 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 03/15/28 (Call 02/15/28) | 815 | 803557 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/08/25 | 230 | 231983 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/08/27 | 695 | 707232 |
| Duke Energy Florida LLC, 3.20%, 01/15/27 (Call 10/15/26) | 415 | 398744 |
| Duke Energy Progress LLC, 3.25%, 08/15/25 (Call 05/15/25) | 315 | 305304 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 11/15/24 (Call 10/15/24) | 536 | 521791 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 08/15/25 | 410 | 404559 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 04/15/25 (Call 03/15/25) | 393 | 391475 |
| EDP Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/15/24<sup>(b)</sup> | 787 | 772496 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 10/11/27<sup>(b)</sup> | 355 | 374511 |
| Electricite de France SA, 3.63%, 10/13/25 (Call 07/13/25)<sup>(b)</sup> | 875 | 850517 |
| Emera U.S. Finance LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.83%, 06/15/24 | 180 | 169169 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 06/15/26 (Call 03/15/26) | 225 | 213358 |
| Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26) | 459 | 448411 |
| Enel Finance America LLC, 7.10%, 10/14/27 (Call 09/14/27)<sup>(b)</sup> | 500 | 534875 |
| Enel Finance International NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/12/26 (Call 06/12/26)<sup>(b)</sup> | 690 | 609380 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 09/10/24<sup>(b)</sup> | $625 | $600462 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/15/25<sup>(b)</sup> | 385 | 377677 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/15/27 (Call 05/15/27)<sup>(b)</sup> | 550 | 537410 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 10/14/25<sup>(b)</sup> | 500 | 519020 |
| Enel Generacion Chile SA, 4.25%, 04/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/15/24) | 250 | 246965 |
| Engie Energia Chile SA, 4.50%, 01/29/25<sup>(c)</sup> | 200 | 195446 |
| Entergy Arkansas LLC, 3.70%, 06/01/24 (Call 03/01/24) | 195 | 192525 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 09/15/25 (Call 08/15/25) | 348 | 313405 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/01/26 (Call 06/01/26) | 230 | 216943 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 10/01/26 (Call 07/01/26) | 320 | 294586 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.12%, 09/01/27 (Call 06/01/27) | 135 | 127181 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.59%, 10/01/24 | 45 | 45533 |
| Eskom Holdings SOC Ltd., 7.13%, 02/11/25<sup>(c)</sup> | 800 | 768952 |
| Evergy Inc., 2.45%, 09/15/24 (Call 08/15/24) | 708 | 678710 |
| Evergy Kansas Central Inc., 2.55%, 07/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/01/26) | 30 | 27999 |
| Evergy Metro Inc., 3.65%, 08/15/25 (Call 05/15/25) | 115 | 111986 |
| Evergy Missouri West Inc., 5.15%, 12/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/15/27)<sup>(b)</sup> | 310 | 315121 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/01/27 (Call 02/01/27) | 290 | 272029 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 06/27/24 | 820 | 811825 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 07/01/27 (Call 06/01/27) | 940 | 942171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series H, 3.15%, 01/15/25 (Call 10/15/24) | 144 | 139425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series L, 2.90%, 10/01/24 (Call 08/01/24) | 432 | 420405 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q, 0.80%, 08/15/25 (Call 07/15/25) | 310 | 279589 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series U, 1.40%, 08/15/26 (Call 07/15/26) | 155 | 138868 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/15/27 | 365 | 340808 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 04/15/26 (Call 01/15/26) | 761 | 731443 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 06/15/25 (Call 03/15/25) | 513 | 505013 |
| Fells Point Funding Trust, 3.05%, 01/31/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/31/26)<sup>(b)</sup> | 137 | 127470 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 03/01/25 (Call 02/01/25) | 121 | 113516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 1.60%, 01/15/26 (Call 12/15/25) | 150 | 135405 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 4.15%, 07/15/27 (Call 04/15/27) | 647 | 618254 |
| FirstEnergy Transmission LLC, 4.35%, 01/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/24)<sup>(b)</sup> | 185 | 181202 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 04/01/25 (Call 03/01/25) | 975 | 940358 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 12/01/25 (Call 06/01/25) | 60 | 58136 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/01/24 (Call 12/01/23) | 110 | 107956 |
| Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26) | 347 | 325479 |
| Georgia Power Co., Series A, 2.20%, 09/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/15/24) | 403 | 386997 |
| Hengjian International Investment Ltd., 1.88%, 06/23/25<sup>(c)</sup> | 200 | 183970 |
| Hongkong Electric Finance Ltd., 2.88%, 05/03/26<sup>(c)</sup> | 600 | 566226 |
| Iberdrola International BV, 5.81%, 03/15/25 | 20 | 20432 |
| Interstate Power & Light Co., 3.25%, 12/01/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 09/01/24) | 570 | 554416 |
| IPALCO Enterprises Inc., 3.70%, 09/01/24 (Call 07/01/24) | 241 | 234874 |
| Israel Electric Corp. Ltd., Series 6, 5.00%, 11/12/24<sup>(b)</sup> | 600 | 596766 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/30/26 (Call 03/30/26) | 50 | 47502 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 06/15/24 (Call 03/15/24) | 107 | 104928 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/22/27 (Call 08/22/27)<sup>(b)</sup> | 680 | 688616 |
| JERA Co. Inc., 3.67%, 04/14/27 (Call 03/14/27)<sup>(c)</sup> | 200 | 187384 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| Jersey Central Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 01/15/26 (Call 10/15/25)<sup>(b)</sup> | $100 | $97709 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 04/01/24 (Call 01/01/24)<sup>(b)</sup> | 415 | 411526 |
| Kallpa Generacion SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/16/27 (Call 05/16/27)<sup>(c)</sup> | 200 | 187822 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 05/24/26 (Call 02/24/26)<sup>(c)</sup> | 200 | 194484 |
| Kansai Electric Power Co. Inc. (The), 2.55%, 09/17/24<sup>(c)</sup> | 200 | 191294 |
| Korea East-West Power Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/06/25<sup>(c)</sup> | 200 | 185948 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 05/06/25 | 200 | 193714 |
| Korea Electric Power Corp., 1.13%, 06/15/25<sup>(c)</sup> | 600 | 548298 |
| Korea Midland Power Co. Ltd., 1.25%, 08/09/26<sup>(c)</sup> | 400 | 352612 |
| Korea Southern Power Co. Ltd., 0.75%, 01/27/26<sup>(c)</sup> | 200 | 177138 |
| Lamar Funding Ltd., 3.96%, 05/07/25<sup>(c)</sup> | 514 | 492797 |
| Light Servicos de Eletricidade SA/Light Energia SA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/18/26 (Call 06/18/24)<sup>(c)</sup> | 400 | 236064 |
| Louisville Gas & Electric Co., Series 25, 3.30%, 10/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/01/25) | 15 | 14495 |
| Mazoon Assets Co. SAOC, 5.20%, 11/08/27<sup>(c)</sup> | 200 | 197454 |
| MidAmerican Energy Co., 3.50%, 10/15/24 (Call 07/15/24) | 362 | 355864 |
| Midland Cogeneration Venture LP, 6.00%, 03/15/25<sup>(b)(d)</sup> | 73 | 74112 |
| Monongahela Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 05/15/27 (Call 02/15/27)<sup>(b)</sup> | 100 | 95534 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 04/15/24 (Call 01/15/24)<sup>(b)</sup> | 363 | 358470 |
| National Central Cooling Co. PJSC, 2.50%, 10/21/27<sup>(c)</sup> | 200 | 181308 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/15/26 (Call 05/15/26) | 295 | 263494 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/07/25 | 555 | 526356 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 01/27/25 (Call 10/27/24) | 100 | 96526 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 04/25/27 (Call 01/25/27) | 20 | 18988 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/01/25 (Call 08/01/25) | 5 | 4790 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/15/25 | 480 | 467002 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 03/15/28 | 300 | 303300 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 10/30/25 | 550 | 561209 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 1.00%, 10/18/24 | 425 | 398110 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 01/15/27 (Call 12/15/26) | 998 | 901124 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 05/01/27 (Call 02/01/27) | 600 | 575976 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/82 (Call 03/15/27)<sup>(a)</sup> | 50 | 43597 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 06/20/24 | 850 | 842588 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 09/01/24 | 975 | 967024 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 06/20/25 | 937 | 932118 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 07/15/27 (Call 06/15/27) | 1020 | 1021663 |
| NextEra Energy Operating Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/15/26 (Call 07/15/26)<sup>(b)</sup> | 215 | 200365 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/15/24 (Call 04/15/24)<sup>(b)</sup> | 305 | 298674 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/27 (Call 06/15/27)<sup>(b)</sup> | 250 | 235500 |
| Niagara Mohawk Power Corp., 3.51%, 10/01/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/01/24)<sup>(b)</sup> | 191 | 184878 |
| NRG Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/02/25 (Call 11/02/25)<sup>(b)</sup> | 395 | 355674 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 12/02/27 (Call 10/02/27)<sup>(b)</sup> | 200 | 171606 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/15/24 (Call 05/15/24)<sup>(b)</sup> | 390 | 379099 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/15/28 (Call 01/15/24) | 165 | 157582 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 01/15/27 (Call 07/15/23) | 185 | 185155 |
| NTPC Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/03/24<sup>(c)</sup> | 400 | 392768 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/26/26<sup>(c)</sup> | 200 | 194340 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 11/26/24<sup>(c)</sup> | 200 | 196558 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 10/01/25 (Call 09/01/25) | 923 | 831854 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/01/24 (Call 05/01/24) | $237 | $230973 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 04/01/25 (Call 01/01/25) | 69 | 66432 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/01/26 (Call 12/01/25) | 517 | 482645 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 01/01/26 | 917 | 868225 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 08/15/24 (Call 05/15/24) | 215 | 208926 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 07/01/25 | 504 | 483160 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/25 (Call 03/15/25) | 501 | 478189 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 06/08/25 | 465 | 461494 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 06/15/27 (Call 05/15/27) | 105 | 105468 |
| PacifiCorp, 3.60%, 04/01/24 (Call 01/01/24) | 100 | 98604 |
| Pampa Energia SA, 7.50%, 01/24/27 (Call 01/24/24)<sup>(c)</sup> | 300 | 283332 |
| Perusahaan Listrik Negara PT, 4.13%, 05/15/27<sup>(c)</sup> | 600 | 582678 |
| Pinnacle West Capital Corp., 1.30%, 06/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/15/25) | 450 | 413316 |
| Potomac Electric Power Co., 3.60%, 03/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/15/23) | 365 | 360178 |
| PPL Capital Funding Inc., 3.10%, 05/15/26 (Call 02/15/26) | 122 | 115726 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 03/15/26 (Call 02/15/26) | 62 | 55907 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/15/26 (Call 06/15/26) | 15 | 13888 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/25 (Call 02/15/25) | 5 | 4831 |
| Public Service Enterprise Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 08/15/25 (Call 07/15/25) | 245 | 222404 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/24 (Call 05/15/24) | 522 | 507473 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 11/15/27 (Call 10/15/27) | 60 | 63001 |
| Puget Energy Inc., 3.65%, 05/15/25 (Call 02/15/25) | 287 | 275308 |
| Rochester Gas and Electric Corp., 3.10%, 06/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/01/27)<sup>(b)</sup> | 140 | 131428 |
| Saudi Electricity Global Sukuk Co. 3, 4.00%, 04/08/24<sup>(c)</sup> | 600 | 594660 |
| Saudi Electricity Global Sukuk Co. 5, 1.74%, 09/17/25<sup>(c)</sup> | 450 | 419890 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27) | 10 | 9441 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/01/25 (Call 03/01/25) | 327 | 316713 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/01/52 (Call 01/01/27)<sup>(a)</sup> | 454 | 394608 |
| Sierra Pacific Power Co., 2.60%, 05/01/26 (Call 02/01/26) | 15 | 14143 |
| SMC Global Power Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, (Call 01/21/26)<sup>(a)(c)(e)</sup> | 400 | 328324 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, (Call 04/25/24)<sup>(a)(c)(e)</sup> | 400 | 373576 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, (Call 10/21/25)<sup>(a)(c)(e)</sup> | 400 | 365148 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 11/01/27 (Call 10/01/27) | 175 | 184270 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C, 1.20%, 02/01/26 (Call 01/01/26) | 315 | 283560 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 4.20%, 06/01/25 | 482 | 476221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 4.70%, 06/01/27 (Call 05/01/27) | 435 | 437127 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series E, 3.70%, 08/01/25 (Call 06/01/25) | 474 | 461809 |
| Southern Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/01/26 (Call 04/01/26) | 745 | 708905 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 10/06/25 | 910 | 920128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 21-A, 0.60%, 02/26/24 (Call 01/26/24) | 317 | 302703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 21-A, 3.75%, 09/15/51 (Call 06/15/26)<sup>(a)</sup> | 404 | 354122 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 4.00%, 01/15/51 (Call 01/15/26)<sup>(a)</sup> | 596 | 566713 |
| Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 01/15/26 (Call 12/15/25) | 335 | 300679 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 12/01/25 (Call 09/01/25) | 430 | 425945 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K, 2.75%, 10/01/26 (Call 07/01/26) | 60 | 55771 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, 1.65%, 03/15/26 (Call 02/15/26) | 442 | 402375 |
| Southwestern Public Service Co., 3.30%, 06/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/15/23) | 25 | 24540 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| SP PowerAssets Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/26/27<sup>(b)(d)</sup> | $200 | $189610 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/24/25<sup>(b)</sup> | 200 | 192580 |
| SPIC MTN Co. Ltd., 1.63%, 07/27/25<sup>(c)</sup> | 800 | 738160 |
| State Grid Europe Development 2014 PLC, 3.13%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;04/07/25 (Call 03/07/25)<sup>(c)</sup> | 200 | 193240 |
| State Grid Europe Development PLC, 3.25%, 04/07/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/07/27)<sup>(c)</sup> | 600 | 577218 |
| State Grid Overseas Investment 2014 Ltd., 4.13%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;05/07/24<sup>(c)</sup> | 600 | 595206 |
| State Grid Overseas Investment 2016 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 08/05/25 (Call 07/05/25)<sup>(c)</sup> | 200 | 182356 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/04/27<sup>(c)</sup> | 400 | 388496 |
| State Grid Overseas Investment BVI Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/08/26 (Call 08/08/26)<sup>(c)</sup> | 200 | 177708 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/18/26<sup>(c)</sup> | 600 | 569736 |
| Tabreed Sukuk Spc Ltd., 5.50%, 10/31/25<sup>(c)</sup> | 200 | 203004 |
| Tampa Electric Co., 3.88%, 07/12/24<sup>(d)</sup> | 490 | 482135 |
| Terraform Global Operating LP, 6.13%, 03/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/01/23)<sup>(b)</sup> | 175 | 166464 |
| Three Gorges Finance I Cayman Islands Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 09/22/25 (Call 08/22/25)<sup>(c)</sup> | 600 | 549552 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 10/16/24 (Call 09/16/24)<sup>(c)</sup> | 400 | 384268 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 06/02/26<sup>(c)</sup> | 400 | 383296 |
| TNB Global Ventures Capital Bhd, 3.24%, 10/19/26<sup>(c)</sup> | 200 | 186552 |
| Trans-Allegheny Interstate Line Co., 3.85%, 06/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/01/25)<sup>(b)</sup> | 300 | 291924 |
| Transelec SA, 4.25%, 01/14/25 (Call 10/14/24)<sup>(c)</sup> | 200 | 196148 |
| Tucson Electric Power Co., 3.05%, 03/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/15/24) | 125 | 120618 |
| UHI Capital Ltd., 3.00%, 06/12/24<sup>(c)</sup> | 200 | 194288 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/15/27 (Call 03/15/27) | 20 | 19022 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/15/24 (Call 01/15/24) | 50 | 49256 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.10%, 05/15/25 (Call 02/15/25) | 192 | 185597 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.15%, 01/15/26 (Call 10/15/25) | 445 | 431468 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.50%, 03/15/27 (Call 12/15/26) | 225 | 217183 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 2.95%, 11/15/26 (Call 08/15/26) | 5 | 4719 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 3.75%, 05/15/27 (Call 04/15/27) | 550 | 536261 |
| Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 07/15/24 (Call 06/15/24)<sup>(b)</sup> | 1140 | 1101308 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/30/27 (Call 11/30/26)<sup>(b)</sup> | 387 | 359879 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/31/27 (Call 07/31/23)<sup>(b)</sup> | 555 | 522033 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 05/13/25<sup>(b)</sup> | 100 | 98224 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/01/26 (Call 09/01/23)<sup>(b)</sup> | 440 | 428648 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 02/15/27 (Call 02/15/23)<sup>(b)</sup> | 555 | 537812 |
| WEC Energy Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 03/15/24 (Call 02/15/24) | 402 | 383842 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/15/27 (Call 08/15/27) | 3 | 2615 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/09/26 (Call 12/09/25) | 500 | 501110 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/28 | 500 | 502695 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/27/25 (Call 08/27/25) | 270 | 271631 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 10/01/27 (Call 09/01/27) | 485 | 496223 |
| Wisconsin Electric Power Co., 2.05%, 12/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/15/24) | 249 | 237531 |
| Wisconsin Public Service Corp., 5.35%, 11/10/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/10/25) | 495 | 504509 |
| Xcel Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/15/27 (Call 02/15/27) | 745 | 670530 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 06/01/25 (Call 12/01/24) | 393 | 379960 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 12/01/26 (Call 06/01/26) | $25 | $23898 |
| Zhejiang Energy International Ltd., 1.74%, 07/20/26<sup>(c)</sup> | 200 | 179866 |
|  |  | 93557967 |
| **Electrical Components & Equipment — 0.0%** |  |  |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/15/26 (Call 09/15/26) | 25 | 22082 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 06/01/25 (Call 03/01/25) | 168 | 163261 |
| Energizer Holdings Inc., 6.50%, 12/31/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/31/24)<sup>(b)</sup> | 125 | 122015 |
| EnerSys, 4.38%, 12/15/27 (Call 09/15/27)<sup>(b)</sup> | 130 | 120087 |
| Johnson Electric Holding, 4.13%, 07/30/24<sup>(c)</sup> | 200 | 195946 |
| Molex Electronic Technologies LLC, 3.90%, 04/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/15/25)<sup>(b)</sup> | 259 | 248635 |
| WESCO Distribution Inc., 7.13%, 06/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/15/23)<sup>(b)</sup> | 640 | 650182 |
|  |  | 1522208 |
| **Electronics — 0.2%** |  |  |
| Allegion U.S. Holding Co. Inc., 3.20%, 10/01/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/01/24) | 305 | 295014 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 03/01/25 (Call 02/01/25) | 298 | 282385 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 04/01/24 (Call 02/01/24) | 234 | 229697 |
| Arrow Electronics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/08/24 (Call 07/08/24) | 460 | 445519 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/01/25 (Call 01/01/25) | 73 | 71355 |
| Avnet Inc., 4.63%, 04/15/26 (Call 01/15/26) | 247 | 241823 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/01/26 (Call 01/01/26) | 290 | 280572 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/15/25 (Call 03/15/25) | 142 | 140732 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/15/28 (Call 12/15/27) | 130 | 134797 |
| Fortive Corp., 3.15%, 06/15/26 (Call 03/15/26) | 145 | 137896 |
| Foxconn Far East Ltd., 1.63%, 10/28/25<sup>(c)</sup> | 800 | 725512 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 03/01/27 (Call 02/01/27) | 450 | 399433 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 06/01/25 (Call 05/01/25) | 636 | 593541 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 08/15/24 (Call 07/15/24) | 770 | 744405 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/01/26 (Call 08/01/26) | 60 | 56532 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 11/01/24 | 100 | 100780 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 02/15/28 (Call 01/15/28) | 925 | 960918 |
| Hubbell Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 08/15/27 (Call 05/15/27) | 65 | 60659 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/01/26 (Call 12/01/25) | 60 | 57689 |
| Jabil Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 04/15/26 (Call 03/15/26) | 255 | 230364 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/15/27 (Call 04/15/27) | 342 | 332219 |
| Keysight Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 10/30/24 (Call 07/30/24) | 176 | 175159 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 04/06/27 (Call 01/06/27) | 5 | 5009 |
| Legrand France SA, 8.50%, 02/15/25 | 373 | 403097 |
| Likewize Corp., 9.75%, 10/15/25 (Call 10/15/23)<sup>(b)</sup> | 185 | 174696 |
| Sensata Technologies BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/25<sup>(b)</sup> | 300 | 296637 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 11/01/24<sup>(b)</sup> | 160 | 160536 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 08/09/24 (Call 02/13/23) | 534 | 501020 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 08/09/26 (Call 07/09/26) | 315 | 274595 |
| Trimble Inc., 4.75%, 12/01/24 (Call 09/01/24) | 390 | 387664 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/15/27 (Call 05/15/27) | 105 | 98883 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 08/01/24 (Call 05/01/24) | 65 | 63805 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electronics (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 02/15/26 (Call 11/15/25) | $75 | $73584 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/13/26 | 200 | 200230 |
| Vontier Corp., 1.80%, 04/01/26 (Call 03/01/26) | 340 | 295735 |
|  |  | 9632492 |
| **Energy - Alternate Sources — 0.1%** |  |  |
| Adani Green Energy UP Ltd./Prayatna Developers Pvt |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Ltd./Parampujya Solar Energy, 6.25%, 12/10/24<sup>(c)</sup> | 200 | 185536 |
| Aydem Yenilenebilir Enerji AS, 7.75%, 02/02/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/02/24)<sup>(c)</sup> | 400 | 338792 |
| Contemporary Ruiding Development Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/09/26<sup>(c)</sup> | 200 | 174998 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 09/17/25 (Call 08/17/25)<sup>(c)</sup> | 600 | 548976 |
| Continuum Energy Levanter Pte Ltd., 4.50%, 02/09/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/09/24)<sup>(b)</sup> | 194 | 175443 |
| Enviva Partners LP/Enviva Partners Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 01/15/26 (Call 11/15/23)<sup>(b)</sup> | 320 | 299670 |
| Greenko Dutch BV, 3.85%, 03/29/26 (Call 03/29/23)<sup>(c)</sup> | 382 | 341722 |
| Greenko Solar Mauritius Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 01/29/25<sup>(c)</sup> | 200 | 192074 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 07/29/26 (Call 07/29/23)<sup>(c)</sup> | 400 | 374588 |
| Greenko Wind Projects Mauritius Ltd., 5.50%, 04/06/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/06/24)<sup>(c)</sup> | 200 | 189156 |
| Hanwha Energy USA Holdings Corp., 4.13%, 07/05/25<sup>(c)</sup> | 200 | 195302 |
| MSU Energy SA/UGEN SA/UENSA SA, 6.88%, 02/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/02/23)<sup>(c)</sup> | 250 | 191952 |
| SK Battery America Inc., 2.13%, 01/26/26<sup>(c)</sup> | 400 | 350072 |
| Sunnova Energy Corp., 5.88%, 09/01/26 (Call 09/01/23)<sup>(b)</sup> | 170 | 153009 |
| Vena Energy Capital Pte Ltd., 3.13%, 02/26/25<sup>(c)</sup> | 300 | 278508 |
|  |  | 3989798 |
| **Engineering & Construction — 0.2%** |  |  |
| AECOM, 5.13%, 03/15/27 (Call 12/15/26) | 430 | 422471 |
| Artera Services LLC, 9.03%, 12/04/25 (Call 02/04/23)<sup>(b)(d)</sup> | 420 | 359138 |
| BCEG Hongkong Co. Ltd., 2.22%, 07/02/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/02/26)<sup>(c)</sup> | 400 | 363184 |
| Brand Industrial Services Inc., 8.50%, 07/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/15/23)<sup>(b)(d)</sup> | 420 | 343665 |
| Brundage-Bone Concrete Pumping Holdings Inc., 6.00%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;02/01/26 (Call 02/01/23)<sup>(b)</sup> | 155 | 147614 |
| CCCI Treasure Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.43%, (Call 11/21/24)<sup>(a)(c)(e)</sup> | 600 | 579894 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, (Call 11/21/26)<sup>(a)(c)(e)</sup> | 200 | 187680 |
| China Railway Xunjie Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/28/26<sup>(c)</sup> | 400 | 382144 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/06/27<sup>(c)</sup> | 200 | 196522 |
| China State Construction Finance Cayman I Ltd., 3.40%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/08/26)<sup>(a)(c)(e)</sup> | 400 | 373744 |
| China State Construction Finance Cayman III Ltd., 4.00%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/03/24)<sup>(a)(c)(e)</sup> | 200 | 195070 |
| Chongqing International Logistics Hub Park Construction |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Co. Ltd., 4.30%, 09/26/24<sup>(c)</sup> | 200 | 177086 |
| Chouzhou International Investment Ltd., 4.00%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;02/18/25<sup>(c)</sup> | 600 | 570168 |
| CRCC Hean Ltd., 1.88%, 05/20/26 (Call 04/20/26)<sup>(c)</sup> | 400 | 366592 |
| Delhi International Airport Ltd., 6.13%, 10/31/26<sup>(c)</sup> | 200 | 194084 |
| Dianjian Haiyu Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, (Call 09/29/25)<sup>(a)(c)(e)</sup> | 400 | 381712 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, (Call 06/20/24)<sup>(a)(c)(e)</sup> | 200 | 197822 |
| Fluor Corp., 3.50%, 12/15/24 (Call 09/15/24) | 151 | 147205 |
| Henan Water Conservancy Investment Group Co. Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 09/18/25<sup>(c)</sup> | 400 | 363396 |
| Hongkong International Qingdao Co. Ltd., 4.00%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;10/08/24<sup>(c)</sup> | 200 | 187866 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Engineering & Construction (continued)** |  |  |
| HTA Group Ltd./Mauritius, 7.00%, 12/18/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/02/23)<sup>(c)</sup> | $200 | $188038 |
| IHS Holding Ltd., 5.63%, 11/29/26 (Call 11/29/23)<sup>(c)</sup> | 400 | 338512 |
| INNOVATE Corp., 8.50%, 02/01/26 (Call 02/01/23)<sup>(b)</sup> | 145 | 109250 |
| Lendlease U.S. Capital Inc., 4.50%, 05/26/26<sup>(c)</sup> | 250 | 235385 |
| Mexico City Airport Trust, 4.25%, 10/31/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/31/26)<sup>(c)</sup> | 400 | 388392 |
| Powerchina Roadbridge Group British Virgin Islands Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.08%, (Call 04/01/26)<sup>(a)(c)(e)</sup> | 200 | 187878 |
| Promontoria Holding 264 BV, 7.88%, 03/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/01/24)<sup>(b)</sup> | 185 | 174945 |
| Sepco Virgin Ltd., 3.55%, (Call 10/25/24)<sup>(a)(c)(e)</sup> | 200 | 194172 |
| Sydney Airport Finance Co. Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/30/25 (Call 01/30/25)<sup>(b)</sup> | 23 | 22022 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/28/26 (Call 01/28/26)<sup>(b)</sup> | 350 | 332143 |
| Tutor Perini Corp., 6.88%, 05/01/25 (Call 05/01/23)<sup>(b)</sup> | 230 | 204880 |
| Wuhan Metro Group Co. Ltd., 2.96%, 09/24/24<sup>(c)</sup> | 400 | 383696 |
| Xingcheng Bvi Ltd., 2.38%, 10/08/26<sup>(c)</sup> | 200 | 174968 |
| Yongda Investment Ltd., 2.25%, 06/16/25<sup>(c)</sup> | 400 | 372004 |
| Zhengzhou Urban Construction Investment Group Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Ltd., 5.20%, 08/30/25 | 200 | 193856 |
|  |  | 9637198 |
| **Entertainment — 0.3%** |  |  |
| Affinity Gaming, 6.88%, 12/15/27 (Call 12/01/23)<sup>(b)</sup> | 224 | 200402 |
| AMC Entertainment Holdings Inc., 10.00%, 06/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/15/23), (12.00% PIK)<sup>(b)(d)(f)</sup> | 605 | 304708 |
| Banijay Entertainment SASU, 5.38%, 03/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/01/23)<sup>(b)</sup> | 200 | 192942 |
| Caesars Entertainment Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 07/01/25 (Call 07/01/23)<sup>(b)</sup> | 1450 | 1444577 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.13%, 07/01/27 (Call 07/01/23)<sup>(b)(d)</sup> | 765 | 776475 |
| Caesars Resort Collection LLC/CRC Finco Inc., 5.75%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;07/01/25 (Call 07/01/23)<sup>(b)</sup> | 440 | 440264 |
| CCM Merger Inc., 6.38%, 05/01/26 (Call 11/01/23)<sup>(b)</sup> | 120 | 116076 |
| Cedar Fair LP/Canada's Wonderland Co./Magnum |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Management Corp./Millennium Op |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 04/15/27 (Call 04/15/23) | 235 | 227405 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/01/25 (Call 05/01/23)<sup>(b)</sup> | 440 | 436964 |
| Churchill Downs Inc., 5.50%, 04/01/27 (Call 04/01/23)<sup>(b)</sup> | 285 | 276613 |
| Cinemark USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 03/15/26 (Call 03/15/23)<sup>(b)</sup> | 170 | 152784 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.75%, 05/01/25 (Call 05/01/23)<sup>(b)(d)</sup> | 112 | 114635 |
| Empire Resorts Inc., 7.75%, 11/01/26 (Call 11/01/23)<sup>(b)</sup> | 130 | 106165 |
| Golden Entertainment Inc., 7.63%, 04/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/15/23)<sup>(b)</sup> | 171 | 172036 |
| International Game Technology PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/15/26 (Call 04/15/23)<sup>(b)</sup> | 295 | 280775 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 01/15/27 (Call 07/15/26)<sup>(b)</sup> | 335 | 336360 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/15/25 (Call 08/15/24)<sup>(b)</sup> | 325 | 328367 |
| Live Nation Entertainment Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/15/28 (Call 01/15/24)<sup>(b)</sup> | 91 | 81150 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/15/27 (Call 10/15/23)<sup>(b)</sup> | 405 | 374605 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/01/24 (Call 03/03/23)<sup>(b)</sup> | 255 | 248798 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 03/15/26 (Call 03/15/23)<sup>(b)</sup> | 140 | 135867 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 05/15/27 (Call 05/15/23)<sup>(b)</sup> | 520 | 522897 |
| Magallanes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.43%, 03/15/24<sup>(b)</sup> | 590 | 577657 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.64%, 03/15/25<sup>(b)</sup> | 887 | 855396 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.76%, 03/15/27 (Call 02/15/27)<sup>(b)</sup> | 1929 | 1807338 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.79%, 03/15/25 (Call 03/15/23)<sup>(b)</sup> | 252 | 243419 |
| Merlin Entertainments Ltd., 5.75%, 06/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/17/26)<sup>(b)</sup> | 180 | 171583 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Entertainment (continued)** |  |  |
| Mohegan Gaming & Entertainment |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 10/15/24 (Call 02/16/23)<sup>(b)</sup> | $220 | $219960 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 02/01/26 (Call 02/01/23)<sup>(b)</sup> | 494 | 468012 |
| Motion Bondco DAC, 6.63%, 11/15/27 (Call 11/15/23)<sup>(b)(d)</sup> | 175 | 158204 |
| Odeon Finco PLC, 12.75%, 11/01/27 (Call 11/01/24)<sup>(b)</sup> | 160 | 147486 |
| Penn Entertainment Inc., 5.63%, 01/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/15/24)<sup>(b)</sup> | 175 | 164460 |
| Raptor Acquisition Corp./Raptor Co-Issuer LLC, 4.88%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;11/01/26 (Call 11/01/23)<sup>(b)</sup> | 165 | 153473 |
| Scientific Games International Inc., 8.63%, 07/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/01/23)<sup>(b)</sup> | 260 | 266646 |
| SeaWorld Parks & Entertainment Inc., 8.75%, 05/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/01/23)<sup>(b)(d)</sup> | 120 | 123176 |
| Six Flags Entertainment Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 07/31/24 (Call 03/03/23)<sup>(b)</sup> | 398 | 389495 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/15/27 (Call 04/15/23)<sup>(b)(d)</sup> | 225 | 212362 |
| Six Flags Theme Parks Inc., 7.00%, 07/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/01/23)<sup>(b)</sup> | 167 | 169223 |
| Speedway Motorsports LLC/Speedway Funding II Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/01/27 (Call 11/01/23)<sup>(b)</sup> | 150 | 140835 |
| Universal Entertainment Corp., 8.50%, 12/11/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/11/23)<sup>(b)</sup> | 325 | 305058 |
| Vail Resorts Inc., 6.25%, 05/15/25 (Call 03/03/23)<sup>(b)</sup> | 280 | 281554 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 04/15/25 (Call 04/15/23)<sup>(b)</sup> | 257 | 257871 |
|  |  | 14384073 |
| **Environmental Control — 0.1%** |  |  |
| Clean Harbors Inc., 4.88%, 07/15/27 (Call 07/15/23)<sup>(b)</sup> | 250 | 241160 |
| FS Luxembourg Sarl, 10.00%, 12/15/25 (Call 12/15/23)<sup>(c)</sup> | 200 | 202210 |
| GFL Environmental Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 08/01/25 (Call 08/01/23)<sup>(b)</sup> | 330 | 313827 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/01/25 (Call 06/01/23)<sup>(b)</sup> | 230 | 222631 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 12/15/26 (Call 12/15/23)<sup>(b)</sup> | 205 | 199483 |
| Harsco Corp., 5.75%, 07/31/27 (Call 07/31/23)<sup>(b)</sup> | 210 | 177601 |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 11/15/25 (Call 10/15/25) | 310 | 279440 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/15/24 (Call 07/15/24) | 750 | 723697 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 07/01/26 (Call 04/01/26) | 15 | 14192 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/15/25 (Call 12/15/24) | 272 | 263318 |
| Stericycle Inc., 5.38%, 07/15/24 (Call 06/07/23)<sup>(b)</sup> | 275 | 272528 |
| Tervita Corp., 11.00%, 12/01/25 (Call 12/01/23)<sup>(b)</sup> | 125 | 135318 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/15/25 (Call 10/15/25) | 480 | 435475 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/01/25 (Call 12/01/24) | 405 | 392992 |
| Waste Pro USA Inc., 5.50%, 02/15/26 (Call 02/15/23)<sup>(b)</sup> | 215 | 199972 |
|  |  | 4073844 |
| **Food — 0.5%** |  |  |
| Albertsons Companies Inc./Safeway Inc./New |  |  |
| Albertsons LP/Albertsons LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/15/26 (Call 09/15/23)<sup>(b)</sup> | 320 | 295501 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 01/15/27 (Call 01/15/24)<sup>(b)</sup> | 580 | 550548 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 03/15/26 (Call 03/15/23)<sup>(b)</sup> | 276 | 283985 |
| Almarai Sukuk Ltd., 4.31%, 03/05/24<sup>(c)</sup> | 200 | 198134 |
| Alsea SAB de CV, 7.75%, 12/14/26 (Call 12/14/23)<sup>(c)(d)</sup> | 200 | 202906 |
| Aragvi Finance International SR, 8.45%, 04/29/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/29/24)<sup>(c)</sup> | 250 | 185345 |
| B&G Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/01/25 (Call 04/01/23) | 400 | 365120 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 09/15/27 (Call 03/01/23) | 230 | 185923 |
| Bestfoods, Series E, 7.25%, 12/15/26 | 50 | 55320 |
| Blossom Joy Ltd., 3.10%, (Call 07/21/25)<sup>(a)(c)(e)</sup> | 600 | 567132 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Food (continued)** |  |  |
| Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 03/19/25 (Call 12/19/24) | $232 | $224975 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 03/15/25 (Call 01/15/25) | 517 | 509317 |
| Cencosud SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 07/17/27 (Call 04/17/27)<sup>(c)</sup> | 400 | 386088 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 02/12/25 (Call 11/12/24)<sup>(c)</sup> | 200 | 200232 |
| China Mengniu Dairy Co. Ltd., 1.88%, 06/17/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/17/25)<sup>(c)</sup> | 600 | 553980 |
| China Modern Dairy Holdings Ltd., 2.13%, 07/14/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/14/26)<sup>(c)</sup> | 400 | 343992 |
| Chobani LLC/Chobani Finance Corp. Inc., 7.50%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;04/15/25 (Call 04/15/23)<sup>(b)</sup> | 225 | 220822 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 11/01/27 (Call 09/01/27) | 500 | 428010 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/01/24 (Call 04/01/24) | 728 | 720414 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 11/01/25 (Call 09/01/25) | 619 | 614729 |
| Danone SA, 2.95%, 11/02/26 (Call 08/02/26)<sup>(b)</sup> | 800 | 757328 |
| FAGE International SA/FAGE USA Dairy Industry Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 08/15/26 (Call 08/15/23)<sup>(b)</sup> | 20 | 18790 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 02/10/27 (Call 11/10/26) | 100 | 96810 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/17/25 (Call 02/17/25) | 655 | 645077 |
| Grupo Bimbo SAB de CV, 3.88%, 06/27/24<sup>(c)</sup> | 400 | 394308 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 06/01/25 (Call 05/01/25) | 392 | 361612 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 11/15/24 (Call 10/15/24) | 450 | 431478 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 08/15/26 (Call 05/15/26) | 25 | 23297 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 08/21/25 (Call 05/21/25) | 30 | 29091 |
| H-Food Holdings LLC/Hearthside Finance Co. Inc., 8.50%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;06/01/26 (Call 06/01/23)<sup>(b)</sup> | 155 | 106059 |
| JBS USA LUX SA/JBS USA Food Co./JBS USA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Finance Inc., 2.50%, 01/15/27 (Call 12/15/26)<sup>(b)</sup> | 415 | 370163 |
| JM Smucker Co. (The), 3.50%, 03/15/25 | 660 | 641612 |
| KeHE Distributors LLC/KeHE Finance Corp., 8.63%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;10/15/26 (Call 10/15/23)<sup>(b)</sup> | 70 | 70189 |
| Kellogg Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/01/26 | 240 | 231698 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 11/15/27 (Call 08/15/27) | 100 | 95647 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/26 (Call 03/01/26) | 1118 | 1064370 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/15/27 (Call 02/15/27) | 562 | 547405 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 10/15/26 (Call 07/15/26) | 335 | 313198 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/01/26 (Call 11/01/25) | 445 | 431405 |
| Mars Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/16/26 (Call 06/16/26)<sup>(b)</sup> | 140 | 123683 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 04/01/25 (Call 03/01/25)<sup>(b)</sup> | 509 | 488966 |
| McCormick & Co. Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 02/15/26 (Call 01/15/26) | 435 | 388368 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 08/15/24 (Call 06/15/24) | 334 | 325286 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 08/15/27 (Call 05/15/27) | 139 | 132307 |
| Mondelez International Holdings Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/24/24<sup>(b)</sup> | 705 | 658519 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 09/24/26 (Call 08/24/26)<sup>(b)</sup> | 465 | 410939 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/19/24 (Call 08/19/24)<sup>(b)</sup> | 290 | 278336 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/15/25<sup>(b)</sup> | 300 | 296784 |
| Mondelez International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 05/04/25 (Call 04/04/25) | 541 | 505808 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 03/17/27 (Call 01/17/27) | 7 | 6517 |
| NBM U.S. Holdings Inc., 7.00%, 05/14/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/02/23)<sup>(c)</sup> | 400 | 399464 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Food (continued)** |  |  |
| Nestle Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/15/26 (Call 12/15/25)<sup>(b)</sup> | $400 | $359176 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 01/14/27 (Call 12/14/26)<sup>(b)</sup> | 385 | 342226 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/24/25 (Call 07/24/25)<sup>(b)</sup> | 525 | 514915 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/12/25<sup>(b)</sup> | 900 | 891171 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/01/27 (Call 09/01/27)<sup>(b)</sup> | 465 | 464544 |
| Performance Food Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/15/27 (Call 10/15/23)<sup>(b)</sup> | 475 | 458399 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 05/01/25 (Call 05/01/23)<sup>(b)(d)</sup> | 125 | 125923 |
| Pilgrim's Pride Corp., 5.88%, 09/30/27 (Call 09/30/23)<sup>(b)</sup> | 47 | 46617 |
| Post Holdings Inc., 5.75%, 03/01/27 (Call 03/01/23)<sup>(b)</sup> | 200 | 197208 |
| Sigma Alimentos SA de CV, 4.13%, 05/02/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/02/26)<sup>(c)</sup> | 400 | 388604 |
| Sigma Holdco BV, 7.88%, 05/15/26 (Call 05/15/23)<sup>(b)</sup> | 215 | 165535 |
| Smithfield Foods Inc., 4.25%, 02/01/27 (Call 11/01/26)<sup>(b)</sup> | 407 | 380590 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 04/15/27) | 107 | 101167 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 07/15/26 (Call 04/15/26) | 597 | 573621 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 10/01/25 (Call 07/01/25) | 75 | 73165 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 06/02/27 (Call 03/02/27) | 255 | 244525 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 08/15/24 (Call 05/15/24) | 146 | 144181 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/26 (Call 01/01/26) | 902 | 887559 |
| U.S. Foods Inc., 6.25%, 04/15/25 (Call 04/15/23)<sup>(b)</sup> | 419 | 419545 |
| Ulker Biskuvi Sanayi AS, 6.95%, 10/30/25<sup>(c)</sup> | 200 | 178668 |
| Walmart Inc., 3.90%, 09/09/25 | 220 | 218970 |
| Yili Holding Investment Co., 1.63%, 11/19/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/19/25)<sup>(c)</sup> | 200 | 181170 |
|  |  | 25094466 |
| **Food Service — 0.0%** |  |  |
| Aramark Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/01/25 (Call 04/01/23)<sup>(b)</sup> | 240 | 236523 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 05/01/25 (Call 05/01/23)<sup>(b)</sup> | 685 | 684945 |
|  |  | 921468 |
| **Forest Products & Paper — 0.1%** |  |  |
| Celulosa Arauco y Constitucion SA, 3.88%, 11/02/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/02/27) | 200 | 188798 |
| Clearwater Paper Corp., 5.38%, 02/01/25<sup>(b)(d)</sup> | 156 | 152329 |
| Fibria Overseas Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/14/25 (Call 11/14/24) | 252 | 246363 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/17/27 | 338 | 340660 |
| Georgia-Pacific LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 05/15/24<sup>(b)</sup> | 728 | 690501 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 05/15/26 (Call 04/15/26)<sup>(b)</sup> | 40 | 35666 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/30/25 (Call 08/30/25)<sup>(b)</sup> | 454 | 420681 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 04/30/27 (Call 02/28/27)<sup>(b)</sup> | 160 | 146006 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 03/01/25 (Call 12/01/24)<sup>(b)</sup> | 642 | 628069 |
| Inversiones CMPC SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/04/27<sup>(c)</sup> | 200 | 195062 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/15/24 (Call 06/15/24)<sup>(c)</sup> | 200 | 198848 |
| Mercer International Inc., 5.50%, 01/15/26 (Call 03/03/23) | 146 | 140893 |
| Resolute Forest Products Inc., 4.88%, 03/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/01/23)<sup>(b)</sup> | 135 | 133805 |
| Suzano Austria GmbH, 5.75%, 07/14/26<sup>(c)</sup> | 200 | 202360 |
|  |  | 3720041 |
| **Gas — 0.2%** |  |  |
| AmeriGas Partners LP/AmeriGas Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/20/25 (Call 02/20/25) | 315 | 306520 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 05/20/24 (Call 03/20/24) | 274 | 269934 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 05/20/27 (Call 02/20/27) | 230 | 216761 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.88%, 08/20/26 (Call 05/20/26) | $280 | $270457 |
| APA Infrastructure Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/23/25 (Call 12/23/24)<sup>(b)</sup> | 775 | 756454 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/15/27 (Call 04/15/27)<sup>(b)</sup> | 70 | 67137 |
| Atmos Energy Corp., 3.00%, 06/15/27 (Call 03/15/27) | 5 | 4758 |
| Beijing Gas Singapore Capital Corp., 1.88%, 01/18/25<sup>(c)</sup> | 200 | 187588 |
| Boston Gas Co., 3.15%, 08/01/27 (Call 05/01/27)<sup>(b)</sup> | 10 | 9231 |
| Brooklyn Union Gas Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.41%, 03/10/26 (Call 12/10/25)<sup>(b)</sup> | 355 | 335166 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 08/05/27 (Call 07/05/27)<sup>(b)</sup> | 430 | 418760 |
| East Ohio Gas Co. (The), 1.30%, 06/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/15/25)<sup>(b)</sup> | 833 | 760804 |
| Eastern Energy Gas Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 12/15/24 (Call 09/15/24) | 424 | 414566 |
| &nbsp;&nbsp;&nbsp;Series A, 2.50%, 11/15/24 (Call 10/15/24) | 465 | 448223 |
| ENN Clean Energy International Investment Ltd., 3.38%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;05/12/26 (Call 05/12/24)<sup>(c)</sup> | 400 | 362120 |
| ENN Energy Holdings Ltd., 4.63%, 05/17/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/17/27)<sup>(c)</sup> | 400 | 393616 |
| KeySpan Gas East Corp., 2.74%, 08/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/15/26)<sup>(b)</sup> | 400 | 364108 |
| Korea Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 07/13/26<sup>(c)</sup> | 600 | 528978 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/21/25<sup>(c)</sup> | 200 | 193160 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/02/26<sup>(c)</sup> | 600 | 573846 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/25 (Call 04/15/25) | 505 | 504187 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/26 (Call 12/15/25) | 140 | 140599 |
| NiSource Inc., 0.95%, 08/15/25 (Call 07/15/25) | 982 | 895790 |
| ONE Gas Inc., 1.10%, 03/11/24 (Call 02/16/23) | 95 | 91083 |
| Perusahaan Gas Negara Tbk PT, 5.13%, 05/16/24<sup>(c)</sup> | 400 | 398340 |
| SGSP Australia Assets Pty Ltd., 3.25%, 07/29/26<sup>(c)</sup> | 200 | 187934 |
| Shaoxing City Investment Group Ltd., 2.50%, 08/19/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/19/26)<sup>(c)</sup> | 400 | 349292 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 04/15/27 (Call 03/15/27) | 1030 | 974792 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/15/24 (Call 06/15/24) | 190 | 185180 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/25 (Call 03/15/25) | 65 | 62704 |
| Series TT, 2.60%, 06/15/26 (Call 03/15/26) | 182 | 170840 |
| Southern Co. Gas Capital Corp., 3.25%, 06/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/15/26) | 345 | 328906 |
| Talent Yield International Ltd., 2.00%, 05/06/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/26/26)<sup>(c)</sup> | 200 | 182840 |
| Towngas Finance Ltd., 4.75%, (Call 02/12/24)<sup>(a)(c)(e)</sup> | 200 | 196634 |
|  |  | 11551308 |
| **Hand & Machine Tools — 0.0%** |  |  |
| Regal Rexnord Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.05%, 02/15/26 | 60 | 60901 |
| &nbsp;&nbsp;&nbsp;6.05%, 04/15/28 | 100 | 101382 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/24/25 (Call 02/24/23) | 245 | 233433 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/26 (Call 01/01/26) | 195 | 187711 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/60 (Call 03/15/25)<sup>(a)</sup> | 330 | 289743 |
| Werner FinCo LP/Werner FinCo Inc., 8.75%, 07/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/15/23)<sup>(b)(d)</sup> | 113 | 75933 |
|  |  | 949103 |
| **Health Care - Products — 0.2%** |  |  |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/25 (Call 12/15/24) | 848 | 823790 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/30/26 (Call 08/30/26) | 130 | 128349 |
| Alcon Finance Corp., 2.75%, 09/23/26 (Call 07/23/26)<sup>(b)</sup> | 230 | 214024 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Health Care - Products (continued)** |  |  |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.92%, 02/01/27 (Call 01/01/27) | $1247 | $1125517 |
| &nbsp;&nbsp;&nbsp;2.60%, 08/15/26 (Call 05/15/26) | 5 | 4659 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 06/01/25 (Call 05/01/25) | 394 | 370581 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/01/24 (Call 02/01/24) | 439 | 432529 |
| Danaher Corp., 3.35%, 09/15/25 (Call 06/15/25)<sup>(d)</sup> | 20 | 19444 |
| DH Europe Finance II Sarl, 2.20%, 11/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/15/24) | 729 | 699723 |
| GE Healthcare Holding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 11/15/24<sup>(b)</sup> | 430 | 433943 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 11/15/25 (Call 10/15/25)<sup>(b)</sup> | 740 | 752247 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 11/15/27 (Call 10/15/27)<sup>(b)</sup> | 550 | 569454 |
| Olympus Corp., 2.14%, 12/08/26 (Call 11/08/26)<sup>(b)</sup> | 50 | 45036 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 06/15/25 (Call 05/15/25) | 639 | 590193 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/24 (Call 02/15/24) | 416 | 408304 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/01/25 (Call 08/01/25) | 676 | 655145 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/26 (Call 12/15/25) | 297 | 288105 |
| Teleflex Inc., 4.63%, 11/15/27 (Call 11/15/23) | 225 | 214958 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.22%, 10/18/24 (Call 03/03/23) | 1255 | 1185272 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/21/27 (Call 10/21/27) | 694 | 712669 |
| Varex Imaging Corp., 7.88%, 10/15/27 (Call 10/15/23)<sup>(b)(d)</sup> | 110 | 109326 |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 11/22/24 (Call 03/03/23) | 130 | 122684 |
| &nbsp;&nbsp;&nbsp;3.05%, 01/15/26 (Call 12/15/25) | 477 | 454199 |
|  |  | 10360151 |
| **Health Care - Services — 0.7%** |  |  |
| Aetna Inc., 3.50%, 11/15/24 (Call 08/15/24) | 740 | 723239 |
| Air Methods Corp., 8.00%, 05/15/25 (Call 03/03/23)<sup>(b)</sup> | 225 | 10375 |
| Akumin Inc., 7.00%, 11/01/25 (Call 03/03/23)<sup>(b)</sup> | 200 | 155008 |
| Catalent Pharma Solutions Inc., 5.00%, 07/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/15/23)<sup>(b)</sup> | 220 | 208978 |
| Centene Corp., 4.25%, 12/15/27 (Call 12/15/23) | 490 | 470493 |
| CHS/Community Health Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 03/15/27 (Call 12/15/23)<sup>(b)</sup> | 820 | 725749 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 03/15/26 (Call 03/15/23)<sup>(b)</sup> | 900 | 873801 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 12/15/27 (Call 12/15/23)<sup>(b)</sup> | 247 | 233553 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 10/01/25 (Call 07/01/25) | 287 | 264964 |
| &nbsp;&nbsp;&nbsp;2.76%, 10/01/24 (Call 07/01/24) | 768 | 742564 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/15/26 (Call 02/15/26) | 942 | 858803 |
| &nbsp;&nbsp;&nbsp;2.38%, 01/15/25 (Call 12/15/24) | 923 | 882037 |
| &nbsp;&nbsp;&nbsp;3.35%, 12/01/24 (Call 10/01/24) | 438 | 427904 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/24 (Call 05/15/24) | 852 | 833844 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/08/26 | 750 | 750540 |
| &nbsp;&nbsp;&nbsp;5.35%, 10/15/25 (Call 09/15/25) | 445 | 452254 |
| Encompass Health Corp., 5.75%, 09/15/25 (Call 09/15/23) | 138 | 137389 |
| Envision Healthcare Corp., 8.75%, 10/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/23)<sup>(b)</sup> | 400 | 106164 |
| Fresenius Medical Care U.S. Finance II Inc., 4.75%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;10/15/24 (Call 07/17/24)<sup>(b)(d)</sup> | 195 | 192272 |
| Fresenius Medical Care U.S. Finance III Inc., 1.88%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;12/01/26 (Call 11/01/26)<sup>(b)</sup> | 100 | 86930 |
| Global Medical Response Inc., 6.50%, 10/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/01/23)<sup>(b)</sup> | 260 | 183113 |
| Hadrian Merger Sub Inc., 8.50%, 05/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/01/23)<sup>(b)</sup> | 135 | 113114 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/15/27 (Call 02/15/27)<sup>(b)</sup> | $562 | $522385 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/27 (Call 08/15/26) | 230 | 226134 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/24 | 931 | 928821 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/15/25 | 758 | 758826 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/26 (Call 12/15/25) | 736 | 737303 |
| &nbsp;&nbsp;&nbsp;5.38%, 02/01/25 | 1310 | 1315070 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/01/26 (Call 03/01/26) | 683 | 686961 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/26 (Call 08/15/25) | 809 | 822308 |
| Health Care Service Corp. A Mutual Legal Reserve Co., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/01/25 (Call 05/01/25)<sup>(b)</sup> | 272 | 251556 |
| Highmark Inc., 1.45%, 05/10/26 (Call 04/10/26)<sup>(b)</sup> | 586 | 525337 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 02/03/27 (Call 01/03/27) | 752 | 662790 |
| &nbsp;&nbsp;&nbsp;3.85%, 10/01/24 (Call 07/01/24) | 218 | 214734 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/27 (Call 12/15/26) | 20 | 19537 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/25 (Call 03/01/25) | 519 | 516701 |
| IQVIA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/15/26 (Call 10/15/23)<sup>(b)</sup> | 475 | 462982 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/15/27 (Call 05/15/23)<sup>(b)</sup> | 425 | 413181 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 06/01/26 (Call 05/01/26) | 462 | 415874 |
| &nbsp;&nbsp;&nbsp;2.30%, 12/01/24 (Call 11/01/24) | 205 | 195404 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/01/24 (Call 07/01/24) | 356 | 347207 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/01/25 (Call 11/01/24) | 636 | 619648 |
| Legacy LifePoint Health LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/15/27 (Call 03/03/23)<sup>(b)</sup> | 260 | 227305 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 04/15/25 (Call 04/15/23)<sup>(b)</sup> | 255 | 248520 |
| ModivCare Inc., 5.88%, 11/15/25 (Call 11/15/23)<sup>(b)</sup> | 230 | 222578 |
| PeaceHealth Obligated Group, Series 2020, 1.38%, |  |  |
| &nbsp;&nbsp;&nbsp;11/15/25 (Call 08/15/25) | 385 | 349757 |
| Prime Healthcare Services Inc., 7.25%, 11/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/01/23)<sup>(b)</sup> | 375 | 331721 |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/26 (Call 03/01/26) | 250 | 240773 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/30/25 (Call 12/30/24) | 365 | 354714 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/24 (Call 01/01/24) | 65 | 64496 |
| Quorum Health Corp., 11.63%, 04/15/23<sup>(h)</sup> | 100 |  |
| RegionalCare Hospital Partners Holdings Inc./LifePoint |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Inc., 9.75%, 12/01/26 (Call 12/01/23)<sup>(b)</sup> | 555 | 486141 |
| Roche Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.99%, 03/05/26 (Call 02/05/26)<sup>(b)</sup> | 250 | 225718 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 03/08/24<sup>(b)</sup> | 1000 | 969850 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/10/25 (Call 02/10/25)<sup>(b)</sup> | 920 | 878416 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.31%, 03/10/27 (Call 02/10/27)<sup>(b)</sup> | 780 | 725291 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 05/15/26 (Call 02/15/26)<sup>(b)</sup> | 200 | 189466 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/10/25 (Call 08/10/25)<sup>(b)</sup> | 50 | 48273 |
| RP Escrow Issuer LLC, 5.25%, 12/15/25 (Call 12/15/23)<sup>(b)</sup> | 340 | 277375 |
| Select Medical Corp., 6.25%, 08/15/26 (Call 08/15/23)<sup>(b)</sup> | 535 | 522465 |
| Surgery Center Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 07/01/25 (Call 03/03/23)<sup>(b)(d)</sup> | 78 | 77513 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.00%, 04/15/27 (Call 04/15/23)<sup>(b)(d)</sup> | 145 | 148673 |
| Sutter Health, Series 20A, 1.32%, 08/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/15/25) | 222 | 203110 |
| Team Health Holdings Inc., 6.38%, 02/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/16/23)<sup>(b)(d)</sup> | 305 | 203472 |
| Tenet Healthcare Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/24 (Call 03/03/23) | 320 | 315648 |
| &nbsp;&nbsp;&nbsp;4.63%, 09/01/24 | 257 | 253335 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/01/26 (Call 03/01/23) | 885 | 861786 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/01/27 | 655 | 630516 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 02/01/27 | $650 | $635375 |
| U.S. Acute Care Solutions LLC, 6.38%, 03/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/01/23)<sup>(b)</sup> | 325 | 294333 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 05/15/27 (Call 04/15/27) | 570 | 560703 |
| &nbsp;&nbsp;&nbsp;0.55%, 05/15/24 (Call 02/13/23) | 270 | 256314 |
| &nbsp;&nbsp;&nbsp;1.15%, 05/15/26 (Call 04/15/26) | 1067 | 966670 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/15/26 | 223 | 205535 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/15/24 | 645 | 623902 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/15/26 | 157 | 151871 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/27 | 40 | 38716 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/15/27 | 98 | 95442 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/25 | 1241 | 1223998 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/15/24 | 800 | 807984 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/15/25 | 510 | 520220 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/15/28 (Call 01/15/28) | 370 | 385403 |
| Universal Health Services Inc., 1.65%, 09/01/26 | 390 | 343403 |
| UPMC, Series D-1, 3.60%, 04/03/25 | 75 | 72442 |
| US Renal Care Inc., 10.63%, 07/15/27 (Call 07/15/23)<sup>(b)</sup> | 220 | 72046 |
|  |  | 36387116 |
| **Holding Companies - Diversified — 0.6%** |  |  |
| Alfa SAB de CV, 5.25%, 03/25/24 (Call 12/25/23)<sup>(c)</sup> | 200 | 198940 |
| Amipeace Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/22/25<sup>(c)</sup> | 200 | 182716 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/09/26<sup>(c)</sup> | 200 | 181162 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/05/24<sup>(c)</sup> | 800 | 768344 |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 07/15/26 (Call 06/15/26) | 392 | 342882 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/27 (Call 05/15/27) | 35 | 31062 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/25 (Call 06/15/25) | 661 | 622285 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/15/26 (Call 12/15/25) | 630 | 593359 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/10/24 (Call 05/10/24) | 542 | 532981 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/25 (Call 01/01/25) | 454 | 439404 |
| Bain Capital Specialty Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 10/13/26 (Call 09/13/26) | 220 | 192707 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/10/26 (Call 02/10/26) | 187 | 169297 |
| Barings BDC Inc., 3.30%, 11/23/26 (Call 10/23/26) | 210 | 185644 |
| Beijing State-Owned Assets Management Hong Kong Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Ltd., 4.13%, 05/26/25<sup>(c)</sup> | 300 | 291753 |
| Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 09/15/24 | 425 | 396797 |
| &nbsp;&nbsp;&nbsp;2.63%, 12/15/26 (Call 11/15/26) | 577 | 496347 |
| &nbsp;&nbsp;&nbsp;2.70%, 01/15/25 (Call 11/15/24) | 407 | 380842 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/15/27 (Call 02/15/27) | 484 | 424047 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/24/25<sup>(d)</sup> | 457 | 443651 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.05%, 09/29/25<sup>(b)</sup> | 220 | 223126 |
| Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 02/15/27 (Call 01/15/27) | 390 | 331426 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/16/26 (Call 08/16/26) | 370 | 328268 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/15/26 (Call 12/15/25) | 560 | 522491 |
| Bright Galaxy International Ltd., 3.25%, 07/15/26<sup>(c)</sup> | 200 | 171904 |
| Ccthk 2021 Ltd., 2.75%, 01/19/27<sup>(c)</sup> | 200 | 183714 |
| CITIC Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 02/25/25<sup>(c)</sup> | 400 | 379248 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 02/17/27 (Call 01/17/27)<sup>(c)</sup> | 200 | 187422 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 06/14/26<sup>(c)</sup> | 200 | 192878 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/28/27<sup>(c)</sup> | 400 | 389440 |
| CK Hutchison International 19 Ltd., 3.25%, 04/11/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/11/24)<sup>(b)</sup> | 770 | 755131 |
| CK Hutchison International 21 Ltd., 1.50%, 04/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/15/26)<sup>(b)</sup> | 460 | 416737 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Holding Companies - Diversified (continued)** |  |  |
| FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/12/24 | $368 | $341250 |
| &nbsp;&nbsp;&nbsp;2.63%, 01/15/27 (Call 12/15/26) | 15 | 12966 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 06/15/27) | 450 | 393224 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/15/26 (Call 12/15/25) | 472 | 431314 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/01/25 (Call 01/01/25)<sup>(d)</sup> | 80 | 76981 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/14/25 (Call 01/14/25)<sup>(b)</sup> | 140 | 132468 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/24 (Call 06/15/24) | 366 | 359694 |
| Fund of National Welfare Samruk-Kazyna JSC, 2.00%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;10/28/26 (Call 07/28/26)<sup>(c)</sup> | 200 | 176320 |
| Gaci First Investment Co., 5.00%, 10/13/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 09/13/27)<sup>(c)</sup> | 600 | 610824 |
| Goldman Sachs BDC Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 01/15/26 (Call 12/15/25) | 350 | 328069 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/10/25 (Call 01/10/25)<sup>(d)</sup> | 201 | 195294 |
| Golub Capital BDC Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 02/15/27 (Call 01/15/27) | 280 | 237894 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/24/26 (Call 07/24/26) | 325 | 285165 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/24 (Call 03/15/24) | 65 | 63041 |
| Grupo de Inversiones Suramericana SA, 5.50%, 04/29/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/29/26)<sup>(c)</sup> | 200 | 194580 |
| Guohui International Bvi Co. Ltd., 3.15%, 08/27/25<sup>(c)</sup> | 600 | 548292 |
| Huarong Finance 2017 Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/07/27<sup>(c)</sup> | 200 | 176264 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/27/27<sup>(c)</sup> | 400 | 364548 |
| Huarong Finance 2019 Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/13/24 (Call 10/13/24)<sup>(c)</sup> | 400 | 375596 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/29/24<sup>(c)</sup> | 400 | 383964 |
| Huarong Finance II Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/03/26<sup>(c)</sup> | 400 | 370272 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/22/26<sup>(c)</sup> | 400 | 369612 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/19/25<sup>(c)</sup> | 400 | 378420 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/16/25<sup>(c)</sup> | 800 | 776624 |
| Huatong International Investment Holdings Co. Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.98%, 03/04/24<sup>(c)</sup> | 400 | 381300 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/24 (Call 06/15/24) | 460 | 449022 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/15/27 (Call 11/15/26) | 613 | 573337 |
| &nbsp;&nbsp;&nbsp;6.25%, 05/15/26 (Call 05/15/23) | 545 | 537860 |
| &nbsp;&nbsp;&nbsp;6.38%, 12/15/25 (Call 03/03/23) | 325 | 322199 |
| ICD Funding Ltd., 3.22%, 04/28/26 (Call 03/28/26)<sup>(c)</sup> | 400 | 376056 |
| KOC Holding AS, 6.50%, 03/11/25 (Call 12/11/24)<sup>(c)</sup> | 400 | 395072 |
| Main Street Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 07/14/26 (Call 06/14/26) | 447 | 393834 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/01/24 | 245 | 243787 |
| MDGH GMTN RSC Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/07/24 (Call 10/07/24)<sup>(c)</sup> | 600 | 576624 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/21/26 (Call 04/21/26)<sup>(c)</sup> | 400 | 374796 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/19/24<sup>(c)</sup> | 200 | 195236 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/28/27 (Call 02/28/27)<sup>(c)</sup> | 200 | 188168 |
| Morgan Stanley Direct Lending Fund, 4.50%, 02/11/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/11/27) | 90 | 86191 |
| Mumtalakat Sukuk Holding Co., 5.63%, 02/27/24<sup>(c)</sup> | 400 | 398836 |
| Oaktree Specialty Lending Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 01/15/27 (Call 12/15/26) | 5 | 4447 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/25/25 (Call 01/25/25) | 365 | 352189 |
| Owl Rock Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 01/15/27 (Call 12/15/26) | 115 | 98907 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/15/26 (Call 06/15/26) | 260 | 235235 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/22/25 (Call 06/22/25) | 397 | 374307 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/30/25 (Call 02/28/25) | 392 | 377190 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Holding Companies - Diversified (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/26 (Call 12/15/25) | $379 | $356787 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/15/24 (Call 03/15/24) | 149 | 148423 |
| Owl Rock Capital Corp. III, 3.13%, 04/13/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/13/27) | 5 | 4263 |
| OWL Rock Core Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 09/23/26 (Call 08/23/26) | 45 | 39349 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/08/27 (Call 01/08/27) | 200 | 182280 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 09/16/27 (Call 08/16/27)<sup>(b)</sup> | 210 | 211502 |
| Owl Rock Technology Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/27 (Call 12/15/26) | 350 | 288974 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/17/26 (Call 05/17/26)<sup>(b)</sup> | 45 | 39862 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 12/15/25 (Call 11/15/25)<sup>(b)</sup> | 163 | 149887 |
| Prospect Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.36%, 11/15/26 (Call 10/15/26) | 50 | 43769 |
| &nbsp;&nbsp;&nbsp;3.71%, 01/22/26 (Call 12/22/25) | 180 | 164446 |
| Rongshi International Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/05/25 (Call 10/05/25)<sup>(c)</sup> | 400 | 364544 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/21/24<sup>(c)</sup> | 200 | 196046 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/04/27<sup>(c)</sup> | 200 | 194500 |
| Senaat Sukuk Ltd., 4.76%, 12/05/25<sup>(c)</sup> | 200 | 198114 |
| SFG International Holdings Co. Ltd., 2.40%, 06/03/26<sup>(c)</sup> | 400 | 350616 |
| Sixth Street Specialty Lending Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/26 (Call 07/01/26) | 20 | 17896 |
| &nbsp;&nbsp;&nbsp;3.88%, 11/01/24 (Call 10/01/24) | 300 | 291552 |
| Stena AB, 7.00%, 02/01/24<sup>(b)</sup> | 150 | 149964 |
| Stena International SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 03/01/24<sup>(b)</sup> | 100 | 98997 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 02/01/25 (Call 02/01/23)<sup>(b)</sup> | 160 | 151582 |
| Swire Pacific MTN Financing Ltd., 3.88%, 09/21/25<sup>(c)</sup> | 200 | 194378 |
| Xi Yang Overseas Ltd., 4.30%, 06/05/24<sup>(c)</sup> | 400 | 389488 |
| Yieldking Investment Ltd., 2.80%, 08/18/26<sup>(c)</sup> | 200 | 175634 |
| Zhongyuan Sincere Investment Co. Ltd., 4.25%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;06/28/24<sup>(c)</sup> | 600 | 584970 |
|  |  | 30461097 |
| **Home Builders — 0.1%** |  |  |
| Adams Homes Inc., 7.50%, 02/15/25 (Call 02/15/23)<sup>(b)(d)</sup> | 100 | 86274 |
| Beazer Homes USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.88%, 10/15/27 (Call 10/15/23) | 155 | 139866 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 03/15/25 (Call 03/15/23)<sup>(d)</sup> | 100 | 98054 |
| Brookfield Residential Properties Inc./Brookfield |  |  |
| Residential U.S. LLC, 6.25%, 09/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 09/15/23)<sup>(b)</sup> | 260 | 231678 |
| Century Communities Inc., 6.75%, 06/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 06/01/23) | 220 | 217761 |
| DR Horton Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 10/15/26 (Call 09/15/26) | 525 | 462483 |
| &nbsp;&nbsp;&nbsp;1.40%, 10/15/27 (Call 08/15/27) | 90 | 76875 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/15/24 (Call 09/15/24) | 457 | 439844 |
| Empire Communities Corp., 7.00%, 12/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/15/23)<sup>(b)</sup> | 205 | 185525 |
| Forestar Group Inc., 3.85%, 05/15/26 (Call 05/15/23)<sup>(b)</sup> | 190 | 170310 |
| K Hovnanian Enterprises Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 02/15/26 (Call 02/15/23)<sup>(b)</sup> | 99 | 96246 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.50%, 02/15/26 (Call 02/15/23)<sup>(b)(d)</sup> | 135 | 134495 |
| &nbsp;&nbsp;&nbsp;KB Home, 6.88%, 06/15/27 (Call 12/15/26) | 130 | 132909 |
| Lennar Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 04/30/24 (Call 01/30/24) | 333 | 331149 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/30/25 (Call 02/28/25) | 435 | 430228 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/29/27 (Call 05/29/27) | 688 | 678630 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/27 (Call 12/15/26) | 20 | 19976 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/26 (Call 12/01/25) | 100 | 101180 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Home Builders (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.88%, 11/15/24 (Call 05/15/24) | $405 | $409269 |
| Mattamy Group Corp., 5.25%, 12/15/27 (Call 12/15/23)<sup>(b)</sup> | 210 | 192125 |
| Meritage Homes Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 06/06/27 (Call 12/06/26) | 130 | 125291 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/01/25 (Call 03/01/25) | 195 | 195901 |
| New Home Co. Inc. (The), 7.25%, 10/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/23)<sup>(b)(d)</sup> | 125 | 108841 |
| PulteGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/27 (Call 10/15/26) | 65 | 65321 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/26 (Call 12/01/25) | 225 | 227446 |
| STL Holding Co. LLC, 7.50%, 02/15/26 (Call 02/15/23)<sup>(b)</sup> | 110 | 96528 |
| Taylor Morrison Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/15/28 (Call 10/15/27)<sup>(b)</sup> | 200 | 194080 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/15/27 (Call 03/15/27)<sup>(b)</sup> | 225 | 221319 |
| Taylor Morrison Communities Inc./Taylor Morrison |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Holdings II Inc., 5.63%, 03/01/24 (Call 12/01/23)<sup>(b)</sup> | 146 | 145439 |
| Toll Brothers Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/15/25 (Call 08/15/25)<sup>(d)</sup> | 191 | 187893 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/27 (Call 12/15/26) | 354 | 345200 |
| TRI Pointe Group Inc./TRI Pointe Homes Inc., 5.88%, |  |  |
| &nbsp;&nbsp;&nbsp;06/15/24 | 185 | 184600 |
| Tri Pointe Homes Inc., 5.25%, 06/01/27 (Call 12/01/26) | 130 | 122353 |
|  |  | 6855089 |
| **Home Furnishings — 0.0%** |  |  |
| Harman International Industries Inc., 4.15%, 05/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/15/25) | 57 | 56092 |
| Leggett & Platt Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/27 (Call 08/15/27) | 200 | 187628 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/24 (Call 08/15/24) | 24 | 23448 |
| Panasonic Holdings Corp., 2.68%, 07/19/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/19/24)<sup>(b)</sup> | 360 | 346475 |
| TCL Technology Investment, 1.88%, 07/14/25<sup>(c)</sup> | 212 | 193783 |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 05/01/25 | 127 | 124096 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/24 | 147 | 145412 |
|  |  | 1076934 |
| **Household Products & Wares — 0.0%** |  |  |
| Avery Dennison Corp., 0.85%, 08/15/24 (Call 03/03/23) | 50 | 47118 |
| Clorox Co. (The), 3.10%, 10/01/27 (Call 07/01/27) | 50 | 47190 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 09/15/27 (Call 07/15/27) | 80 | 69836 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/15/25 | 32 | 30979 |
| Kronos Acquisition Holdings Inc./KIK Custom |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Products Inc., 5.00%, 12/31/26 (Call 06/30/23)<sup>(b)</sup> | 205 | 186027 |
| Reckitt Benckiser Treasury Services PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/26/24 (Call 04/26/24)<sup>(b)</sup> | 434 | 421414 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/26/27 (Call 03/26/27)<sup>(b)</sup> | 900 | 850383 |
| Spectrum Brands Inc., 5.75%, 07/15/25 (Call 07/15/23) | 192 | 190554 |
|  |  | 1843501 |
| **Housewares — 0.1%** |  |  |
| American Greetings Corp., 8.75%, 04/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/15/23)<sup>(b)</sup> | 100 | 98997 |
| CD&R Smokey Buyer Inc., 6.75%, 07/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/15/23)<sup>(b)</sup> | 305 | 276718 |
| Newell Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/01/24 (Call 09/01/24)<sup>(d)</sup> | 85 | 82602 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/01/26 (Call 01/01/26) | 830 | 788425 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/01/25 (Call 05/01/25) | 210 | 205193 |
| &nbsp;&nbsp;&nbsp;6.38%, 09/15/27 (Call 06/15/27) | 230 | 231242 |
| Scotts Miracle-Gro Co. (The), 5.25%, 12/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/15/23)<sup>(d)</sup> | 105 | 103406 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Housewares (continued)** |  |  |
| Turkiye Sise ve Cam Fabrikalari AS, 6.95%, 03/14/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/14/25)<sup>(c)</sup> | $400 | $388732 |
|  |  | 2175315 |
| **Insurance — 1.4%** |  |  |
| Acrisure LLC/Acrisure Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 11/15/25 (Call 03/03/23)<sup>(b)</sup> | 410 | 390451 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.13%, 08/01/26 (Call 08/01/23)<sup>(b)</sup> | 180 | 180846 |
| Aflac Inc., 1.13%, 03/15/26 (Call 02/15/26) | 80 | 72178 |
| AIA Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, (Call 04/07/26)<sup>(a)(c)(e)</sup> | 400 | 363708 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/11/25 (Call 12/11/24)<sup>(b)</sup> | 225 | 217706 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 10/25/27 (Call 09/25/27)<sup>(b)</sup> | 775 | 806511 |
| AIG Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.65%, 06/17/24<sup>(b)</sup> | 335 | 316133 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 09/22/25<sup>(b)</sup> | 490 | 442205 |
| Alliant Holdings Intermediate LLC/Alliant Holdings |  |  |
| &nbsp;&nbsp;&nbsp;Co-Issuer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/15/27 (Call 10/15/23)<sup>(b)</sup> | 325 | 298041 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 10/15/27 (Call 10/15/23)<sup>(b)</sup> | 570 | 533765 |
| Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 07/29/25) | 310 | 299497 |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 12/15/25 (Call 11/15/25) | 410 | 368734 |
| &nbsp;&nbsp;&nbsp;3.28%, 12/15/26 (Call 09/15/26) | 25 | 24127 |
| American Equity Investment Life Holding Co., 5.00%, |  |  |
| &nbsp;&nbsp;&nbsp;06/15/27 (Call 03/15/27) | 41 | 40717 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 06/30/25 (Call 05/30/25) | 946 | 900526 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/26 (Call 01/01/26) | 400 | 391848 |
| Aon Corp./Aon Global Holdings PLC, 2.85%, 05/28/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/28/27) | 375 | 351525 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/14/24 (Call 03/01/24) | 737 | 723550 |
| &nbsp;&nbsp;&nbsp;3.88%, 12/15/25 (Call 09/15/25) | 710 | 695594 |
| Argentum Netherlands BV for Swiss Re Ltd., 5.75%, |  |  |
| &nbsp;&nbsp;&nbsp;08/15/50 (Call 08/15/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.593%)<sup>(a)(c)</sup> | 400 | 392644 |
| Assured Guaranty U.S. Holdings Inc., 5.00%, 07/01/24 | 365 | 365712 |
| AssuredPartners Inc., 7.00%, 08/15/25 (Call 03/03/23)<sup>(b)</sup> | 230 | 226964 |
| Athene Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.91%, 08/19/24<sup>(b)</sup> | 475 | 441299 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/16/24<sup>(b)</sup> | 470 | 443337 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/08/26<sup>(b)</sup> | 320 | 284947 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.61%, 06/29/26<sup>(b)</sup> | 430 | 376280 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.72%, 01/07/25<sup>(b)</sup> | 500 | 466335 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 10/02/26<sup>(b)</sup> | 605 | 528129 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/14/25<sup>(b)</sup> | 513 | 484631 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 06/29/25<sup>(b)</sup> | 245 | 226510 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/25/24<sup>(b)</sup> | 433 | 415299 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 11/12/26<sup>(b)</sup> | 40 | 36482 |
| Berkshire Hathaway Finance Corp., 2.30%, 03/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/15/27)<sup>(d)</sup> | 2225 | 2095416 |
| Berkshire Hathaway Inc., 3.13%, 03/15/26 (Call 12/15/25) | 1004 | 975386 |
| Brighthouse Financial Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 05/24/26<sup>(b)</sup> | 344 | 307467 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/13/25<sup>(b)</sup> | 355 | 329841 |
| Brown & Brown Inc., 4.20%, 09/15/24 (Call 06/15/24) | 386 | 382746 |
| Chubb INA Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 03/15/25 | 90 | 87439 |
| &nbsp;&nbsp;&nbsp;3.35%, 05/03/26 (Call 02/03/26) | 320 | 310390 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| Cloverie PLC for Swiss Reinsurance Co. Ltd., 4.50%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;09/11/44 (Call 09/11/24)<sup>(a)(c)</sup> | $450 | $435920 |
| Cloverie PLC for Zurich Insurance Co. Ltd., 5.63%, |  |  |
| &nbsp;&nbsp;&nbsp;06/24/46 (Call 06/24/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 4.918%)<sup>(a)(c)</sup> | 200 | 199376 |
| CNA Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 08/15/27 (Call 05/10/27) | 30 | 28463 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/24 (Call 02/15/24) | 467 | 460742 |
| CNO Financial Group Inc., 5.25%, 05/30/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/28/25) | 387 | 387128 |
| CNO Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 01/06/25<sup>(b)</sup> | 400 | 373208 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/07/26<sup>(b)</sup> | 435 | 390704 |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/04/25 (Call 03/04/25)<sup>(b)</sup> | 592 | 572340 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 04/05/27 (Call 03/05/27)<sup>(b)</sup> | 900 | 860139 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 12/15/52 (Call 09/15/27)<sup>(a)(b)</sup> | 300 | 296445 |
| Dai-Ichi Life Insurance Co. Ltd. (The), 4.00%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/24/26)<sup>(a)(b)(e)</sup> | 200 | 191320 |
| Enstar Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/42 (Call 01/15/27)<sup>(a)</sup> | 225 | 185564 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 09/01/40 (Call 09/01/25)<sup>(a)</sup> | 141 | 127037 |
| Equitable Financial Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 08/12/24<sup>(b)</sup> | 490 | 459767 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/09/26<sup>(b)</sup> | 20 | 17898 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 11/12/24<sup>(b)</sup> | 550 | 515487 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 07/12/26<sup>(b)</sup> | 495 | 438610 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 07/07/25<sup>(b)</sup> | 615 | 564441 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 11/12/26<sup>(b)</sup> | 495 | 440703 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/02/25<sup>(b)</sup> | 850 | 858134 |
| F&G Annuities & Life Inc., 7.40%, 01/13/28 | 100 | 102550 |
| F&G Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 09/20/24<sup>(b)</sup> | 545 | 505226 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 06/30/26<sup>(b)</sup> | 565 | 510743 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 04/11/27<sup>(b)</sup> | 395 | 353225 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 07/07/25<sup>(b)</sup> | 35 | 34487 |
| Fidelity & Guaranty Life Holdings Inc., 5.50%, 05/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/01/25)<sup>(b)</sup> | 295 | 294501 |
| First American Financial Corp., 4.60%, 11/15/24 | 35 | 34822 |
| FWD Ltd., 5.00%, 09/24/24<sup>(c)</sup> | 200 | 195614 |
| GA Global Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 09/13/24<sup>(b)</sup> | 150 | 138660 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/08/24<sup>(b)</sup> | 685 | 646941 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/15/26<sup>(b)</sup> | 625 | 564494 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 01/06/27<sup>(b)</sup> | 475 | 426963 |
| Global Atlantic Fin Co., 4.70%, 10/15/51 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/15/26)<sup>(a)(b)</sup> | 325 | 281148 |
| Great-West Lifeco U.S. Finance 2020 LP, 0.90%, 08/12/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/12/25)<sup>(b)</sup> | 526 | 473105 |
| GTCR AP Finance Inc., 8.00%, 05/15/27 (Call 05/15/23)<sup>(b)</sup> | 205 | 201298 |
| Guardian Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 12/10/25<sup>(b)</sup> | 370 | 330895 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 06/23/25<sup>(b)</sup> | 427 | 390854 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 05/06/24<sup>(b)</sup> | 255 | 248967 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/29/27<sup>(b)</sup> | 400 | 382184 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 10/28/27<sup>(b)</sup> | 725 | 755015 |
| Guoren Property & Casualty Insurance Co Ltd., 3.35%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;06/01/26 (Call 03/01/26)<sup>(c)</sup> | 200 | 175160 |
| Hanwha Life Insurance Co. Ltd., 3.38%, 02/04/32 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/04/27)<sup>(a)(c)</sup> | 400 | 351952 |
| Hub International Ltd., 7.00%, 05/01/26 (Call 05/01/23)<sup>(b)</sup> | 740 | 736115 |
| Jackson Financial Inc., 5.17%, 06/08/27 (Call 05/08/27) | 50 | 50656 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| Jackson National Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 06/21/24<sup>(b)</sup> | $592 | $569439 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 06/11/25<sup>(b)</sup> | 535 | 517505 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/09/26<sup>(b)</sup> | 550 | 557480 |
| Liberty Mutual Group Inc., 4.13%, 12/15/51 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/15/26)<sup>(a)(b)</sup> | 210 | 179525 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 03/09/25 | 196 | 190496 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/12/26 (Call 09/15/26) | 40 | 38474 |
| Loews Corp., 3.75%, 04/01/26 (Call 01/01/26) | 214 | 209316 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 02/24/32 (Call 02/24/27)<sup>(a)</sup> | 92 | 85382 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/04/26 | 898 | 888032 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/03/24 (Call 03/03/24) | 619 | 609876 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/10/25 (Call 12/10/24) | 428 | 418533 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/24 (Call 02/15/24) | 842 | 833201 |
| MassMutual Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 04/12/24<sup>(b)</sup> | 539 | 512158 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 07/16/26<sup>(b)</sup> | 60 | 53699 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/22/24<sup>(b)</sup> | 350 | 340221 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 03/21/25<sup>(b)</sup> | 425 | 407762 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 01/11/25<sup>(b)</sup> | 500 | 483875 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 08/26/25<sup>(b)</sup> | 228 | 224981 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 12/07/27<sup>(b)</sup> | 500 | 510665 |
| Mercury General Corp., 4.40%, 03/15/27 (Call 12/15/26) | 30 | 28960 |
| Met Tower Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 09/14/26<sup>(b)</sup> | 635 | 562229 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 06/13/25<sup>(b)</sup> | 880 | 857296 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/25 | 410 | 397495 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/10/24 | 393 | 388626 |
| Metropolitan Life Global Funding I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 09/27/24<sup>(b)</sup> | 490 | 456793 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 07/02/25<sup>(b)</sup> | 520 | 476549 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 03/21/25<sup>(b)</sup> | 330 | 317265 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 08/25/25<sup>(b)</sup> | 150 | 147719 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 06/30/27<sup>(b)</sup> | 705 | 697647 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/06/26 | 800 | 810768 |
| &nbsp;&nbsp;&nbsp;5.05%, 01/06/28 | 800 | 815528 |
| Muang Thai Life Assurance PCL, 3.55%, 01/27/37 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/27/26)<sup>(a)(c)</sup> | 200 | 177624 |
| Mutual of Omaha Insurance Co., 4.30%, 07/15/54 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/15/24)<sup>(a)(b)</sup> | 200 | 192462 |
| New York Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 08/27/24<sup>(b)</sup> | 460 | 430799 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 01/15/26<sup>(b)</sup> | 105 | 94605 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 06/24/25<sup>(b)</sup> | 248 | 227032 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 06/09/26<sup>(b)</sup> | 505 | 452323 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/14/25<sup>(b)</sup> | 425 | 399674 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/22/25<sup>(b)</sup> | 480 | 455208 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/10/24<sup>(b)</sup> | 539 | 527234 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 06/06/24<sup>(b)</sup> | 515 | 504283 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/07/27<sup>(b)</sup> | 450 | 431123 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 08/05/25<sup>(b)</sup> | 657 | 639747 |
| &nbsp;&nbsp;&nbsp;4.85%, 01/09/28 | 400 | 407288 |
| Nippon Life Insurance Co., 5.10%, 10/16/44 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/16/24)<sup>(a)(b)</sup> | 1405 | 1391161 |
| NMI Holdings Inc., 7.38%, 06/01/25 (Call 03/30/25)<sup>(b)</sup> | 191 | 193160 |
| Northwestern Mutual Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 01/14/26<sup>(b)</sup> | 40 | 35850 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/11/27<sup>(b)</sup> | $840 | $760267 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/25<sup>(b)</sup> | 910 | 894885 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 09/15/27<sup>(b)</sup> | 60 | 59587 |
| Old Republic International Corp., 3.88%, 08/26/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 07/26/26) | 80 | 76830 |
| Pacific Life Global Funding II, 1.38%, 04/14/26<sup>(b)</sup> | 860 | 769502 |
| Phoenix Group Holdings PLC, 4.75%, 09/04/31 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/04/26)<sup>(a)(c)</sup> | 200 | 189106 |
| Pricoa Global Funding I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 09/01/25<sup>(b)</sup> | 500 | 453350 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 12/06/24<sup>(b)</sup> | 395 | 368843 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 09/01/26<sup>(b)</sup> | 985 | 879270 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 09/23/24<sup>(b)</sup> | 730 | 700471 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 08/28/25<sup>(b)</sup> | 650 | 640698 |
| Principal Financial Group Inc., 3.40%, 05/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/15/25) | 45 | 43713 |
| Principal Life Global Funding, 1.38%, 01/10/25<sup>(b)</sup> | 520 | 485243 |
| Principal Life Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/12/24<sup>(b)</sup> | 347 | 329865 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/23/24<sup>(b)</sup> | 45 | 42070 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/12/26<sup>(b)</sup> | 410 | 366228 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/23/25<sup>(b)</sup> | 360 | 330617 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 08/16/26<sup>(b)</sup> | 395 | 348287 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/17/26<sup>(b)</sup> | 475 | 421924 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/21/24<sup>(b)</sup> | 380 | 362254 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/18/26<sup>(b)</sup> | 470 | 442519 |
| Progressive Corp. (The), 2.50%, 03/15/27 (Call 02/15/27) | 280 | 261663 |
| Protective Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.78%, 07/05/24<sup>(b)</sup> | 400 | 376204 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.17%, 07/15/25<sup>(b)</sup> | 300 | 272736 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 09/20/26<sup>(b)</sup> | 355 | 312762 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.62%, 04/15/26<sup>(b)(d)</sup> | 260 | 235947 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 04/15/24<sup>(b)</sup> | 230 | 224443 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.22%, 03/28/25<sup>(b)</sup> | 350 | 335419 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.71%, 07/06/27<sup>(b)</sup> | 335 | 331141 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.37%, 01/06/26<sup>(b)</sup> | 400 | 407028 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 03/15/44 (Call 03/15/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.040%)<sup>(a)</sup> | 220 | 215701 |
| &nbsp;&nbsp;&nbsp;5.38%, 05/15/45 (Call 05/15/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.031%)<sup>(a)</sup> | 350 | 343182 |
| Prudential Insurance Co. of America (The), 8.30%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;07/01/25<sup>(b)</sup> | 275 | 293568 |
| QBE Insurance Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, (Call 05/16/25)<sup>(a)(c)(e)</sup> | 200 | 187598 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, (Call 05/12/25)<sup>(a)(b)(e)</sup> | 200 | 197104 |
| Reliance Standard Life Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.51%, 09/28/26<sup>(b)</sup> | 700 | 614019 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/30/24<sup>(b)</sup> | 130 | 123799 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/07/25<sup>(b)</sup> | 25 | 23632 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/21/27<sup>(b)</sup> | 110 | 100610 |
| Sammons Financial Group Inc., 4.45%, 05/12/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/12/27)<sup>(b)</sup> | 50 | 47273 |
| SBL Holdings Inc., 5.13%, 11/13/26 (Call 09/13/26)<sup>(b)</sup> | 287 | 258495 |
| Security Benefit Global Funding, 1.25%, 05/17/24<sup>(b)</sup> | 45 | 42543 |
| Sirius International Group Ltd., 4.60%, 11/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/01/26)<sup>(b)</sup> | 70 | 60302 |
| Swiss Re Finance Luxembourg SA, 4.25%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 09/04/24)<sup>(a)(c)(e)</sup> | 400 | 370368 |
| Teachers Insurance & Annuity Association of America, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 09/15/54 (Call 09/15/24)<sup>(a)(b)</sup> | 335 | 325118 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| Tongyang Life Insurance Co. Ltd., 5.25%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 09/22/25)<sup>(a)(c)(e)</sup> | $200 | $169590 |
| Trinity Acquisition PLC, 4.40%, 03/15/26 (Call 12/15/25) | 160 | 157515 |
| USI Inc./NY, 6.88%, 05/01/25 (Call 03/03/23)<sup>(b)</sup> | 292 | 290563 |
| Vigorous Champion International Ltd., 2.75%, 06/02/25<sup>(c)</sup> | 600 | 561732 |
| Voya Financial Inc., 3.65%, 06/15/26 | 100 | 96199 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 05/15/24 (Call 03/15/24) | 385 | 376915 |
| &nbsp;&nbsp;&nbsp;4.65%, 06/15/27 (Call 05/15/27) | 707 | 699888 |
| Willow No. 2 Ireland PLC for Zurich Insurance Co. Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/45 (Call 10/01/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.177%)<sup>(a)(c)</sup> | 400 | 374168 |
| ZhongAn Online P&C Insurance Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 07/16/25 (Call 04/16/25)<sup>(c)</sup> | 200 | 179682 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/08/26 (Call 12/08/25)<sup>(c)</sup> | 400 | 355968 |
|  |  | 70919389 |
| **Internet — 0.6%** |  |  |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 12/06/27 (Call 09/06/27) | 100 | 93901 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/28/24 (Call 08/28/24) | 1355 | 1321816 |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 08/15/25 (Call 07/15/25) | 966 | 881156 |
| &nbsp;&nbsp;&nbsp;0.80%, 08/15/27 (Call 06/15/27) | 100 | 86968 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/26 (Call 05/15/26) | 90 | 83759 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/25/24 | 453 | 447781 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 05/12/24 | 1243 | 1179097 |
| &nbsp;&nbsp;&nbsp;0.80%, 06/03/25 (Call 05/03/25) | 634 | 584485 |
| &nbsp;&nbsp;&nbsp;1.00%, 05/12/26 (Call 04/12/26) | 1375 | 1238435 |
| &nbsp;&nbsp;&nbsp;1.20%, 06/03/27 (Call 04/03/27) | 35 | 30870 |
| &nbsp;&nbsp;&nbsp;2.73%, 04/13/24 | 1000 | 979350 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/22/24 (Call 06/22/24) | 1241 | 1208982 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/13/25 | 891 | 865464 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/22/27 (Call 05/22/27) | 495 | 473428 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/13/27 (Call 03/13/27) | 1150 | 1111969 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/05/24 (Call 09/05/24) | 455 | 451597 |
| &nbsp;&nbsp;&nbsp;4.55%, 12/01/27 (Call 11/01/27) | 930 | 941923 |
| &nbsp;&nbsp;&nbsp;4.60%, 12/01/25 | 1000 | 1008550 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/29/24 | 1000 | 1004540 |
| &nbsp;&nbsp;&nbsp;5.20%, 12/03/25 (Call 09/03/25) | 415 | 424765 |
| Baidu Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 02/23/27 (Call 01/23/27) | 200 | 175840 |
| &nbsp;&nbsp;&nbsp;1.72%, 04/09/26 (Call 03/09/26) | 200 | 179390 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.08%, 04/07/25 (Call 03/07/25)<sup>(d)</sup> | 480 | 457541 |
| &nbsp;&nbsp;&nbsp;3.63%, 07/06/27 | 25 | 23705 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/30/25<sup>(d)</sup> | 285 | 277439 |
| Booking Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 06/01/26 (Call 03/01/26) | 10 | 9726 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/25 (Call 12/15/24) | 405 | 396309 |
| Cablevision Lightpath LLC, 3.88%, 09/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 09/15/23)<sup>(b)</sup> | 200 | 170872 |
| Cogent Communications Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/01/26 (Call 02/01/26)<sup>(b)</sup> | 245 | 227015 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 06/15/27 (Call 06/15/24)<sup>(b)</sup> | 195 | 193206 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 05/10/26 (Call 04/10/26) | 622 | 561162 |
| &nbsp;&nbsp;&nbsp;1.90%, 03/11/25 (Call 02/11/25) | 650 | 613944 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/24 (Call 05/01/24) | 296 | 290332 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/05/27 (Call 03/05/27) | 50 | 48289 |
| Expedia Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 08/01/27 (Call 05/01/27) | 224 | 220389 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Internet (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/26 (Call 11/15/25) | $165 | $165233 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 05/01/25 (Call 02/01/25)<sup>(b)</sup> | 666 | 677548 |
| Gen Digital Inc., 5.00%, 04/15/25 (Call 02/13/23)<sup>(b)</sup> | 465 | 455942 |
| Getty Images Inc., 9.75%, 03/01/27 (Call 03/01/23)<sup>(b)</sup> | 155 | 153774 |
| Go Daddy Operating Co. LLC/GD Finance Co. Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 12/01/27 (Call 06/01/23)<sup>(b)</sup> | 275 | 266376 |
| GrubHub Holdings Inc., 5.50%, 07/01/27 (Call 07/01/23)<sup>(b)</sup> | 220 | 176607 |
| JD.com Inc., 3.88%, 04/29/26 | 250 | 241372 |
| Match Group Holdings II LLC, 5.00%, 12/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/15/23)<sup>(b)</sup> | 200 | 191810 |
| Meituan, 2.13%, 10/28/25 (Call 09/28/25)<sup>(c)</sup> | 400 | 363744 |
| Meta Platforms Inc., 3.50%, 08/15/27 | 1550 | 1487891 |
| Millennium Escrow Corp., 6.63%, 08/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/01/23)<sup>(b)</sup> | 340 | 236324 |
| NAVER Corp., 1.50%, 03/29/26<sup>(c)</sup> | 400 | 357972 |
| Netflix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 06/15/25 (Call 03/15/25)<sup>(b)</sup> | 205 | 198620 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/26 | 430 | 427424 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 03/01/24<sup>(d)</sup> | 150 | 151607 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/25 | 355 | 361117 |
| Northwest Fiber LLC/Northwest Fiber Finance Sub Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/30/27 (Call 10/15/23)<sup>(b)</sup> | 150 | 136985 |
| NortonLifeLock Inc., 6.75%, 09/30/27 (Call 09/30/24)<sup>(b)</sup> | 405 | 410674 |
| Photo Holdings Merger Sub Inc., 8.50%, 10/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/01/23)<sup>(b)</sup> | 330 | 167445 |
| Prosus NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.26%, 01/19/27 (Call 12/19/26)<sup>(c)</sup> | 400 | 363448 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/06/27 (Call 04/06/27)<sup>(c)</sup> | 400 | 384732 |
| Rakuten Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, (Call 04/22/26)<sup>(a)(b)(d)(e)</sup> | 325 | 286000 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.25%, 11/30/24<sup>(b)</sup> | 215 | 218320 |
| Tencent Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.81%, 01/26/26 (Call 12/26/25)<sup>(c)</sup> | 600 | 548850 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.28%, 04/11/24 (Call 03/11/24)<sup>(c)(d)</sup> | 600 | 589980 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.58%, 04/11/26 (Call 02/11/26)<sup>(c)</sup> | 200 | 191814 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 02/11/25<sup>(c)(d)</sup> | 400 | 390376 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.69%, 04/11/24, (3 mo. LIBOR US + 0.910%)<sup>(a)(c)</sup> | 400 | 398716 |
| Tencent Music Entertainment Group, 1.38%, 09/03/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/03/25) | 240 | 215839 |
| TripAdvisor Inc., 7.00%, 07/15/25 (Call 07/15/23)<sup>(b)</sup> | 230 | 231046 |
| Uber Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 05/15/25 (Call 05/15/23)<sup>(b)</sup> | 419 | 425360 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 09/15/27 (Call 09/15/23)<sup>(b)</sup> | 525 | 532870 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 11/01/26 (Call 11/01/23)<sup>(b)</sup> | 650 | 664105 |
| VeriSign Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/27 (Call 07/15/23) | 20 | 19848 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/25 (Call 01/01/25) | 415 | 416606 |
| Weibo Corp., 3.50%, 07/05/24 (Call 06/05/24) | 622 | 603265 |
|  |  | 31373635 |
| **Iron & Steel — 0.2%** |  |  |
| ABJA Investment Co. Pte Ltd., 5.95%, 07/31/24<sup>(c)</sup> | 400 | 399632 |
| Allegheny Ludlum LLC, 6.95%, 12/15/25 | 65 | 64817 |
| Allegheny Technologies Inc., 5.88%, 12/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/01/23) | 150 | 145092 |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 03/11/26 | 337 | 333091 |
| &nbsp;&nbsp;&nbsp;6.55%, 11/29/27 (Call 10/29/27) | 840 | 876649 |
| Baffinland Iron Mines Corp./Baffinland Iron Mines LP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.75%, 07/15/26 (Call 07/15/23)<sup>(b)</sup> | 245 | 238931 |
| Cleveland-Cliffs Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/01/27 (Call 06/01/23)<sup>(d)</sup> | 250 | 245792 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Iron & Steel (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 03/15/26 (Call 03/15/23)<sup>(b)</sup> | $355 | $360474 |
| CSN Inova Ventures, 6.75%, 01/28/28 (Call 01/28/24)<sup>(c)</sup> | 600 | 599712 |
| Gerdau Trade Inc., 4.88%, 10/24/27<sup>(c)</sup> | 200 | 198560 |
| Infrabuild Australia Pty Ltd., 12.00%, 10/01/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/01/23)<sup>(b)</sup> | 139 | 132039 |
| JSW Steel Ltd., 5.95%, 04/18/24<sup>(c)</sup> | 200 | 198118 |
| Mineral Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 11/01/27 (Call 11/01/24)<sup>(b)</sup> | 275 | 282480 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.13%, 05/01/27 (Call 05/01/23)<sup>(b)</sup> | 320 | 322666 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/25 (Call 05/01/25) | 296 | 278255 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/23/25 | 460 | 453463 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/23/27 (Call 04/23/27) | 435 | 431655 |
| Periama Holdings LLC/DE, 5.95%, 04/19/26<sup>(c)</sup> | 600 | 578010 |
| POSCO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/17/25<sup>(c)</sup> | 200 | 189612 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 07/15/24<sup>(c)</sup> | 400 | 386124 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 08/04/25<sup>(c)</sup> | 400 | 391680 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/17/28<sup>(b)</sup> | 400 | 412680 |
| Reliance Steel & Aluminum Co., 1.30%, 08/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 07/15/25) | 277 | 253846 |
| Shougang Group Co. Ltd., 4.00%, 05/23/24<sup>(c)</sup> | 400 | 391748 |
| Steel Dynamics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 06/15/25 (Call 05/15/25) | 430 | 404772 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/15/24 (Call 11/15/24) | 385 | 369685 |
| Tacora Resources Inc., 8.25%, 05/15/26 (Call 05/15/23)<sup>(b)</sup> | 90 | 69124 |
| Usiminas International Sarl, 5.88%, 07/18/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/18/23)<sup>(c)</sup> | 400 | 393328 |
| Vale Overseas Ltd., 6.25%, 08/10/26 | 601 | 627216 |
|  |  | 10029251 |
| **Leisure Time — 0.2%** |  |  |
| Brunswick Corp., 0.85%, 08/18/24 (Call 03/03/23) | 491 | 457730 |
| Carnival Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 03/01/27 (Call 12/01/26)<sup>(b)</sup> | 1480 | 1228060 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 03/01/26 (Call 03/01/24)<sup>(b)</sup> | 630 | 573401 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.88%, 08/01/27 (Call 02/01/24)<sup>(b)</sup> | 380 | 390587 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.50%, 02/01/26 (Call 08/01/23)<sup>(b)</sup> | 345 | 360673 |
| Carnival PLC, 7.88%, 06/01/27 | 80 | 79430 |
| Constellation Merger Sub Inc., 8.50%, 09/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/03/23)<sup>(b)</sup> | 185 | 160215 |
| Harley-Davidson Financial Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 02/14/27 (Call 01/14/27)<sup>(b)</sup> | 70 | 64038 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 06/08/25 (Call 05/08/25)<sup>(b)</sup> | 727 | 690352 |
| King Power Capital Ltd., 5.63%, 11/03/24<sup>(c)</sup> | 200 | 201704 |
| Life Time Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/15/26 (Call 01/15/24)<sup>(b)</sup> | 402 | 388103 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 04/15/26 (Call 02/01/23)<sup>(b)(d)</sup> | 207 | 201018 |
| Lindblad Expeditions LLC, 6.75%, 02/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/15/24)<sup>(b)(d)</sup> | 175 | 171353 |
| NCL Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 12/15/24 (Call 12/15/23)<sup>(b)</sup> | 250 | 234690 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 03/15/26 (Call 12/15/25)<sup>(b)</sup> | 602 | 520712 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 02/15/27 (Call 02/15/24)<sup>(b)</sup> | 425 | 395717 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.38%, 02/01/28 (Call 02/01/25)<sup>(b)</sup> | 120 | 122002 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/01/26 (Call 01/01/26)<sup>(b)</sup> | 270 | 234166 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 07/15/27 (Call 10/15/26)<sup>(b)</sup> | 430 | 373618 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/31/26 (Call 02/28/26)<sup>(b)</sup> | 435 | 389134 |
| &nbsp;&nbsp;&nbsp;7.50%, 10/15/27 | 130 | 121081 |
| &nbsp;&nbsp;&nbsp;&nbsp;11.50%, 06/01/25 (Call 06/01/23)<sup>(b)</sup> | 591 | 634119 |
| &nbsp;&nbsp;&nbsp;&nbsp;11.63%, 08/15/27 (Call 08/15/24)<sup>(b)</sup> | 520 | 551980 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Leisure Time (continued)** |  |  |
| Sunny Express Enterprises Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 04/23/25<sup>(c)</sup> | $400 | $379568 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/01/27<sup>(c)</sup> | 400 | 377120 |
| Viking Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 09/15/27 (Call 09/15/23)<sup>(b)</sup> | 350 | 298462 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 05/15/25 (Call 05/15/23)<sup>(b)</sup> | 113 | 103489 |
| &nbsp;&nbsp;&nbsp;&nbsp;13.00%, 05/15/25 (Call 05/15/23)<sup>(b)</sup> | 280 | 297049 |
|  |  | 9999571 |
| **Lodging — 0.3%** |  |  |
| Boyd Gaming Corp., 4.75%, 12/01/27 (Call 12/01/23) | 450 | 427937 |
| Fortune Star BVI Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/18/26 (Call 05/18/24)<sup>(c)</sup> | 400 | 327084 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 10/19/25 (Call 10/19/23)<sup>(c)</sup> | 400 | 352408 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.85%, 07/02/24 (Call 07/02/23)<sup>(c)</sup> | 200 | 186086 |
| Genting New York LLC, 3.30%, 02/15/26 (Call 01/15/26)<sup>(b)</sup> | 255 | 227896 |
| Gohl Capital Ltd., 4.25%, 01/24/27<sup>(c)</sup> | 800 | 737720 |
| Hilton Domestic Operating Co. Inc., 5.38%, 05/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/01/23)<sup>(b)</sup> | 205 | 204133 |
| Hilton Worldwide Finance LLC/Hilton Worldwide Finance |  |  |
| &nbsp;&nbsp;&nbsp;Corp., 4.88%, 04/01/27 (Call 04/01/23) | 265 | 256761 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 10/01/24 (Call 03/03/23) | 175 | 165825 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/15/26 (Call 12/15/25) | 237 | 236422 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/23/25 (Call 03/23/25) | 404 | 407781 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/25/25 (Call 05/25/25) | 207 | 193624 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/08/24 (Call 07/08/24) | 760 | 730489 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/18/26 (Call 06/18/26) | 425 | 395276 |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 04/15/24 (Call 03/15/24) | 547 | 537739 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/25 (Call 12/15/24) | 126 | 123037 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/01/25 (Call 07/01/25) | 102 | 99135 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/15/27 (Call 09/15/27) | 210 | 211787 |
| Series EE, 5.75%, 05/01/25 (Call 04/01/25) | 506 | 514506 |
| Series R, 3.13%, 06/15/26 (Call 03/15/26) | 50 | 47517 |
| Melco Resorts Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/06/25 (Call 03/02/23)<sup>(c)</sup> | 430 | 405722 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/26/26 (Call 03/02/23)<sup>(c)</sup> | 200 | 187158 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 07/17/27 (Call 03/02/23)<sup>(c)</sup> | 255 | 233034 |
| MGM China Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/01/27 (Call 02/01/24)<sup>(b)</sup> | 325 | 291762 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 06/18/25 (Call 02/13/23)<sup>(b)</sup> | 200 | 190776 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 05/15/24 (Call 05/15/23)<sup>(b)</sup> | 310 | 302532 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 05/15/26 (Call 05/15/23)<sup>(b)</sup> | 335 | 319550 |
| MGM Resorts International |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 09/01/26 (Call 06/01/26) | 175 | 164894 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/15/27 (Call 01/15/27) | 300 | 289815 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/15/25 (Call 03/15/25) | 280 | 276326 |
| &nbsp;&nbsp;&nbsp;6.75%, 05/01/25 (Call 05/01/23) | 315 | 316997 |
| Minor International PCL, 2.70%, (Call 04/19/26)<sup>(a)(c)(e)</sup> | 200 | 177030 |
| Sands China Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 03/08/27 (Call 02/08/27) | 300 | 262332 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/08/26 (Call 12/08/25) | 345 | 326908 |
| &nbsp;&nbsp;&nbsp;5.63%, 08/08/25 (Call 06/08/25) | 756 | 750625 |
| Studio City Co. Ltd., 7.00%, 02/15/27 (Call 02/15/24)<sup>(b)(d)</sup> | 150 | 144690 |
| Studio City Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 07/15/25 (Call 07/15/23)<sup>(b)</sup> | 235 | 221784 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 01/15/28 (Call 07/15/23)<sup>(b)</sup> | 200 | 180796 |
| Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP |  |  |
| &nbsp;&nbsp;&nbsp;Gaming Finance Corp., 5.88%, 05/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/03/23)<sup>(b)</sup> | 145 | 136476 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Lodging (continued)** |  |  |
| Travel + Leisure Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.65%, 04/01/24 (Call 02/01/24) | $140 | $139287 |
| &nbsp;&nbsp;&nbsp;6.00%, 04/01/27 (Call 01/01/27) | 170 | 166714 |
| &nbsp;&nbsp;&nbsp;6.60%, 10/01/25 (Call 07/01/25) | 158 | 157690 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 07/31/26 (Call 04/30/26)<sup>(b)</sup> | 280 | 277945 |
| Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/15/27 (Call 02/15/27)<sup>(b)</sup> | 378 | 357021 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/25 (Call 12/01/24)<sup>(b)</sup> | 762 | 741517 |
| Wynn Macau Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/01/24 (Call 02/13/23)<sup>(b)</sup> | 260 | 250117 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/26 (Call 06/15/23)<sup>(b)</sup> | 430 | 401968 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/01/27 (Call 10/01/23)<sup>(b)</sup> | 325 | 290852 |
|  |  | 14345481 |
| **Machinery — 0.4%** |  |  |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 05/17/24 | 809 | 767069 |
| &nbsp;&nbsp;&nbsp;0.80%, 11/13/25 | 724 | 656784 |
| &nbsp;&nbsp;&nbsp;1.15%, 09/14/26 | 355 | 317672 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/15/25 | 232 | 216874 |
| &nbsp;&nbsp;&nbsp;1.70%, 01/08/27 | 560 | 513845 |
| &nbsp;&nbsp;&nbsp;2.15%, 11/08/24 | 847 | 814467 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/17/24 | 358 | 349974 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/24 | 105 | 102945 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/09/24 | 565 | 555107 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/13/25 | 35 | 34216 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/12/27 | 770 | 751635 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/12/25 | 735 | 720550 |
| &nbsp;&nbsp;&nbsp;4.80%, 01/06/26 | 700 | 709443 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/17/25 | 935 | 944668 |
| Caterpillar Inc., 3.40%, 05/15/24 (Call 02/15/24) | 842 | 830027 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 07/15/26 (Call 06/15/26) | 355 | 319099 |
| &nbsp;&nbsp;&nbsp;1.88%, 01/15/26 (Call 12/15/25) | 90 | 83309 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/23/25 | 209 | 204663 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/14/25 | 804 | 817370 |
| CNH Industrial NV, 3.85%, 11/15/27 (Call 08/15/27) | 25 | 24308 |
| Deere & Co., 2.75%, 04/15/25 (Call 03/15/25) | 217 | 209227 |
| Dover Corp., 3.15%, 11/15/25 (Call 08/15/25) | 55 | 52822 |
| Granite US Holdings Corp., 11.00%, 10/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/01/23)<sup>(b)</sup> | 130 | 137072 |
| Husky III Holding Ltd. , 13.00%, 02/15/25 (Call 02/15/23), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(13.75% PIK)<sup>(b)(f)</sup> | 200 | 185314 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 06/07/24 | 469 | 443303 |
| &nbsp;&nbsp;&nbsp;0.63%, 09/10/24 | 220 | 207049 |
| &nbsp;&nbsp;&nbsp;0.70%, 01/15/26 | 781 | 703095 |
| &nbsp;&nbsp;&nbsp;1.05%, 06/17/26 | 680 | 612707 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/10/25 | 812 | 763743 |
| &nbsp;&nbsp;&nbsp;1.30%, 10/13/26 | 315 | 282621 |
| &nbsp;&nbsp;&nbsp;1.70%, 01/11/27 | 20 | 18229 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/09/25 | 543 | 518636 |
| &nbsp;&nbsp;&nbsp;2.13%, 03/07/25 | 275 | 261970 |
| &nbsp;&nbsp;&nbsp;2.35%, 03/08/27 | 455 | 422722 |
| &nbsp;&nbsp;&nbsp;2.60%, 03/07/24 | 352 | 344520 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/24/24 | 352 | 342542 |
| &nbsp;&nbsp;&nbsp;3.35%, 06/12/24 | 190 | 187148 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/06/25 | 240 | 234310 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/13/25 | 267 | 261540 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/08/25 | 305 | 302173 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/15/27 | 370 | 368797 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Machinery (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 10/11/24 | $155 | $155178 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/20/28 | 460 | 469862 |
| &nbsp;&nbsp;&nbsp;4.80%, 01/09/26 | 210 | 212690 |
| JPW Industries Holding Corp., 9.00%, 10/01/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/01/23)<sup>(b)(d)</sup> | 90 | 80325 |
| Manitowoc Co. Inc. (The), 9.00%, 04/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/01/23)<sup>(b)(d)</sup> | 135 | 132766 |
| Maxim Crane Works Holdings Capital LLC, 10.13%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;08/01/24 (Call 03/03/23)<sup>(b)</sup> | 154 | 149674 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.06%, 04/05/25 (Call 03/05/25) | 889 | 838603 |
| &nbsp;&nbsp;&nbsp;2.29%, 04/05/27 (Call 02/05/27) | 35 | 32111 |
| Rockwell Automation Inc., 2.88%, 03/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/01/24) | 102 | 98529 |
| Shanghai Electric Group Global Investment Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 02/21/25 (Call 11/21/24)<sup>(c)</sup> | 400 | 370108 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 11/21/24 (Call 08/21/24)<sup>(c)</sup> | 200 | 188258 |
| Stevens Holding Co. Inc., 6.13%, 10/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/01/23)<sup>(b)</sup> | 165 | 167440 |
| Titan Acquisition Ltd./Titan Co-Borrower LLC, 7.75%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;04/15/26 (Call 04/15/23)<sup>(b)</sup> | 280 | 264796 |
| TK Elevator U.S. Newco Inc., 5.25%, 07/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/15/23)<sup>(b)</sup> | 660 | 609840 |
| Weir Group PLC (The), 2.20%, 05/13/26 (Call 04/13/26)<sup>(b)</sup> | 335 | 299802 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/25 (Call 05/15/25) | 606 | 572967 |
| &nbsp;&nbsp;&nbsp;3.45%, 11/15/26 (Call 08/15/26) | 336 | 317214 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/24 (Call 02/15/24) | 420 | 414679 |
|  |  | 21968407 |
| **Manufacturing — 0.2%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 02/14/25 (Call 01/14/25) | 343 | 326323 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/19/26 (Call 06/19/26) | 42 | 39113 |
| &nbsp;&nbsp;&nbsp;2.65%, 04/15/25 (Call 03/15/25) | 448 | 430147 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/27 (Call 07/15/27) | 350 | 327663 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/07/25 | 112 | 108183 |
| Amsted Industries Inc., 5.63%, 07/01/27 (Call 07/01/23)<sup>(b)</sup> | 205 | 201517 |
| Carlisle Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/24 (Call 10/01/24) | 239 | 232301 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/27 (Call 09/01/27) | 200 | 192008 |
| Eaton Corp., 3.10%, 09/15/27 (Call 06/15/27) | 50 | 47348 |
| EnPro Industries Inc., 5.75%, 10/15/26 (Call 10/15/23) | 175 | 172510 |
| FXI Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 11/01/24 (Call 03/03/23)<sup>(b)(d)</sup> | 217 | 195602 |
| &nbsp;&nbsp;&nbsp;&nbsp;12.25%, 11/15/26 (Call 11/15/23)<sup>(b)</sup> | 330 | 298732 |
| Gates Global LLC/Gates Corp., 6.25%, 01/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/15/24)<sup>(b)</sup> | 245 | 241359 |
| GE Capital International Funding Co. Unlimited Co., |  |  |
| &nbsp;&nbsp;&nbsp;3.37%, 11/15/25 | 335 | 324920 |
| Hillenbrand Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/15/26 (Call 07/15/26) | 190 | 184817 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/15/25 (Call 06/15/23) | 170 | 170858 |
| Illinois Tool Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 11/15/26 (Call 08/15/26) | 84 | 79541 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/24 (Call 12/01/23) | 111 | 109598 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 06/14/24 (Call 05/14/24) | 654 | 634387 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/27 (Call 12/01/26) | 5 | 4764 |
| &nbsp;&nbsp;&nbsp;3.30%, 11/21/24 (Call 08/21/24) | 171 | 166402 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 | 860 | 845389 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/27 (Call 08/15/27) | 500 | 494435 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Manufacturing (continued)** |  |  |
| Siemens Financieringsmaatschappij NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.65%, 03/11/24<sup>(b)</sup> | $462 | $441880 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 03/11/26<sup>(b)</sup> | 1250 | 1131450 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 10/15/26<sup>(b)</sup> | 550 | 510422 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/16/24<sup>(b)</sup> | 250 | 245452 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/27/25<sup>(b)</sup> | 865 | 840970 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/16/27<sup>(b)</sup> | 500 | 480455 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 08/17/26<sup>(b)</sup> | 700 | 738570 |
| Teledyne Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 04/01/24 (Call 03/03/23) | 339 | 322989 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/01/26 (Call 03/01/26) | 140 | 127851 |
| Textron Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/27 (Call 12/15/26) | 50 | 47892 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/01/25 (Call 12/01/24) | 208 | 203461 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/24 (Call 12/01/23) | 268 | 266089 |
| Trane Technologies Luxembourg Finance SA |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 03/21/26 (Call 01/21/26) | 35 | 33637 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/01/24 (Call 08/01/24) | 433 | 424249 |
| Trinity Industries Inc., 4.55%, 10/01/24 (Call 07/01/24) | 200 | 193360 |
|  |  | 11836644 |
| **Media — 0.7%** |  |  |
| Altice Financing SA, 5.00%, 01/15/28 (Call 01/15/24)<sup>(b)</sup> | 280 | 238036 |
| AMC Networks Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 08/01/25 (Call 08/01/23) | 345 | 292905 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/24 (Call 04/01/23) | 174 | 167825 |
| Audacy Capital Corp., 6.50%, 05/01/27 (Call 05/01/23)<sup>(b)</sup> | 210 | 34585 |
| Beasley Mezzanine Holdings LLC, 8.63%, 02/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/01/23)<sup>(b)</sup> | 120 | 78065 |
| Belo Corp. |  |  |
| &nbsp;&nbsp;&nbsp;7.25%, 09/15/27 | 105 | 99870 |
| &nbsp;&nbsp;&nbsp;7.75%, 06/01/27 | 88 | 85030 |
| CCO Holdings LLC/CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 05/01/27 (Call 05/01/23)<sup>(b)</sup> | 1380 | 1315016 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/01/26 (Call 05/01/23)<sup>(b)</sup> | 328 | 322375 |
| Cengage Learning Inc., 9.50%, 06/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/03/23)<sup>(b)(d)</sup> | 250 | 243433 |
| Charter Communications Operating LLC/Charter |  |  |
| Communications Operating Capital, 4.91%, 07/23/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/23/25) | 2317 | 2305160 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/27 (Call 10/15/26) | 529 | 491203 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/01/26 (Call 12/01/25) | 1028 | 992483 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/01/27 (Call 11/01/26) | 1156 | 1111425 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 02/01/27) | 235 | 225452 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/25 (Call 11/15/24) | 448 | 437360 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/25 (Call 05/15/25) | 830 | 807474 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/15/24 (Call 03/15/24) | 1161 | 1147939 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/15/25 (Call 08/15/25) | 1442 | 1422533 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/07/25 | 200 | 204348 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/15/27 (Call 10/15/27) | 742 | 772704 |
| Cox Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 08/15/24 (Call 06/15/24)<sup>(b)</sup> | 563 | 546391 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 09/15/26 (Call 06/15/26)<sup>(b)</sup> | 675 | 640730 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/15/27 (Call 05/15/27)<sup>(b)</sup> | 52 | 49538 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 02/01/25 (Call 11/01/24)<sup>(b)</sup> | 174 | 169476 |
| CSC Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/24 | 323 | 316443 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/15/27 (Call 04/15/23)<sup>(b)</sup> | 565 | 497403 |
| Cumulus Media New Holdings Inc., 6.75%, 07/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/01/23)<sup>(b)(d)</sup> | 180 | 150275 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Media (continued)** |  |  |
| Diamond Sports Group LLC/Diamond Sports Finance Co., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 08/15/26 (Call 08/15/23)<sup>(b)</sup> | $795 | $57948 |
| Directv Financing LLC/Directv Financing Co-Obligor Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 08/15/27 (Call 08/15/23)<sup>(b)</sup> | 1570 | 1422043 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/25 (Call 12/15/24) | 174 | 167738 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/24 (Call 08/15/24) | 412 | 402854 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/15/25 (Call 05/15/25) | 297 | 287122 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/11/26 (Call 12/11/25) | 195 | 193362 |
| DISH DBS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 12/01/26 (Call 06/01/26)<sup>(b)</sup> | 1160 | 999514 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/15/24 | 860 | 812038 |
| &nbsp;&nbsp;&nbsp;7.75%, 07/01/26 | 845 | 685489 |
| DISH Network Corp., 11.75%, 11/15/27 (Call 05/15/25)<sup>(b)</sup> | 1500 | 1555665 |
| FactSet Research Systems Inc., 2.90%, 03/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/01/27)<sup>(d)</sup> | 420 | 392465 |
| Fox Corp., 3.05%, 04/07/25 (Call 03/07/25) | 281 | 270996 |
| Gannett Holdings LLC, 6.00%, 11/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/01/23)<sup>(b)(d)</sup> | 146 | 115600 |
| Gray Television Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 07/15/26 (Call 07/15/23)<sup>(b)</sup> | 300 | 275049 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 05/15/27 (Call 05/15/23)<sup>(b)(d)</sup> | 325 | 295357 |
| iHeartCommunications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 01/15/24)<sup>(b)</sup> | 225 | 192510 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 08/15/27 (Call 08/15/23)<sup>(b)</sup> | 325 | 291375 |
| &nbsp;&nbsp;&nbsp;6.38%, 05/01/26 (Call 05/01/23) | 340 | 326012 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.38%, 05/01/27 (Call 05/01/23)<sup>(d)</sup> | 535 | 479622 |
| LCPR Senior Secured Financing DAC, 6.75%, 10/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/23)<sup>(b)</sup> | 525 | 511450 |
| Midcontinent Communications/Midcontinent Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Corp., 5.38%, 08/15/27 (Call 08/15/23)<sup>(b)</sup> | 155 | 146973 |
| Nexstar Media Inc., 5.63%, 07/15/27 (Call 07/15/23)<sup>(b)</sup> | 770 | 733564 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/27 (Call 10/15/26) | 77 | 70822 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/26 (Call 10/15/25) | 507 | 492738 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/25 (Call 04/15/25) | 468 | 464687 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 02/28/57 (Call 02/28/27)<sup>(a)</sup> | 275 | 238235 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 03/30/62 (Call 03/30/27)<sup>(a)</sup> | 425 | 369907 |
| Radiate Holdco LLC/Radiate Finance Inc., 4.50%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;09/15/26 (Call 09/15/23)<sup>(b)</sup> | 380 | 291072 |
| Scripps Escrow Inc., 5.88%, 07/15/27 (Call 07/15/23)<sup>(b)</sup> | 180 | 160772 |
| Sinclair Television Group Inc., 5.13%, 02/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/15/23)<sup>(b)</sup> | 125 | 110856 |
| Sirius XM Radio Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/01/26 (Call 09/01/23)<sup>(b)</sup> | 443 | 398940 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/01/27 (Call 08/01/23)<sup>(b)</sup> | 635 | 600926 |
| Sky Ltd., 3.75%, 09/16/24<sup>(b)</sup> | 355 | 348890 |
| Spanish Broadcasting System Inc., 9.75%, 03/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 09/01/23)<sup>(b)</sup> | 130 | 76683 |
| TCI Communications Inc., 7.88%, 02/15/26 | 35 | 38406 |
| TEGNA Inc., 4.75%, 03/15/26 (Call 03/15/23)<sup>(b)</sup> | 235 | 228300 |
| Townsquare Media Inc., 6.88%, 02/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/01/23)<sup>(b)</sup> | 230 | 215660 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 07/30/26 | 450 | 413325 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/15/27<sup>(d)</sup> | 175 | 166203 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/13/26 | 175 | 168082 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/17/25 | 102 | 98399 |
| Univision Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 02/15/25 (Call 02/15/23)<sup>(b)</sup> | 630 | 613872 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 06/01/27 (Call 06/01/23)<sup>(b)</sup> | 635 | 622141 |
| UPC Holding BV, 5.50%, 01/15/28 (Call 10/15/23)<sup>(b)</sup> | 200 | 181536 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Media (continued)** |  |  |
| Videotron Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 04/15/27 (Call 04/15/23)<sup>(b)</sup> | $280 | $269990 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 06/15/24 (Call 03/15/24)<sup>(b)</sup> | 250 | 249045 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/30/24 (Call 07/30/24) | 1081 | 1033198 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/13/26 | 772 | 715119 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/24/25 | 1163 | 1133995 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/15/26 (Call 08/15/26) | 40 | 38507 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/24 (Call 06/15/24) | 469 | 461186 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/23/27 | 395 | 387112 |
| Ziggo Bond Co. BV, 6.00%, 01/15/27 (Call 01/15/24)<sup>(b)</sup> | 275 | 260249 |
|  |  | 36699076 |
| **Metal Fabricate & Hardware — 0.0%** |  |  |
| Advanced Drainage Systems Inc., 5.00%, 09/30/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 09/30/23)<sup>(b)</sup> | 170 | 162236 |
| Huayi Finance I Ltd., 3.00%, 10/30/24<sup>(c)</sup> | 400 | 379456 |
| Park-Ohio Industries Inc., 6.63%, 04/15/27 (Call 04/15/23) | 150 | 111072 |
| Precision Castparts Corp., 3.25%, 06/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/15/25) | 333 | 323953 |
| Timken Co. (The), 3.88%, 09/01/24 (Call 06/01/24) | 25 | 24590 |
|  |  | 1001307 |
| **Mining — 0.3%** |  |  |
| Anglo American Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/11/24<sup>(b)</sup> | 115 | 112315 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/10/27<sup>(b)</sup> | 200 | 199026 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 05/14/25<sup>(b)</sup> | 235 | 233621 |
| Arconic Corp., 6.00%, 05/15/25 (Call 05/15/23)<sup>(b)</sup> | 333 | 331332 |
| BHP Billiton Finance USA Ltd., 6.42%, 03/01/26 | 20 | 21193 |
| Chalco Hong Kong Investment Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 07/28/24 (Call 06/28/24)<sup>(c)</sup> | 300 | 284367 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 07/28/26 (Call 06/28/26)<sup>(c)</sup> | 300 | 272358 |
| China Hongqiao Group Ltd., 6.25%, 06/08/24<sup>(c)</sup> | 400 | 392300 |
| Chinalco Capital Holding Co., 2.95%, 02/24/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/24/27)<sup>(c)</sup> | 200 | 186500 |
| Chinalco Capital Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 06/03/26 (Call 05/03/26)<sup>(c)</sup> | 600 | 548418 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, (Call 09/11/24)<sup>(a)(c)(e)</sup> | 400 | 392248 |
| Cia. De Minas Buenaventur Co., 5.50%, 07/23/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/23/23)<sup>(c)</sup> | 200 | 174862 |
| Compass Minerals International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 07/15/24 (Call 05/15/24)<sup>(b)</sup> | 110 | 107462 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 12/01/27 (Call 12/01/23)<sup>(b)</sup> | 215 | 211025 |
| Constellium SE, 5.88%, 02/15/26 (Call 03/03/23)<sup>(b)</sup> | 150 | 147879 |
| Corp. Nacional del Cobre de Chile, 3.63%, 08/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/01/27)<sup>(c)</sup> | 600 | 571722 |
| Endeavour Mining PLC, 5.00%, 10/14/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/14/23)<sup>(c)</sup> | 200 | 177760 |
| Ferroglobe PLC/Globe Specialty Metals Inc., 9.38%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;12/31/25 (Call 07/31/23)<sup>(b)</sup> | 200 | 201344 |
| First Quantum Minerals Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/01/24 (Call 02/10/23)<sup>(c)</sup> | 300 | 299286 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 03/01/26 (Call 02/10/23)<sup>(c)</sup> | 400 | 386960 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 10/15/27 (Call 10/15/23)<sup>(c)</sup> | 600 | 581160 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/01/25 (Call 02/10/23)<sup>(c)</sup> | 650 | 643896 |
| FMG Resources August 2006 Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/27 (Call 06/15/27)<sup>(b)</sup> | 260 | 247322 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 05/15/24 (Call 02/15/24)<sup>(b)</sup> | 305 | 302221 |
| Freeport Indonesia PT, 4.76%, 04/14/27 (Call 03/14/27)<sup>(c)</sup> | 400 | 390428 |
| Freeport-McMoRan Inc., 4.55%, 11/14/24 (Call 08/14/24) | 680 | 672901 |
| Glencore Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 09/01/25 (Call 08/01/25)<sup>(b)</sup> | 705 | 646809 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Mining (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 04/27/26 (Call 03/27/26)<sup>(b)</sup> | $190 | $171257 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/27/27 (Call 07/27/27)<sup>(b)</sup> | 10 | 9560 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/16/25<sup>(b)</sup> | 23 | 22430 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/27/27 (Call 12/27/26)<sup>(b)</sup> | 530 | 512552 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 03/12/24 (Call 02/12/24)<sup>(b)</sup> | 501 | 494838 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/29/24<sup>(b)</sup> | 718 | 712823 |
| Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/15/24)<sup>(c)</sup> | 200 | 199134 |
| Hudbay Minerals Inc., 4.50%, 04/01/26 (Call 04/01/23)<sup>(c)</sup> | 400 | 368504 |
| Indonesia Asahan Aluminium Persero PT, 4.75%, 05/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/15/25)<sup>(c)</sup> | 400 | 396492 |
| JW Aluminum Continuous Cast Co., 10.25%, 06/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/01/23)<sup>(b)</sup> | 160 | 161938 |
| Kinross Gold Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/27 (Call 04/15/27) | 60 | 58349 |
| &nbsp;&nbsp;&nbsp;5.95%, 03/15/24 (Call 12/15/23) | 193 | 193847 |
| Minera y Metalurgica del Boleo SAPI de CV, 3.25%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;04/17/24<sup>(c)</sup> | 200 | 195396 |
| Minmetals Bounteous Finance BVI Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, (Call 09/03/24)<sup>(a)(c)(e)</sup> | 500 | 486210 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 07/27/26<sup>(c)</sup> | 200 | 194606 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 07/30/25<sup>(c)</sup> | 400 | 396496 |
| New Gold Inc., 7.50%, 07/15/27 (Call 07/15/23)<sup>(b)</sup> | 174 | 162455 |
| Newcastle Coal Infrastructure Group Pty Ltd., 4.40%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;09/29/27 (Call 06/29/27)<sup>(b)</sup> | 10 | 8991 |
| Nexa Resources SA, 5.38%, 05/04/27 (Call 02/04/27)<sup>(c)</sup> | 400 | 388048 |
| Novelis Corp., 3.25%, 11/15/26 (Call 11/15/23)<sup>(b)</sup> | 350 | 316883 |
| Perenti Finance Pty Ltd., 6.50%, 10/07/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/07/23)<sup>(b)(d)</sup> | 200 | 197400 |
| SDG Finance Ltd., 2.80%, 08/25/26 (Call 05/25/26)<sup>(c)</sup> | 400 | 349944 |
| Southern Copper Corp., 3.88%, 04/23/25 | 450 | 438192 |
| Stillwater Mining Co., 4.00%, 11/16/26 (Call 11/16/23)<sup>(c)</sup> | 200 | 185000 |
| Taseko Mines Ltd., 7.00%, 02/15/26 (Call 02/15/23)<sup>(b)</sup> | 180 | 170588 |
| Vedanta Resources Finance II PLC, 8.95%, 03/11/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 09/11/24)<sup>(c)</sup> | 800 | 640888 |
| Vedanta Resources Ltd., 6.13%, 08/09/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/09/23)<sup>(c)</sup> | 600 | 453786 |
|  |  | 16623322 |
| **Multi-National — 0.0%** |  |  |
| Arab Petroleum Investments Corp., 1.46%, 06/30/25 | 200 | 184960 |
| Asian Infrastructure Investment Bank, 3.75%, 09/14/27 | 115 | 114002 |
| Black Sea Trade & Development Bank, 3.50%, 06/25/24<sup>(c)</sup> | 200 | 181900 |
| Corp. Andina de Fomento |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 09/23/25 | 62 | 57205 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 02/08/27<sup>(d)</sup> | 352 | 321207 |
| Inter-American Investment Corp., 2.63%, 04/22/25<sup>(d)</sup> | 210 | 202326 |
| International Bank for Reconstruction & Development, |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 02/08/25 | 20 | 19329 |
| International Development Association, 0.88%, 04/28/26<sup>(b)</sup> | 25 | 22588 |
| International Finance Corp., 3.63%, 09/15/25 | 42 | 41590 |
| New Development Bank, 0.63%, 09/29/25<sup>(c)</sup> | 500 | 446570 |
| New Development Bank Brics, 1.13%, 04/27/26<sup>(c)</sup> | 200 | 176050 |
|  |  | 1767727 |
| **Office & Business Equipment — 0.1%** |  |  |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.67%, 12/01/26 (Call 11/01/26) | 536 | 482475 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/01/25 (Call 05/01/23) | 462 | 447387 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/01/24 (Call 06/01/24) | 532 | 531399 |
| Pitney Bowes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/15/24 (Call 12/15/23)<sup>(d)</sup> | 100 | 98961 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 03/15/27 (Call 03/15/24)<sup>(b)</sup> | 170 | 142788 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Office & Business Equipment (continued)** |  |  |
| Xerox Corp., 3.80%, 05/15/24 | $115 | $111109 |
| Xerox Holdings Corp., 5.00%, 08/15/25 (Call 07/15/25)<sup>(b)</sup> | 345 | 322589 |
|  |  | 2136708 |
| **Oil & Gas — 1.5%** |  |  |
| Aethon United BR LP/Aethon United Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 02/15/26 (Call 02/15/23)<sup>(b)</sup> | 345 | 343327 |
| Ascent Resources Utica Holdings LLC/ARU Finance |  |  |
| Corp., 7.00%, 11/01/26 (Call 11/01/23)<sup>(b)</sup> | 260 | 248719 |
| Athabasca Oil Corp., 9.75%, 11/01/26 (Call 11/01/24)<sup>(b)</sup> | 98 | 102988 |
| Baytex Energy Corp., 8.75%, 04/01/27 (Call 04/01/23)<sup>(b)(d)</sup> | 230 | 238009 |
| Berry Petroleum Co. LLC, 7.00%, 02/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/15/23)<sup>(b)</sup> | 175 | 168436 |
| Bharat Petroleum Corp. Ltd., 4.00%, 05/08/25<sup>(c)</sup> | 200 | 193450 |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.02%, 01/16/27 (Call 10/16/26) | 365 | 347137 |
| &nbsp;&nbsp;&nbsp;3.12%, 05/04/26 (Call 02/04/26) | 167 | 160594 |
| &nbsp;&nbsp;&nbsp;3.41%, 02/11/26 (Call 12/11/25) | 462 | 449729 |
| &nbsp;&nbsp;&nbsp;3.54%, 04/06/27 (Call 02/06/27) | 330 | 320407 |
| &nbsp;&nbsp;&nbsp;3.59%, 04/14/27 (Call 01/14/27) | 300 | 291495 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/21/25 (Call 07/21/25) | 382 | 378275 |
| BP Capital Markets PLC, 3.28%, 09/19/27 (Call 06/19/27) | 380 | 364355 |
| BPRL International Singapore Pte Ltd., 4.38%, 01/18/27<sup>(c)</sup> | 200 | 190902 |
| California Resources Corp., 7.13%, 02/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/01/23)<sup>(b)(d)</sup> | 280 | 272502 |
| Callon Petroleum Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 07/01/26 (Call 07/01/23)<sup>(d)</sup> | 140 | 135421 |
| &nbsp;&nbsp;&nbsp;8.25%, 07/15/25 (Call 07/15/23) | 80 | 80000 |
| Calumet Specialty Products Partners LP/Calumet |  |  |
| Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.13%, 01/15/27 (Call 01/15/24)<sup>(b)(d)</sup> | 150 | 145746 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.25%, 07/15/24 (Call 07/15/23)<sup>(b)</sup> | 106 | 107321 |
| &nbsp;&nbsp;&nbsp;&nbsp;11.00%, 04/15/25 (Call 04/15/23)<sup>(b)</sup> | 225 | 237087 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 07/15/25 (Call 06/15/25) | 626 | 586118 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/15/24 (Call 01/15/24) | 274 | 269871 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/27 (Call 03/01/27) | 162 | 156578 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/01/25 (Call 11/01/24) | 192 | 187845 |
| Cenovus Energy Inc., 4.25%, 04/15/27 (Call 01/15/27) | 55 | 53697 |
| Centennial Resource Production LLC, 6.88%, 04/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/01/23)<sup>(b)</sup> | 150 | 147081 |
| Chesapeake Energy Corp., 5.50%, 02/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/05/23)<sup>(b)</sup> | 230 | 223341 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 05/11/25 (Call 04/11/25) | 1584 | 1491241 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/11/27 (Call 03/11/27) | 345 | 316724 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/03/24 (Call 01/03/24) | 671 | 659157 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/16/26 (Call 02/16/26) | 215 | 206710 |
| &nbsp;&nbsp;&nbsp;3.33%, 11/17/25 (Call 08/17/25) | 320 | 312765 |
| Chevron USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.69%, 08/12/25 (Call 07/12/25) | 754 | 687874 |
| &nbsp;&nbsp;&nbsp;1.02%, 08/12/27 (Call 06/12/27) | 130 | 114002 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/24 (Call 08/15/24) | 338 | 335124 |
| Civitas Resources Inc., 5.00%, 10/15/26 (Call 10/15/23)<sup>(b)</sup> | 172 | 161004 |
| CNOOC Finance 2014 ULC, 4.25%, 04/30/24 | 1000 | 991900 |
| CNOOC Finance 2015 USA LLC, 3.50%, 05/05/25 | 1000 | 970800 |
| CNX Resources Corp., 7.25%, 03/14/27 (Call 03/14/23)<sup>(b)</sup> | 160 | 159280 |
| Colgate Energy Partners III LLC, 7.75%, 02/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/15/24)<sup>(b)</sup> | 140 | 140034 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/07/25 (Call 03/07/23) | 537 | 513866 |
| &nbsp;&nbsp;&nbsp;3.35%, 11/15/24 (Call 08/15/24) | 216 | 211823 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Continental Resources Inc./OK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.27%, 11/15/26 (Call 11/15/23)<sup>(b)</sup> | $412 | $366062 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/24 (Call 03/01/24) | 640 | 627661 |
| Cosan Luxembourg SA, 7.00%, 01/20/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/02/23)<sup>(c)</sup> | 200 | 200756 |
| Coterra Energy Inc., 3.90%, 05/15/27 | 12 | 11524 |
| CrownRock LP/CrownRock Finance Inc., 5.63%, 10/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/23)<sup>(b)</sup> | 525 | 513529 |
| CVR Energy Inc., 5.25%, 02/15/25 (Call 02/15/23)<sup>(b)</sup> | 250 | 241355 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 09/15/24 (Call 06/15/24) | 391 | 392204 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/15/27 (Call 10/15/23) | 65 | 65429 |
| &nbsp;&nbsp;&nbsp;5.85%, 12/15/25 (Call 09/15/25) | 280 | 287070 |
| Diamondback Energy Inc., 3.25%, 12/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/01/26) | 336 | 318048 |
| Earthstone Energy Holdings LLC, 8.00%, 04/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/15/24)<sup>(b)</sup> | 230 | 224347 |
| Ecopetrol SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/16/25<sup>(d)</sup> | 515 | 498932 |
| &nbsp;&nbsp;&nbsp;5.38%, 06/26/26 (Call 03/26/26) | 700 | 676368 |
| Empresa Nacional del Petroleo |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 08/05/26 (Call 05/05/26)<sup>(c)</sup> | 400 | 376792 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/30/24<sup>(c)</sup> | 284 | 277999 |
| Energean Israel Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/30/24 (Call 12/30/23)<sup>(b)</sup> | 300 | 292692 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/30/26 (Call 12/30/25)<sup>(b)</sup> | 300 | 282675 |
| Energy Ventures Gom LLC/EnVen Finance Corp., 11.75%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;04/15/26 (Call 04/15/23)<sup>(b)</sup> | 136 | 142289 |
| EnQuest PLC, 11.63%, 11/01/27 (Call 11/01/24)<sup>(b)</sup> | 120 | 117828 |
| Ensign Drilling Inc., 9.25%, 04/15/24 (Call 04/15/23)<sup>(b)</sup> | 190 | 185178 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 04/01/25 (Call 01/01/25) | 216 | 209948 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/15/26 (Call 10/15/25) | 40 | 39766 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/15/26 (Call 05/15/23)<sup>(b)(d)</sup> | 234 | 219040 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/01/27 (Call 07/01/27) | 515 | 488390 |
| &nbsp;&nbsp;&nbsp;5.68%, 10/01/25 (Call 10/04/23) | 75 | 75064 |
| &nbsp;&nbsp;&nbsp;6.13%, 02/01/25 (Call 01/01/25) | 535 | 541062 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 01/22/26 (Call 12/22/25) | 462 | 428949 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/06/25 (Call 03/06/25) | 1269 | 1226666 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/06/27 (Call 02/06/27) | 50 | 47795 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/10/24 | 310 | 304445 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.02%, 08/16/24 (Call 07/16/24) | 682 | 657741 |
| &nbsp;&nbsp;&nbsp;2.28%, 08/16/26 (Call 06/16/26) | 212 | 198315 |
| &nbsp;&nbsp;&nbsp;2.71%, 03/06/25 (Call 12/06/24) | 750 | 727650 |
| &nbsp;&nbsp;&nbsp;2.99%, 03/19/25 (Call 02/19/25) | 1170 | 1138094 |
| &nbsp;&nbsp;&nbsp;3.04%, 03/01/26 (Call 12/01/25) | 1422 | 1371078 |
| &nbsp;&nbsp;&nbsp;3.18%, 03/15/24 (Call 12/15/23) | 464 | 456636 |
| &nbsp;&nbsp;&nbsp;3.29%, 03/19/27 (Call 01/19/27) | 371 | 361469 |
| Geopark Ltd., 5.50%, 01/17/27 (Call 01/17/24)<sup>(c)</sup> | 200 | 178110 |
| GS Caltex Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/04/24<sup>(c)</sup> | 400 | 387364 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/05/26 | 200 | 194408 |
| Gulfport Energy Corp., 8.00%, 05/17/26 (Call 05/17/24) | 235 | 233115 |
| Harbour Energy PLC, 5.50%, 10/15/26 (Call 10/15/23)<sup>(b)</sup> | 225 | 207011 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/24 (Call 04/15/24) | 635 | 620643 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/01/27 (Call 01/01/27) | 257 | 251816 |
| HF Sinclair Corp., 5.88%, 04/01/26 (Call 01/01/26) | 388 | 391135 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Independence Energy Finance LLC, 7.25%, 05/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/01/23)<sup>(b)</sup> | $310 | $297522 |
| Ithaca Energy North Sea PLC, 9.00%, 07/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/15/23)<sup>(b)</sup> | 265 | 261404 |
| KazMunayGas National Co. JSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/24/25<sup>(c)</sup> | 400 | 392612 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/19/27<sup>(c)</sup> | 400 | 371880 |
| Korea National Oil Corp., 2.63%, 04/14/26<sup>(c)(d)</sup> | 400 | 372788 |
| Kosmos Energy Ltd., 7.13%, 04/04/26 (Call 03/02/23)<sup>(c)</sup> | 200 | 181302 |
| Laredo Petroleum Inc. |  |  |
| &nbsp;&nbsp;&nbsp;9.50%, 01/15/25 (Call 01/15/24) | 205 | 206839 |
| &nbsp;&nbsp;&nbsp;10.13%, 01/15/28 (Call 01/15/24) | 125 | 124504 |
| Leviathan Bond Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 06/30/25 (Call 03/30/25)<sup>(b)</sup> | 275 | 272275 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 06/30/27 (Call 12/30/26)<sup>(b)</sup> | 300 | 295311 |
| Lundin Energy Finance BV, 2.00%, 07/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/15/26)<sup>(b)</sup> | 300 | 272145 |
| Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas |  |  |
| Finance Corp., 6.00%, 08/01/26 (Call 08/01/23)<sup>(b)</sup> | 170 | 164466 |
| Marathon Oil Corp., 4.40%, 07/15/27 (Call 04/15/27) | 532 | 520073 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 09/15/24 (Call 06/15/24) | 538 | 528241 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/01/25 (Call 04/01/25) | 871 | 869964 |
| &nbsp;&nbsp;&nbsp;5.13%, 12/15/26 (Call 09/15/26) | 65 | 65725 |
| Matador Resources Co., 5.88%, 09/15/26 (Call 09/15/23) | 335 | 329737 |
| Medco Bell Pte Ltd., 6.38%, 01/30/27 (Call 01/30/24)<sup>(c)</sup> | 200 | 192714 |
| Medco Oak Tree Pte Ltd., 7.38%, 05/14/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/14/23)<sup>(c)</sup> | 200 | 199418 |
| MEG Energy Corp., 7.13%, 02/01/27 (Call 02/01/23)<sup>(b)</sup> | 265 | 271869 |
| Moss Creek Resources Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 01/15/26 (Call 01/15/24)<sup>(b)</sup> | 300 | 277089 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.50%, 05/15/27 (Call 05/15/23)<sup>(b)</sup> | 190 | 184556 |
| Murphy Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 08/15/25 (Call 08/15/23) | 114 | 113577 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/01/27 (Call 12/01/23) | 240 | 236650 |
| Nabors Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 02/01/25 (Call 11/01/24) | 225 | 218351 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 05/15/27 (Call 05/15/24)<sup>(b)</sup> | 315 | 315409 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.00%, 02/01/25 (Call 12/01/23)<sup>(b)</sup> | 88 | 89463 |
| Nabors Industries Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 01/15/26 (Call 07/15/23)<sup>(b)</sup> | 240 | 233400 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 01/15/28 (Call 01/15/24)<sup>(b)</sup> | 150 | 142942 |
| NAK Naftogaz Ukraine via Kondor Finance PLC, 7.63%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;11/08/26<sup>(c)(i)(j)</sup> | 200 | 41000 |
| Neptune Energy Bondco PLC, 6.63%, 05/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/15/23)<sup>(b)</sup> | 375 | 369450 |
| Oasis Petroleum Inc., 6.38%, 06/01/26 (Call 06/01/23)<sup>(b)</sup> | 185 | 182232 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 08/15/24 (Call 06/15/24) | 230 | 221313 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/27 (Call 11/15/26) | 95 | 87412 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/15/26 (Call 06/15/26) | 20 | 18584 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/15/26 (Call 01/15/26) | 110 | 104961 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/01/25 (Call 09/01/25) | 300 | 301965 |
| &nbsp;&nbsp;&nbsp;5.55%, 03/15/26 (Call 12/15/25) | 460 | 464996 |
| &nbsp;&nbsp;&nbsp;5.88%, 09/01/25 (Call 06/01/25) | 355 | 359395 |
| &nbsp;&nbsp;&nbsp;6.95%, 07/01/24 | 106 | 107866 |
| &nbsp;&nbsp;&nbsp;8.50%, 07/15/27 (Call 01/15/27) | 215 | 237865 |
| Oil and Gas Holding Co. BSCC (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 10/25/27<sup>(c)</sup> | 400 | 415912 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 11/07/24<sup>(c)</sup> | 415 | 424690 |
| Oil India International Pte Ltd., 4.00%, 04/21/27<sup>(c)</sup> | 200 | 189804 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Oil India Ltd., 5.38%, 04/17/24<sup>(c)</sup> | $200 | $199596 |
| ONGC Videsh Vankorneft Pte Ltd., 3.75%, 07/27/26<sup>(c)</sup> | 600 | 566580 |
| Ovintiv Exploration Inc., 5.38%, 01/01/26 (Call 10/01/25) | 365 | 367398 |
| Par Petroleum LLC/Par Petroleum Finance Corp., 7.75%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;12/15/25 (Call 12/15/23)<sup>(b)</sup> | 130 | 128153 |
| Parkland Corp., 5.88%, 07/15/27 (Call 07/15/23)<sup>(b)</sup> | 250 | 240160 |
| PBF Holding Co. LLC/PBF Finance Corp., 7.25%, |  |  |
| &nbsp;&nbsp;&nbsp;06/15/25 (Call 06/15/23) | 305 | 303951 |
| PDC Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 05/15/26 (Call 05/15/23) | 330 | 319133 |
| &nbsp;&nbsp;&nbsp;6.13%, 09/15/24 (Call 03/03/23) | 108 | 107408 |
| Penn Virginia Holdings LLC., 9.25%, 08/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/15/23)<sup>(b)</sup> | 185 | 187435 |
| Permian Resources Operating LLC, 5.38%, 01/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/03/23)<sup>(b)(d)</sup> | 130 | 122595 |
| Pertamina Persero PT, 1.40%, 02/09/26 (Call 01/09/26)<sup>(c)</sup> | 400 | 360576 |
| Petrobras Global Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;5.30%, 01/27/25 | 300 | 298437 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/27/28 | 400 | 401188 |
| &nbsp;&nbsp;&nbsp;7.38%, 01/17/27 | 525 | 549764 |
| Petrofac Ltd., 9.75%, 11/15/26 (Call 11/15/23)<sup>(b)</sup> | 300 | 195786 |
| Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/25 | 200 | 192046 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/23/26 | 500 | 466560 |
| &nbsp;&nbsp;&nbsp;6.49%, 01/23/27 (Call 11/23/26) | 670 | 631964 |
| &nbsp;&nbsp;&nbsp;6.50%, 03/13/27 | 1770 | 1671269 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 10/16/25 (Call 09/16/25)<sup>(d)</sup> | 450 | 450886 |
| &nbsp;&nbsp;&nbsp;6.88%, 08/04/26 | 1100 | 1076174 |
| Petron Corp., 5.95%, (Call 04/19/26)<sup>(a)(c)(e)</sup> | 200 | 175670 |
| Petronas Capital Ltd., 3.50%, 03/18/25<sup>(c)</sup> | 900 | 878247 |
| Petrorio Luxembourg Trading Sarl, 6.13%, 06/09/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/09/24)<sup>(c)</sup> | 200 | 192858 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 02/15/26 (Call 01/15/26) | 285 | 259179 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 10/01/26 (Call 07/01/26)<sup>(b)</sup> | 125 | 118991 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.61%, 02/15/25 (Call 11/15/24)<sup>(b)</sup> | 357 | 348100 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/09/25 (Call 03/09/25) | 618 | 608273 |
| Pioneer Natural Resources Co., 1.13%, 01/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/15/25) | 300 | 271530 |
| Precision Drilling Corp., 7.13%, 01/15/26 (Call 11/15/23)<sup>(b)</sup> | 175 | 174088 |
| PTTEP Treasury Center Co. Ltd., 2.59%, 06/10/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/10/27)<sup>(c)</sup> | 200 | 182998 |
| Puma International Financing SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/24/26 (Call 02/13/23)<sup>(b)</sup> | 400 | 367284 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 10/06/24 (Call 02/13/23)<sup>(b)</sup> | 200 | 193658 |
| Qatar Energy, 1.38%, 09/12/26 (Call 08/12/26)<sup>(c)</sup> | 600 | 540774 |
| Raizen Fuels Finance SA, 5.30%, 01/20/27<sup>(c)</sup> | 400 | 392708 |
| Range Resources Corp., 4.88%, 05/15/25 (Call 02/15/25) | 345 | 334954 |
| Ras Laffan Liquefied Natural Gas Co. Ltd. 3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.84%, 09/30/27<sup>(b)</sup> | 407 | 413347 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.33%, 09/30/27<sup>(b)</sup> | 206 | 210361 |
| Reliance Industries Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.67%, 11/30/27<sup>(c)</sup> | 250 | 236765 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/28/25<sup>(c)</sup> | 550 | 538202 |
| SA Global Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 06/17/24 (Call 05/17/24)<sup>(c)</sup> | 600 | 568290 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 06/17/26 (Call 05/17/26)<sup>(c)</sup> | 600 | 551058 |
| Saudi Arabian Oil Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 11/24/25 (Call 10/24/25)<sup>(c)</sup> | 400 | 369360 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/16/24<sup>(c)</sup> | 800 | 779680 |
| SEPLAT Energy PLC, 7.75%, 04/01/26 (Call 04/01/23)<sup>(c)</sup> | 400 | 348156 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Shelf Drilling Holdings Ltd., 8.25%, 02/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/15/23)<sup>(c)</sup> | $395 | $373251 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 11/07/24 (Call 10/07/24) | 804 | 771583 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/12/26 | 435 | 409848 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/10/26 | 202 | 192843 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/11/25 | 1594 | 1557083 |
| Sinopec Group Overseas Development 2014 Ltd., 4.38%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;04/10/24<sup>(c)</sup> | 600 | 597204 |
| Sinopec Group Overseas Development 2015 Ltd., 3.25%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;04/28/25<sup>(c)(d)</sup> | 676 | 653564 |
| Sinopec Group Overseas Development 2016 Ltd., 2.75%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;09/29/26<sup>(c)</sup> | 600 | 563196 |
| Sinopec Group Overseas Development 2018 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/08/26 (Call 12/08/25)<sup>(c)</sup> | 800 | 731440 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 05/13/25 (Call 04/13/25)<sup>(c)</sup> | 800 | 754224 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/08/24 (Call 07/08/24)<sup>(c)</sup> | 400 | 386856 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/12/24 (Call 10/12/24)<sup>(c)</sup> | 400 | 384648 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 09/12/25<sup>(c)</sup> | 200 | 196578 |
| SM Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.63%, 06/01/25 (Call 06/01/23) | 150 | 147046 |
| &nbsp;&nbsp;&nbsp;6.63%, 01/15/27 (Call 01/15/24) | 180 | 175774 |
| &nbsp;&nbsp;&nbsp;6.75%, 09/15/26 (Call 09/15/23) | 195 | 191991 |
| Southwestern Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 01/23/25 (Call 10/23/24)<sup>(d)</sup> | 185 | 183555 |
| &nbsp;&nbsp;&nbsp;7.75%, 10/01/27 (Call 10/01/23) | 175 | 182483 |
| Strathcona Resources Ltd., 6.88%, 08/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/01/23)<sup>(b)</sup> | 220 | 189446 |
| Sunoco LP/Sunoco Finance Corp., 6.00%, 04/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/15/23) | 260 | 259875 |
| Talos Production Inc., 12.00%, 01/15/26 (Call 01/15/24) | 295 | 312853 |
| Tap Rock Resources LLC, 7.00%, 10/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/01/23)<sup>(b)</sup> | 225 | 213284 |
| Tengizchevroil Finance Co. International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 08/15/25 (Call 05/15/25)<sup>(c)</sup> | 400 | 358544 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/15/26<sup>(c)</sup> | 400 | 355976 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;2.43%, 01/10/25 (Call 10/10/24) | 683 | 657927 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/10/24 | 621 | 614945 |
| Transocean Guardian Ltd., 5.88%, 01/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/15/23)<sup>(b)</sup> | 139 | 140928 |
| Transocean Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 11/01/25 (Call 11/01/23)<sup>(b)</sup> | 150 | 142572 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 01/15/26 (Call 01/15/24)<sup>(b)</sup> | 256 | 240481 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 02/01/27 (Call 02/01/23)<sup>(b)</sup> | 270 | 247657 |
| &nbsp;&nbsp;&nbsp;&nbsp;11.50%, 01/30/27 (Call 07/30/23)<sup>(b)</sup> | 295 | 308033 |
| Transocean Pontus Ltd., 6.13%, 08/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/01/23)<sup>(b)</sup> | 163 | 166988 |
| Transocean Poseidon Ltd., 6.88%, 02/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/01/23)<sup>(b)</sup> | 214 | 212838 |
| Transocean Titan Financing Ltd., 8.38%, 02/01/28 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/01/25) | 55 | 57076 |
| Tullow Oil PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 03/01/25 (Call 03/02/23)<sup>(c)</sup> | 400 | 285488 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.25%, 05/15/26 (Call 05/15/23)<sup>(c)</sup> | 625 | 537737 |
| Turkiye Petrol Rafinerileri AS, 4.50%, 10/18/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/20/24)<sup>(c)</sup> | 400 | 382524 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 09/15/27 (Call 07/15/27) | 100 | 89992 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/15/26 (Call 06/15/26) | 50 | 47952 |
| Var Energi ASA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/18/27 (Call 04/18/27)<sup>(b)</sup> | 50 | 48225 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 01/15/28 (Call 12/15/27)<sup>(b)</sup> | $200 | $210712 |
| Vermilion Energy Inc., 5.63%, 03/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/15/23)<sup>(b)(d)</sup> | 140 | 137714 |
| Viper Energy Partners LP, 5.38%, 11/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/01/23)<sup>(b)</sup> | 170 | 164592 |
| W&T Offshore Inc., 11.75%, 02/01/26 | 125 | 127185 |
| Woodside Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 03/05/25 (Call 12/05/24)<sup>(b)</sup> | 605 | 586729 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 09/15/26 (Call 06/15/26)<sup>(b)</sup> | 395 | 377328 |
| YPF SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 07/21/27<sup>(c)</sup> | 250 | 200490 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 07/28/25<sup>(c)</sup> | 760 | 697558 |
| YPF Sociedad Anonima, 9.00%, 02/12/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/12/25)<sup>(c)(g)</sup> | 275 | 271373 |
|  |  | 77246633 |
| **Oil & Gas Services — 0.1%** |  |  |
| Archrock Partners LP/Archrock Partners Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 04/01/27 (Call 04/01/23)<sup>(b)</sup> | 220 | 215395 |
| Baker Hughes Holdings LLC/Baker Hughes |  |  |
| Co-Obligor Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.06%, 12/15/26 (Call 11/15/26) | 355 | 323398 |
| &nbsp;&nbsp;&nbsp;3.34%, 12/15/27 (Call 09/15/27) | 50 | 47403 |
| CGG SA, 8.75%, 04/01/27 (Call 04/01/24)<sup>(b)(d)</sup> | 200 | 177930 |
| COSL Singapore Capital Ltd., 1.88%, 06/24/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/24/25)<sup>(c)</sup> | 600 | 558354 |
| CSI Compressco LP/CSI Compressco Finance Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/01/25 (Call 04/01/23)<sup>(b)</sup> | 170 | 161451 |
| Enerflex Ltd., 9.00%, 10/15/27 (Call 10/15/24)<sup>(b)</sup> | 270 | 274863 |
| Halliburton Co., 3.80%, 11/15/25 (Call 08/15/25) | 222 | 218319 |
| KCA Deutag UK Finance PLC, 9.88%, 12/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/13/23)<sup>(b)</sup> | 200 | 193580 |
| KLX Energy Services Holdings Inc., 11.50%, 11/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/01/23)<sup>(b)</sup> | 110 | 103953 |
| Oceaneering International Inc., 4.65%, 11/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/30/24) | 185 | 180586 |
| Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/17/25) | 342 | 317783 |
| Schlumberger Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/01/24 (Call 04/01/24)<sup>(b)</sup> | 398 | 392882 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/21/25 (Call 09/21/25)<sup>(b)</sup> | 580 | 569693 |
| TechnipFMC PLC, 6.50%, 02/01/26 (Call 02/01/23)<sup>(b)</sup> | 17 | 16895 |
| Transocean Phoenix 2 Ltd., 7.75%, 10/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/23)<sup>(b)</sup> | 101 | 102572 |
| Transocean Proteus Ltd., 6.25%, 12/01/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/01/23)<sup>(b)(d)</sup> | 110 | 111129 |
| USA Compression Partners LP/USA Compression |  |  |
| &nbsp;&nbsp;&nbsp;Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.88%, 04/01/26 (Call 04/01/23) | 325 | 318932 |
| &nbsp;&nbsp;&nbsp;6.88%, 09/01/27 (Call 09/01/23) | 325 | 315344 |
| Weatherford International Ltd., 11.00%, 12/01/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/01/23)<sup>(b)</sup> | 79 | 81396 |
|  |  | 4681858 |
| **Packaging & Containers — 0.3%** |  |  |
| Amcor Finance USA Inc., 3.63%, 04/28/26 (Call 01/28/26) | 160 | 153662 |
| Amcor Flexibles North America Inc., 4.00%, 05/17/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/17/25) | 327 | 320166 |
| ARD Finance SA, 6.50%, 06/30/27 (Call 11/15/23), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(7.25% PIK)<sup>(b)(f)</sup> | 370 | 289947 |
| Ardagh Metal Packaging Finance USA LLC/Ardagh Metal |  |  |
| &nbsp;&nbsp;&nbsp;Packaging Finance PLC, 6.00%, 06/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/15/24)<sup>(b)</sup> | 250 | 250010 |
| Ardagh Packaging Finance PLC/Ardagh Holdings USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/15/26 (Call 08/15/23)<sup>(b)</sup> | 525 | 479241 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Packaging & Containers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/30/25 (Call 04/30/23)<sup>(b)</sup> | $300 | $293808 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 08/15/27 (Call 08/15/23)<sup>(b)</sup> | 775 | 637066 |
| Ball Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/26 (Call 12/15/25) | 339 | 334024 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/01/25 | 417 | 414794 |
| Berry Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.57%, 01/15/26 (Call 12/15/25) | 813 | 734302 |
| &nbsp;&nbsp;&nbsp;1.65%, 01/15/27 (Call 12/15/26) | 451 | 394593 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/15/26 (Call 02/15/23)<sup>(b)</sup> | 125 | 121379 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 07/15/26 (Call 07/15/23)<sup>(b)</sup> | 267 | 259941 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 07/15/27 (Call 07/15/23)<sup>(b)(d)</sup> | 235 | 231017 |
| Brambles USA Inc., 4.13%, 10/23/25 (Call 07/25/25)<sup>(b)</sup> | 195 | 190174 |
| Cascades Inc./Cascades USA Inc., 5.13%, 01/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/15/24)<sup>(b)</sup> | 105 | 98009 |
| CCL Industries Inc., 3.25%, 10/01/26 (Call 07/01/26)<sup>(b)</sup> | 5 | 4596 |
| Crown Americas LLC/Crown Americas Capital Corp. V, |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 09/30/26 (Call 03/31/26) | 175 | 167375 |
| Crown Americas LLC/Crown Americas Capital Corp. VI, |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 02/01/26 (Call 02/01/23) | 375 | 365906 |
| Crown Cork & Seal Co. Inc., 7.38%, 12/15/26 | 165 | 172324 |
| Graphic Packaging International LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.51%, 04/15/26 (Call 03/15/26)<sup>(b)</sup> | 407 | 361233 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/15/24 (Call 05/15/24) | 125 | 123005 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 07/15/27 (Call 04/15/27)<sup>(b)</sup> | 130 | 125080 |
| LABL Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 07/15/26 (Call 07/15/23)<sup>(b)</sup> | 310 | 300437 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.50%, 07/15/27 (Call 07/15/23)<sup>(b)</sup> | 290 | 275784 |
| Matthews International Corp., 5.25%, 12/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/01/23)<sup>(b)</sup> | 136 | 129767 |
| Mauser Packaging Solutions Holding Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/15/24 (Call 02/24/23)<sup>(b)</sup> | 600 | 599448 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 04/15/25 (Call 03/03/23)<sup>(b)</sup> | 570 | 554405 |
| &nbsp;&nbsp;&nbsp;7.88%, 08/15/26 | 550 | 554813 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 04/15/24 (Call 04/15/23)<sup>(b)</sup> | 75 | 76682 |
| Owens-Brockway Glass Container Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 01/15/25<sup>(b)</sup> | 134 | 130007 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 08/15/25<sup>(b)</sup> | 130 | 127474 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 05/13/27 (Call 05/15/23)<sup>(b)</sup> | 275 | 270347 |
| Packaging Corp. of America, 3.65%, 09/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 06/15/24) | 147 | 143925 |
| Pactiv Evergreen Group Issuer Inc./Pactiv Evergreen |  |  |
| Group Issuer LLC/Reynolds Gro, 4.00%, 10/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/23)<sup>(b)</sup> | 445 | 399761 |
| Pactiv LLC |  |  |
| &nbsp;&nbsp;&nbsp;7.95%, 12/15/25 | 100 | 99106 |
| &nbsp;&nbsp;&nbsp;8.38%, 04/15/27 | 70 | 68798 |
| Sealed Air Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.57%, 10/15/26 (Call 09/15/26)<sup>(b)</sup> | 197 | 173273 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/01/27 (Call 09/01/27)<sup>(b)</sup> | 177 | 163691 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 12/01/24 (Call 09/01/24)<sup>(b)</sup> | 184 | 183205 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/15/25 (Call 06/15/25)<sup>(b)(d)</sup> | 170 | 169152 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 02/01/28 (Call 02/01/24)<sup>(b)</sup> | 120 | 121118 |
| Silgan Holdings Inc., 1.40%, 04/01/26 (Call 03/01/26)<sup>(b)</sup> | 227 | 202992 |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 02/01/25 (Call 02/01/23) | 476 | 446997 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/01/27 (Call 01/01/27) | 325 | 295861 |
| Trident TPI Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 11/01/25 (Call 02/13/23)<sup>(b)</sup> | 110 | 99219 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.25%, 08/01/24 (Call 08/01/23)<sup>(b)</sup> | 160 | 157179 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Packaging & Containers (continued)** |  |  |
| Trivium Packaging Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/15/26 (Call 08/15/23)<sup>(b)</sup> | $475 | $456375 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 08/15/27 (Call 08/15/23)<sup>(b)</sup> | 300 | 288747 |
| WRKCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/24 (Call 07/15/24) | 431 | 416018 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/25 (Call 01/15/25) | 365 | 355879 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/15/26 (Call 01/15/26) | 649 | 646806 |
|  |  | 14428918 |
| **Pharmaceuticals — 1.0%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 11/21/24 (Call 10/21/24) | 1513 | 1458139 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (Call 09/21/26) | 1837 | 1742633 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/14/26 (Call 02/14/26) | 1242 | 1193264 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/14/25 (Call 02/14/25) | 1749 | 1705712 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 1450 | 1422914 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/24 (Call 03/15/24) | 625 | 617400 |
| AmerisourceBergen Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 12/01/24) | 270 | 261368 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 02/15/24) | 414 | 405981 |
| Astrazeneca Finance LLC, 1.20%, 05/28/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/28/26) | 324 | 292799 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 04/08/26 (Call 03/08/26) | 957 | 854122 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/12/27 (Call 03/12/27) | 65 | 62216 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/16/25 | 1108 | 1082017 |
| Bausch Health Americas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 01/31/27 (Call 07/31/23)<sup>(b)</sup> | 200 | 105474 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.25%, 04/01/26 (Call 04/01/23)<sup>(b)(d)</sup> | 330 | 245414 |
| Bausch Health Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 01/15/28 (Call 01/15/24)<sup>(b)</sup> | 100 | 46110 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.00%, 12/15/25 (Call 12/15/23)<sup>(b)(d)</sup> | 405 | 319440 |
| Bausch Health Cos. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/01/25 (Call 03/03/23)<sup>(b)</sup> | 740 | 627106 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 08/15/27 (Call 08/15/23)<sup>(b)</sup> | 240 | 161868 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 02/01/27 (Call 02/01/24)<sup>(b)</sup> | 425 | 289756 |
| Bayer U.S. Finance II LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/15/24 (Call 04/15/24)<sup>(b)</sup> | 667 | 650605 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/15/25 (Call 10/15/25)<sup>(b)</sup> | 1090 | 1071176 |
| Bayer U.S. Finance LLC, 3.38%, 10/08/24<sup>(b)</sup> | 860 | 836341 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.36%, 06/06/24 (Call 04/06/24) | 677 | 663805 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/06/27 (Call 03/06/27) | 872 | 848439 |
| &nbsp;&nbsp;&nbsp;3.73%, 12/15/24 (Call 09/15/24) | 387 | 380231 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 11/13/25 (Call 10/13/25) | 593 | 538450 |
| &nbsp;&nbsp;&nbsp;2.90%, 07/26/24 (Call 06/26/24) | 1409 | 1376015 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 04/15/26) | 1043 | 1010500 |
| &nbsp;&nbsp;&nbsp;3.45%, 11/15/27 (Call 08/15/27) | 15 | 14565 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/24 (Call 02/15/24) | 170 | 168183 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.08%, 06/15/24 (Call 04/15/24) | 574 | 559604 |
| &nbsp;&nbsp;&nbsp;3.41%, 06/15/27 (Call 03/15/27) | 32 | 30504 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 08/15/24) | 399 | 388989 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/25 (Call 06/15/25) | 468 | 456876 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.61%, 03/15/24 (Call 03/03/23) | 525 | 500582 |
| &nbsp;&nbsp;&nbsp;1.25%, 03/15/26 (Call 02/15/26) | 349 | 314788 |
| &nbsp;&nbsp;&nbsp;3.05%, 10/15/27 (Call 07/15/27) | 15 | 14071 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/25 (Call 01/15/25) | 685 | 665224 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/27 (Call 12/01/26) | 170 | 162746 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/24 (Call 03/17/24) | $515 | $506029 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (Call 09/15/25) | 664 | 656503 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/25/26 (Call 11/27/25) | 660 | 657835 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 08/21/27 (Call 06/21/27) | 147 | 127436 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/15/24 (Call 07/15/24) | 690 | 668617 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/01/26 (Call 03/01/26) | 919 | 869549 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/26 (Call 06/15/26) | 372 | 351823 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/12/24 (Call 05/12/24) | 524 | 513274 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 02/01/27) | 997 | 963780 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/20/25 (Call 04/20/25) | 1501 | 1471175 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/25/25 (Call 01/25/25) | 470 | 466334 |
| EMD Finance LLC, 3.25%, 03/19/25 (Call 12/19/24)<sup>(b)</sup> | 1136 | 1099319 |
| GlaxoSmithKline Capital Inc., 3.63%, 05/15/25 | 208 | 204990 |
| GlaxoSmithKline Capital PLC, 3.00%, 06/01/24 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/01/24) | 869 | 850708 |
| Herbalife Nutrition Ltd./HLF Financing Inc., 7.88%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;09/01/25 (Call 03/03/23)<sup>(b)</sup> | 260 | 245133 |
| Hikma Finance USA LLC, 3.25%, 07/09/25<sup>(c)</sup> | 200 | 188898 |
| Horizon Therapeutics USA Inc., 5.50%, 08/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/01/23)<sup>(b)</sup> | 250 | 255240 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 09/01/25 (Call 08/01/25) | 525 | 480128 |
| &nbsp;&nbsp;&nbsp;0.95%, 09/01/27 (Call 07/01/27) | 85 | 74776 |
| &nbsp;&nbsp;&nbsp;2.45%, 03/01/26 (Call 12/01/25) | 340 | 324550 |
| &nbsp;&nbsp;&nbsp;2.63%, 01/15/25 (Call 11/15/24) | 481 | 466099 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/03/27 (Call 12/03/26) | 140 | 134938 |
| Lannett Co. Inc., 7.75%, 04/15/26 (Call 04/15/23)<sup>(b)</sup> | 150 | 38592 |
| Mallinckrodt International Finance SA/Mallinckrodt |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;CB LLC, 10.00%, 04/15/25 (Call 04/15/23)<sup>(b)(d)</sup> | 140 | 95747 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 12/03/25 (Call 11/03/25) | 120 | 107992 |
| &nbsp;&nbsp;&nbsp;1.30%, 08/15/26 (Call 07/15/26) | 587 | 523915 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/24 (Call 12/15/23) | 467 | 460714 |
| Mead Johnson Nutrition Co., 4.13%, 11/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/15/25) | 740 | 731941 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 02/24/26 (Call 01/24/26) | 395 | 355453 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/10/27 (Call 05/10/27) | 260 | 234889 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/10/25 (Call 11/10/24) | 605 | 586402 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/07/24 (Call 02/07/24) | 824 | 807619 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 02/14/25 (Call 01/14/25) | 465 | 441411 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/14/27 (Call 12/14/26) | 400 | 370548 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/25 (Call 08/20/25) | 995 | 960663 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/17/27 (Call 02/17/27) | 160 | 154139 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/06/24 | 1288 | 1269981 |
| Owens & Minor Inc., 4.38%, 12/15/24 (Call 09/15/24) | 120 | 117286 |
| P&L Development LLC/PLD Finance Corp., 7.75%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;11/15/25 (Call 11/15/23)<sup>(b)</sup> | 195 | 158334 |
| Perrigo Finance Unlimited Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 12/15/24 (Call 09/15/24) | 300 | 290439 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/26 (Call 12/15/25) | 325 | 308444 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.80%, 05/28/25 (Call 04/28/25) | 696 | 643027 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/03/26 | 382 | 365494 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/24 (Call 02/15/24) | 539 | 528953 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/15/26<sup>(d)</sup> | 415 | 399637 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 | 577 | 568703 |
| PRA Health Sciences Inc., 2.88%, 07/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/15/23)<sup>(b)</sup> | 235 | 215037 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | Par<br> (000) | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| Shire Acquisitions Investments Ireland DAC, 3.20%, |  |  |
| &nbsp;&nbsp;&nbsp;09/23/26 (Call 06/23/26) | $1292 | $1234519 |
| Teva Pharmaceutical Finance Netherlands III BV |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 10/01/26 | 1550 | 1389978 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/09/27 (Call 02/09/27) | 500 | 464680 |
| &nbsp;&nbsp;&nbsp;6.00%, 04/15/24 (Call 01/15/24) | 600 | 598038 |
| &nbsp;&nbsp;&nbsp;7.13%, 01/31/25 (Call 10/31/24) | 350 | 354711 |
| Utah Acquisition Sub Inc., 3.95%, 06/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/15/26) | 1112 | 1059758 |
| Viatris Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 06/22/25 (Call 05/22/25) | 549 | 504778 |
| &nbsp;&nbsp;&nbsp;2.30%, 06/22/27 (Call 04/22/27) | 200 | 176392 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/12/27 (Call 06/15/27) | 47 | 44348 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/13/25 (Call 08/13/25) | 65 | 64806 |
|  |  | 51749929 |
| Pipelines — 0.9% |  |  |
| Antero Midstream Partners LP/Antero Midstream |  |  |
| Finance Corp. |  |  |
| 5.75%, 03/01/27 (Call 03/01/23)(b) | 280 | 271533 |
| 5.75%, 01/15/28 (Call 01/15/24)<sup>(b)</sup> | 75 | 71915 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 05/15/26 (Call 05/15/23)<sup>(b)</sup> | 230 | 235996 |
| Blue Racer Midstream LLC/Blue Racer Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 07/15/26 (Call 07/15/23)<sup>(b)</sup> | 130 | 128528 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 12/15/25 (Call 12/15/23)<sup>(b)</sup> | 285 | 289380 |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 07/15/27 (Call 04/15/27) | 215 | 209509 |
| &nbsp;&nbsp;&nbsp;4.95%, 12/15/24 (Call 09/15/24) | 479 | 475805 |
| &nbsp;&nbsp;&nbsp;5.95%, 06/01/26 (Call 03/01/26) | 50 | 51287 |
| Buckeye Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/26 (Call 09/01/26) | 265 | 243161 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 03/01/25 (Call 02/01/25)<sup>(b)</sup> | 230 | 218643 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/01/27 (Call 09/01/27) | 175 | 158286 |
| &nbsp;&nbsp;&nbsp;4.35%, 10/15/24 (Call 07/15/24) | 125 | 121270 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 06/30/27 (Call 01/01/27) | 682 | 687060 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/31/25 (Call 10/02/24) | 951 | 960719 |
| CNPC Global Capital Ltd., 1.35%, 06/23/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/23/25)<sup>(c)</sup> | 400 | 368568 |
| Colorado Interstate Gas Co. LLC/Colorado Interstate |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Issuing Corp., 4.15%, 08/15/26 (Call 05/15/26)<sup>(b)</sup> | 200 | 193070 |
| Columbia Pipeline Group Inc., 4.50%, 06/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/01/25) | 231 | 229071 |
| Crestwood Midstream Partners LP/Crestwood Midstream |  |  |
| &nbsp;&nbsp;&nbsp;Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 05/01/27 (Call 05/01/23)<sup>(b)(d)</sup> | 255 | 243885 |
| &nbsp;&nbsp;&nbsp;5.75%, 04/01/25 (Call 04/01/23) | 235 | 231757 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 07/15/25 (Call 04/15/25) | 542 | 541984 |
| &nbsp;&nbsp;&nbsp;5.63%, 07/15/27 (Call 04/15/27) | 297 | 302224 |
| Delek Logistics Partners LP/Delek Logistics Finance |  |  |
| &nbsp;&nbsp;&nbsp;Corp., 6.75%, 05/15/25 (Call 05/15/23) | 120 | 117127 |
| Enbridge Energy Partners LP, 5.88%, 10/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 07/15/25) | 10 | 10231 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 10/04/26 (Call 09/04/26) | 632 | 565115 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/25 (Call 12/15/24) | 611 | 582399 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/14/25 | 97 | 92377 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/10/24 (Call 03/10/24) | 626 | 613023 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/15/27 (Call 04/15/27) | 135 | 129653 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/26 (Call 09/01/26) | 115 | 112677 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/25 (Call 04/15/25) | $653 | $623295 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/24 (Call 02/15/24) | 450 | 442363 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/15/26 (Call 04/15/26) | 250 | 240723 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/27 (Call 07/01/27) | 300 | 287148 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/15/25 (Call 12/15/24) | 558 | 547376 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/27 (Call 01/15/27) | 375 | 363473 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/24 (Call 01/01/24) | 435 | 430285 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/27 (Call 12/15/26) | 102 | 99671 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/24 (Call 03/15/24) | 398 | 394740 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/26 (Call 10/15/25) | 428 | 424914 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/27 (Call 03/01/27) | 114 | 115689 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/01/25 (Call 09/01/25) | 370 | 378617 |
| EnLink Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 06/01/25 (Call 03/01/25) | 189 | 182319 |
| &nbsp;&nbsp;&nbsp;4.85%, 07/15/26 (Call 04/15/26) | 215 | 208741 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 02/15/26 (Call 11/15/25) | 92 | 89987 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/25 (Call 11/15/24) | 890 | 876089 |
| &nbsp;&nbsp;&nbsp;3.95%, 02/15/27 (Call 11/15/26) | 90 | 88198 |
| &nbsp;&nbsp;&nbsp;5.05%, 01/10/26 | 350 | 355142 |
| &nbsp;&nbsp;&nbsp;Series E, 5.25%, 08/16/77 (Call 08/16/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.033%)<sup>(a)</sup> | 500 | 437795 |
| EQM Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/24 (Call 05/01/24) | 120 | 116257 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/01/26 (Call 09/01/26) | 215 | 195205 |
| &nbsp;&nbsp;&nbsp;6.00%, 07/01/25 (Call 04/01/25)<sup>(b)</sup> | 170 | 167430 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/01/27 (Call 01/01/27)<sup>(b)</sup> | 380 | 371659 |
| &nbsp;&nbsp;&nbsp;7.50%, 06/01/27 (Call 06/01/24)<sup>(b)</sup> | 225 | 225621 |
| Florida Gas Transmission Co. LLC, 4.35%, 07/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/15/25)<sup>(b)</sup> | 430 | 420261 |
| FTAI Infra Escrow Holdings LLC, 10.50%, 06/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 06/01/25)<sup>(b)</sup> | 210 | 211413 |
| Galaxy Pipeline Assets Bidco Ltd., 1.75%, 09/30/27<sup>(c)</sup> | 325 | 301826 |
| Genesis Energy LP/Genesis Energy Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 05/15/26 (Call 02/15/23) | 145 | 138900 |
| &nbsp;&nbsp;&nbsp;6.50%, 10/01/25 (Call 10/01/23) | 239 | 234882 |
| &nbsp;&nbsp;&nbsp;8.00%, 01/15/27 (Call 01/15/24) | 417 | 411671 |
| Global Partners LP/GLP Finance Corp., 7.00%, 08/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/01/23) | 185 | 178519 |
| Gray Oak Pipeline LLC, 2.60%, 10/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/15/25)<sup>(b)</sup> | 430 | 394091 |
| Gulfstream Natural Gas System LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 09/15/25 (Call 06/15/25)<sup>(b)</sup> | 355 | 345323 |
| &nbsp;&nbsp;&nbsp;6.19%, 11/01/25<sup>(b)</sup> | 100 | 100796 |
| Hess Midstream Operations LP, 5.63%, 02/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/15/23)<sup>(b)</sup> | 368 | 364342 |
| Holly Energy Partners LP/Holly Energy Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;6.38%, 04/15/27 (Call 04/15/24)<sup>(b)</sup> | 200 | 198100 |
| Howard Midstream Energy Partners LLC, 6.75%, 01/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/01/24)<sup>(b)</sup> | 185 | 180366 |
| KazTransGas JSC, 4.38%, 09/26/27<sup>(c)</sup> | 200 | 183778 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 09/01/24 (Call 06/01/24) | 566 | 559140 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/01/24 (Call 02/01/24) | 460 | 456881 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 11/15/26 (Call 10/15/26) | 255 | 228840 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/01/25 (Call 03/01/25) | 925 | 915861 |
| Magellan Midstream Partners LP, 5.00%, 03/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/01/25) | 125 | 125859 |
| Martin Midstream Partners LP/Martin Midstream Finance |  |  |
| &nbsp;&nbsp;&nbsp;Corp., 11.50%, 02/28/25 (Call 03/03/23)<sup>(b)</sup> | 140 | 140081 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| Midwest Connector Capital Co. LLC, 3.90%, 04/01/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/01/24)<sup>(b)</sup> | $611 | $596800 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/01/26 (Call 02/01/26) | 1079 | 982203 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/15/25 (Call 11/15/24) | 224 | 219117 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/01/27 (Call 12/01/26) | 432 | 419135 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/01/24 (Call 09/01/24) | 731 | 730203 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/01/25 (Call 03/01/25) | 743 | 741588 |
| New Fortress Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 09/30/26 (Call 03/31/23)<sup>(b)</sup> | 635 | 586226 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 09/15/25 (Call 09/15/23)<sup>(b)</sup> | 528 | 507118 |
| NGL Energy Operating LLC/NGL Energy Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 02/01/26 (Call 02/01/23)<sup>(b)</sup> | 895 | 850241 |
| NGL Energy Partners LP/NGL Energy Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 03/01/25 (Call 03/01/23)<sup>(d)</sup> | 166 | 147325 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/15/26 (Call 04/15/23)<sup>(d)</sup> | 129 | 110187 |
| NGPL PipeCo LLC, 4.88%, 08/15/27 (Call 02/15/27)<sup>(b)</sup> | 147 | 143490 |
| Northriver Midstream Finance LP, 5.63%, 02/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/23)<sup>(b)</sup> | 240 | 230371 |
| Northwest Pipeline LLC, 4.00%, 04/01/27 (Call 01/01/27) | 120 | 116213 |
| NuStar Logistics LP |  |  |
| &nbsp;&nbsp;&nbsp;5.63%, 04/28/27 (Call 01/28/27) | 240 | 231168 |
| &nbsp;&nbsp;&nbsp;5.75%, 10/01/25 (Call 07/01/25) | 272 | 269130 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/01/26 (Call 03/01/26) | 220 | 215615 |
| Oleoducto Central SA, 4.00%, 07/14/27 (Call 04/14/27)<sup>(c)</sup> | 200 | 177682 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/24 (Call 08/01/24) | 322 | 310650 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/13/27 (Call 04/13/27) | 50 | 48109 |
| &nbsp;&nbsp;&nbsp;5.85%, 01/15/26 (Call 12/15/25) | 525 | 538293 |
| ONEOK Partners LP, 4.90%, 03/15/25 (Call 12/15/24) | 30 | 29883 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/01/24 (Call 08/01/24) | 559 | 545662 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/26 (Call 09/15/26) | 35 | 34209 |
| &nbsp;&nbsp;&nbsp;4.65%, 10/15/25 (Call 07/15/25) | 742 | 734877 |
| Rockies Express Pipeline LLC, 3.60%, 05/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/15/25)<sup>(b)</sup> | 185 | 175508 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/27 (Call 09/15/26) | 717 | 718291 |
| &nbsp;&nbsp;&nbsp;5.63%, 03/01/25 (Call 12/01/24) | 1029 | 1038775 |
| &nbsp;&nbsp;&nbsp;5.75%, 05/15/24 (Call 02/15/24) | 875 | 880232 |
| &nbsp;&nbsp;&nbsp;5.88%, 06/30/26 (Call 12/31/25) | 421 | 430641 |
| Southeast Supply Header LLC, 4.25%, 06/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/15/24)<sup>(b)</sup> | 150 | 142932 |
| Southern Gas Corridor CJSC, 6.88%, 03/24/26<sup>(c)</sup> | 1000 | 1030620 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 220 | 209484 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/25 (Call 12/15/24) | 261 | 253556 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/24 (Call 12/15/23) | 654 | 651672 |
| Summit Midstream Holdings LLC/Summit Midstream |  |  |
| &nbsp;&nbsp;&nbsp;Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 04/15/25 (Call 04/15/23) | 120 | 103211 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 10/15/26 (Call 10/15/23)<sup>(b)</sup> | 330 | 321159 |
| Tallgrass Energy Partners LP/Tallgrass Energy |  |  |
| &nbsp;&nbsp;&nbsp;Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/28 (Call 01/15/24)<sup>(b)</sup> | 100 | 92160 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/01/27 (Call 03/01/23)<sup>(b)</sup> | 190 | 180686 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 10/01/25 (Call 10/01/23)<sup>(b)</sup> | 275 | 279177 |
| Targa Resources Corp., 5.20%, 07/01/27 (Call 06/01/27) | 387 | 389666 |
| Targa Resources Partners LP/Targa Resources Partners |  |  |
| &nbsp;&nbsp;&nbsp;Finance Corp., 6.50%, 07/15/27 (Call 07/15/23) | 50 | 51127 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| TC PipeLines LP |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 05/25/27 (Call 02/25/27) | $10 | $9630 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/13/25 (Call 12/13/24) | 287 | 282959 |
| Tennessee Gas Pipeline Co. LLC, 7.00%, 03/15/27 | 5 | 5380 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 10/12/24 (Call 09/12/24) | 1077 | 1007878 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/15/26 (Call 10/15/25) | 50 | 50221 |
| Transcontinental Gas Pipe Line Co. LLC, 7.85%, 02/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 11/01/25) | 640 | 691194 |
| TransMontaigne Partners LP/TLP Finance Corp., 6.13%, |  |  |
| &nbsp;&nbsp;&nbsp;02/15/26 (Call 02/15/23) | 125 | 108749 |
| Transportadora de Gas del Sur SA, 6.75%, 05/02/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/02/23)<sup>(c)</sup> | 300 | 283323 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 02/01/25 (Call 01/01/25) | 323 | 308394 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/01/25 (Call 03/01/25) | 175 | 167692 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/01/26 (Call 04/01/26) | 230 | 221794 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/27 (Call 03/15/27) | 542 | 524022 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/15/25 (Call 10/15/24) | 636 | 623878 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/25 (Call 06/15/25) | 495 | 484635 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/04/24 (Call 12/04/23) | 505 | 500768 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/24/24 (Call 03/24/24) | 581 | 577938 |
|  |  | 44522767 |
| **Private Equity — 0.0%** |  |  |
| Apollo Management Holdings LP, 4.40%, 05/27/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/27/26)<sup>(b)</sup> | 155 | 148451 |
| **Real Estate — 0.4%** |  |  |
| Agile Group Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/02/25 (Call 03/02/23)<sup>(c)</sup> | 200 | 126168 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, (Call 07/31/24)<sup>(a)(c)(e)</sup> | 300 | 92757 |
| Aldar Sukuk Ltd., 4.75%, 09/29/25<sup>(c)</sup> | 200 | 199712 |
| Arabian Centres Sukuk II Ltd., 5.63%, 10/07/26<sup>(c)</sup> | 400 | 379888 |
| Arabian Centres Sukuk Ltd., 5.38%, 11/26/24<sup>(c)</sup> | 200 | 196024 |
| Brookfield Asset Management Inc., 4.00%, 01/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/15/24) | 100 | 98771 |
| CBRE Services Inc., 4.88%, 03/01/26 (Call 12/01/25) | 220 | 219444 |
| Central Plaza Development Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 07/14/25<sup>(c)</sup> | 200 | 174138 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 01/19/26 (Call 10/19/25)<sup>(c)</sup> | 400 | 344240 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, (Call 11/14/24)<sup>(a)(c)(e)</sup> | 200 | 166868 |
| China Overseas Finance Cayman VI Ltd., 5.95%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;05/08/24<sup>(c)</sup> | 200 | 200784 |
| China Overseas Finance Cayman VIII Ltd., 2.38%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;03/02/25<sup>(c)</sup> | 200 | 187182 |
| China Overseas Grand Oceans Finance IV Cayman Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 02/09/26 (Call 11/09/25)<sup>(c)</sup> | 400 | 343424 |
| China Resources Land Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 08/26/24<sup>(c)</sup> | 400 | 388864 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, (Call 12/09/24)<sup>(a)(c)(e)</sup> | 600 | 578868 |
| China SCE Group Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 05/02/25 (Call 05/02/23)<sup>(c)</sup> | 200 | 108966 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 04/09/24 (Call 03/02/23)<sup>(c)</sup> | 200 | 125368 |
| CK Property Finance MTN Ltd., 1.38%, 06/30/26<sup>(c)</sup> | 200 | 178806 |
| Country Garden Holdings Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 10/22/25 (Call 09/22/25)<sup>(c)</sup> | 200 | 138450 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 02/06/26 (Call 02/06/24)<sup>(c)</sup> | 400 | 276176 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 01/17/25 (Call 03/02/23)<sup>(c)</sup> | 400 | 310976 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 05/27/25 (Call 05/27/23)<sup>(c)</sup> | 400 | 305700 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 09/17/25 (Call 09/17/23)<sup>(c)</sup> | 400 | 304980 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 04/08/24 (Call 03/02/23)<sup>(c)</sup> | $400 | $335016 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 04/08/26 (Call 04/08/23)<sup>(c)</sup> | 600 | 456354 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 01/27/24 (Call 03/02/23)<sup>(c)</sup> | 300 | 263877 |
| Dar Al-Arkan Sukuk Co. Ltd., 6.75%, 02/15/25<sup>(c)</sup> | 400 | 395748 |
| DIFC Sukuk Ltd., 4.33%, 11/12/24<sup>(c)</sup> | 200 | 197678 |
| Ease Trade Global Ltd., 4.00%, 11/10/25<sup>(c)</sup> | 200 | 188738 |
| Elect Global Investments Ltd., 4.10%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/03/25)<sup>(a)(c)(e)</sup> | 400 | 381344 |
| Emaar Sukuk Ltd., 3.64%, 09/15/26<sup>(c)</sup> | 400 | 385788 |
| EMG Sukuk Ltd., 4.56%, 06/18/24<sup>(c)</sup> | 400 | 396272 |
| Esic Sukuk Ltd., 3.94%, 07/30/24<sup>(c)</sup> | 200 | 194592 |
| Five Point Operating Co. LP/Five Point Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 11/15/25 (Call 11/15/23)<sup>(b)</sup> | 270 | 243062 |
| Franshion Brilliant Ltd., 3.20%, 04/09/26<sup>(c)</sup> | 400 | 361172 |
| Fuqing Investment management Co., 3.25%, 06/23/25<sup>(c)</sup> | 400 | 319640 |
| GAIF Bond Issuer Pty Ltd., 3.40%, 09/30/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/30/26)<sup>(b)(d)</sup> | 547 | 514311 |
| GLP Pte Ltd., 3.88%, 06/04/25<sup>(c)</sup> | 400 | 354404 |
| Greystar Real Estate Partners LLC, 5.75%, 12/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/03/23)<sup>(b)</sup> | 265 | 261706 |
| Hongkong Land Finance Cayman Islands Co. Ltd. (The), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/07/25<sup>(c)</sup> | 200 | 197172 |
| Huafa 2019 I Co. Ltd., 4.25%, 07/03/24<sup>(c)</sup> | 400 | 376308 |
| Huafa 2021 I Co. Ltd., 4.25%, (Call 07/18/24)<sup>(a)(c)(e)</sup> | 200 | 176000 |
| Hysan MTN Ltd., 2.88%, 06/02/27 (Call 03/02/27)<sup>(c)</sup> | 200 | 185892 |
| KWG Group Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 11/10/24 (Call 02/15/23)<sup>(c)</sup> | 250 | 103108 |
| &nbsp;&nbsp;&nbsp;7.88%, 08/30/24 | 200 | 98490 |
| LOTTE Property & Development Co. Ltd., 4.50%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;08/01/25<sup>(c)</sup> | 200 | 196026 |
| MAF Global Securities Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/07/24<sup>(c)</sup> | 400 | 395840 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, (Call 06/30/27)<sup>(a)(c)(e)</sup> | 200 | 208044 |
| MAF Sukuk Ltd., 4.50%, 11/03/25<sup>(c)</sup> | 200 | 197612 |
| Ontario Teachers' Cadillac Fairview Properties Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/20/27 (Call 12/20/26)<sup>(b)</sup> | 305 | 285007 |
| Poly Real Estate Finance Ltd., 3.88%, 03/25/24<sup>(c)</sup> | 200 | 196164 |
| RKPF Overseas 2020 A Ltd., 5.20%, 01/12/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/12/24)<sup>(c)</sup> | 400 | 328600 |
| Shui On Development Holding Ltd., 6.15%, 08/24/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/02/23)<sup>(c)</sup> | 400 | 370632 |
| Sinochem Offshore Capital Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/23/24 (Call 08/23/24)<sup>(c)</sup> | 403 | 376813 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/24/24 (Call 10/24/24)<sup>(c)</sup> | 200 | 187432 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/29/25<sup>(c)</sup> | 200 | 181482 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/24/26 (Call 10/24/26)<sup>(c)</sup> | 400 | 359564 |
| Sino-Ocean Land Treasure Finance I Ltd., 6.00%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;07/30/24<sup>(c)</sup> | 400 | 346560 |
| Sino-Ocean Land Treasure IV Ltd., 2.70%, 01/13/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/13/24)<sup>(c)</sup> | 200 | 160652 |
| Swire Properties MTN Financing Ltd., 3.63%, 01/13/26<sup>(c)</sup> | 400 | 387988 |
| Vanke Real Estate Hong Kong Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/12/25<sup>(c)</sup> | 200 | 188194 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.98%, 11/09/27<sup>(c)</sup> | 400 | 367032 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 06/07/24<sup>(c)</sup> | 200 | 195126 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 03/11/24<sup>(c)</sup> | 600 | 594588 |
| Westwood Group Holdings Ltd., 2.80%, 01/20/26<sup>(c)</sup> | 600 | 540930 |
| WeWork Companies Inc., 7.88%, 05/01/25<sup>(b)(d)</sup> | 280 | 151133 |
| WeWork Companies LLC/WW Co-Obligor Inc., 5.00%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;07/10/25 (Call 04/10/25)<sup>(b)</sup> | 235 | 99179 |
| Wharf REIC Finance BVI Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/07/25<sup>(c)</sup> | 200 | 187546 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/16/24<sup>(c)</sup> | $200 | $192016 |
| Wuhan Urban Construction Group Co. Ltd., 2.25%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;07/09/24<sup>(c)</sup> | 200 | 187714 |
| Yanlord Land HK Co. Ltd., 5.13%, 05/20/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/20/24)<sup>(c)</sup> | 200 | 182024 |
|  |  | 18897124 |
| **Real Estate Investment Trusts — 1.0%** |  |  |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 04/30/25 (Call 02/28/25) | 477 | 463816 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/15/26 (Call 02/15/26) | 44 | 42974 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/15/26 (Call 10/15/25) | 160 | 158242 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 09/15/25 (Call 08/15/25) | 360 | 327481 |
| &nbsp;&nbsp;&nbsp;1.45%, 09/15/26 (Call 08/15/26) | 657 | 581701 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/15/26 (Call 03/15/26) | 744 | 672189 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/25 (Call 02/15/25) | 545 | 516556 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/27 (Call 11/15/26) | 104 | 95925 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/25 (Call 12/15/24) | 402 | 386760 |
| &nbsp;&nbsp;&nbsp;3.13%, 01/15/27 (Call 10/15/26) | 320 | 299254 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/24 (Call 04/15/24) | 461 | 451079 |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 217 | 205846 |
| &nbsp;&nbsp;&nbsp;3.55%, 07/15/27 (Call 04/15/27) | 64 | 60508 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/27 (Call 02/15/27) | 367 | 349256 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 149 | 145710 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/15/26 (Call 11/15/25) | 155 | 153228 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 10/15/26 (Call 07/15/26) | 50 | 46719 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/11/26 (Call 02/11/26) | 115 | 108697 |
| &nbsp;&nbsp;&nbsp;3.35%, 05/15/27 (Call 02/15/27) | 150 | 142495 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/25 (Call 03/03/25) | 406 | 394624 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 08/15/24) | 307 | 299807 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/25 (Call 08/15/25) | 110 | 106478 |
| Blackstone Mortgage Trust Inc., 3.75%, 01/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/26)<sup>(b)</sup> | 195 | 172060 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 10/01/26 (Call 07/01/26) | 435 | 399748 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/25 (Call 10/15/24) | 810 | 782112 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (Call 11/03/25) | 350 | 337680 |
| Brandywine Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 11/15/27 (Call 08/15/27) | 60 | 51722 |
| &nbsp;&nbsp;&nbsp;4.10%, 10/01/24 (Call 07/01/24) | 255 | 247146 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 (Call 04/15/24) | 205 | 199192 |
| &nbsp;&nbsp;&nbsp;3.85%, 02/01/25 (Call 11/01/24) | 405 | 392247 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/27 (Call 12/15/26) | 50 | 47345 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/26 (Call 03/15/26) | 75 | 72070 |
| Brookfield Property REIT Inc./BPR Cumulus LLC/BPR |  |  |
| Nimbus LLC/GGSI Sellco LL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/27 (Call 10/01/23)<sup>(b)</sup> | 320 | 281699 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 05/15/26 (Call 05/15/23)<sup>(b)</sup> | 415 | 391312 |
| Corporate Office Properties LP, 2.25%, 03/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/15/26) | 374 | 338926 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 07/15/26 (Call 06/15/26) | 722 | 636984 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/01/24 (Call 07/01/24) | 395 | 384722 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/27 (Call 06/01/27) | 52 | 49609 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/26 (Call 03/15/26) | 682 | 657666 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/26 (Call 11/15/25) | 197 | 194740 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/11/28 | 815 | 824625 |
| Crown Castle International Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 07/15/25 (Call 06/15/25) | 382 | 351444 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/27 (Call 02/15/27) | $342 | $318293 |
| CubeSmart LP, 4.00%, 11/15/25 (Call 08/15/25) | 82 | 79850 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/27 (Call 05/15/27) | 15 | 14267 |
| &nbsp;&nbsp;&nbsp;5.55%, 01/15/28 (Call 12/15/27) | 785 | 803267 |
| Diversified Healthcare Trust |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 05/01/24 (Call 11/01/23) | 110 | 95500 |
| &nbsp;&nbsp;&nbsp;9.75%, 06/15/25 (Call 06/15/23) | 217 | 212959 |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/25 (Call 01/01/25) | 255 | 246692 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/27 (Call 03/01/27) | 97 | 88545 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/15/26 (Call 09/15/26) | 335 | 314665 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 09/15/25 (Call 08/15/25) | 540 | 488101 |
| &nbsp;&nbsp;&nbsp;1.25%, 07/15/25 (Call 06/15/25) | 365 | 334402 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/15/26 (Call 04/15/26) | 590 | 529525 |
| &nbsp;&nbsp;&nbsp;1.80%, 07/15/27 (Call 05/15/27) | 150 | 131388 |
| &nbsp;&nbsp;&nbsp;2.63%, 11/18/24 (Call 10/18/24) | 567 | 544677 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/18/26 (Call 09/18/26) | 5 | 4658 |
| ERP Operating LP, 2.85%, 11/01/26 (Call 08/01/26) | 125 | 117583 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/26 (Call 01/15/26) | 85 | 80970 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/25 (Call 01/01/25) | 160 | 155619 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/01/27 (Call 02/01/27) | 55 | 52676 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/01/24 (Call 02/01/24) | 25 | 24570 |
| Federal Realty Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 02/15/26 (Call 01/15/26) | 70 | 62653 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 04/15/27) | 5 | 4676 |
| Global Net Lease Inc./Global Net Lease Operating |  |  |
| Partnership LP, 3.75%, 12/15/27 (Call 09/15/27)<sup>(b)</sup> | 225 | 189994 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 09/01/24 (Call 06/03/24) | 345 | 333177 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/25 (Call 03/01/25) | 480 | 476386 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/15/26 (Call 01/15/26) | 465 | 464516 |
| HAT Holdings I LLC/HAT Holdings II LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 06/15/26 (Call 03/15/26)<sup>(b)</sup> | 423 | 375531 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 04/15/25 (Call 04/15/23)<sup>(b)(d)</sup> | 190 | 185788 |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/26 (Call 05/01/26) | 60 | 56753 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/01/27 (Call 04/01/27) | 55 | 52210 |
| Healthpeak Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 02/01/27 (Call 01/01/27) | 50 | 44514 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/26 (Call 05/15/26) | 55 | 52515 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/01/25 (Call 11/01/24) | 52 | 50369 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 445 | 437003 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 04/01/24 (Call 02/01/24) | 287 | 281998 |
| &nbsp;&nbsp;&nbsp;Series E, 4.00%, 06/15/25 (Call 03/15/25) | 135 | 131583 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series F, 4.50%, 02/01/26 (Call 11/01/25)<sup>(d)</sup> | 405 | 396584 |
| Hudson Pacific Properties LP, 3.95%, 11/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/01/27) | 50 | 43922 |
| Iron Mountain Inc., 4.88%, 09/15/27 (Call 09/15/23)<sup>(b)</sup> | 445 | 419911 |
| iStar Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 08/01/25 (Call 05/01/25) | 220 | 218405 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/01/24 (Call 07/01/24) | 333 | 331348 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/15/26 (Call 08/15/23) | 160 | 161208 |
| Kilroy Realty LP, 3.45%, 12/15/24 (Call 09/15/24) | 360 | 348210 |
| Kimco Realty Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 03/01/24 (Call 01/01/24) | 438 | 426967 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/26 (Call 07/01/26) | 5 | 4647 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 02/01/25 (Call 12/01/24) | $137 | $132952 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/01/27 (Call 01/01/27) | 25 | 23881 |
| Kite Realty Group LP, 4.00%, 10/01/26 (Call 07/01/26) | 65 | 61048 |
| Ladder Capital Finance Holdings LLLP/Ladder Capital |  |  |
| &nbsp;&nbsp;&nbsp;Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/01/27 (Call 02/01/23)<sup>(b)</sup> | 275 | 242341 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 10/01/25 (Call 02/16/23)<sup>(b)</sup> | 155 | 149155 |
| LifeStorage LP/CA, 3.50%, 07/01/26 (Call 04/01/26) | 50 | 47567 |
| Link Finance Cayman 2009 Ltd. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 07/21/26<sup>(c)</sup> | 200 | 188738 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/03/24<sup>(c)</sup> | 200 | 196302 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 09/15/26 (Call 08/15/26) | 300 | 265386 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/01/27 (Call 03/01/27) | 255 | 246789 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/24 (Call 03/13/24) | 70 | 68881 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/25 (Call 08/15/25) | 55 | 53974 |
| MPT Operating Partnership LP/MPT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/15/27 (Call 09/07/23)<sup>(d)</sup> | 605 | 511576 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 08/01/26 (Call 08/01/23)<sup>(d)</sup> | 210 | 191703 |
| National Retail Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/27 (Call 07/15/27) | 15 | 14022 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/15/24 (Call 03/15/24) | 346 | 340312 |
| New Residential Investment Corp., 6.25%, 10/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/23)<sup>(b)</sup> | 245 | 228149 |
| Office Properties Income Trust |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 02/01/27 (Call 01/01/27) | 138 | 105603 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/15/26 (Call 05/15/26) | 135 | 108660 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/24 (Call 02/15/24) | 80 | 77562 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/25 (Call 11/01/24) | 285 | 265050 |
| Omega Healthcare Investors Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 01/15/25 (Call 10/15/24) | 63 | 61896 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/27 (Call 01/01/27) | 25 | 24046 |
| &nbsp;&nbsp;&nbsp;4.95%, 04/01/24 (Call 01/01/24) | 105 | 104173 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/26 (Call 10/15/25) | 420 | 417883 |
| Park Intermediate Holdings LLC/PK Domestic |  |  |
| Property LLC/PK Finance Co-Issuer, 7.50%, 06/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/01/23)<sup>(b)</sup> | 280 | 283914 |
| Physicians Realty LP, 4.30%, 03/15/27 (Call 12/15/26) | 25 | 24218 |
| Piedmont Operating Partnership LP, 4.45%, 03/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/15/23) | 2 | 1980 |
| Prologis LP, 2.13%, 04/15/27 (Call 02/15/27) | 45 | 41217 |
| Public Storage |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 02/15/26 (Call 01/15/26) | 255 | 230112 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/09/26 (Call 10/09/26) | 600 | 542796 |
| &nbsp;&nbsp;&nbsp;3.09%, 09/15/27 (Call 06/15/27) | 10 | 9520 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/15/26 (Call 02/15/26) | 520 | 459852 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/27 (Call 10/15/26) | 25 | 23561 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/15/24 (Call 04/15/24) | 114 | 112262 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/25 (Call 02/15/25) | 113 | 110899 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/27 (Call 05/15/27) | 285 | 278029 |
| &nbsp;&nbsp;&nbsp;4.13%, 10/15/26 (Call 07/15/26) | 495 | 488025 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/01/25 (Call 09/01/25) | 320 | 319098 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/01/26 (Call 03/01/26) | 60 | 60352 |
| RHP Hotel Properties LP/RHP Finance Corp., 4.75%, |  |  |
| &nbsp;&nbsp;&nbsp;10/15/27 (Call 10/15/23) | 325 | 304983 |
| RLJ Lodging Trust LP, 3.75%, 07/01/26 (Call 07/01/23)<sup>(b)</sup> | 245 | 225013 |
| Sabra Health Care LP, 5.13%, 08/15/26 (Call 05/15/26) | 342 | 330317 |
| SBA Communications Corp., 3.88%, 02/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/15/23) | 650 | 600457 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Scentre Group Trust 1/Scentre Group Trust 2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/28/25 (Call 07/28/25)<sup>(b)</sup> | $440 | $417494 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/12/25 (Call 11/12/24)<sup>(b)</sup> | 537 | 518141 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 01/28/26 (Call 12/28/25)<sup>(b)</sup> | 360 | 343814 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/23/27 (Call 12/23/26)<sup>(b)</sup> | 560 | 527167 |
| Scentre Group Trust 2, 4.75%, 09/24/80 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/24/26)<sup>(a)(b)</sup> | 450 | 419130 |
| Service Properties Trust |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/28 (Call 07/15/27) | 97 | 73929 |
| &nbsp;&nbsp;&nbsp;4.35%, 10/01/24 (Call 09/01/24) | 365 | 344085 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/25 (Call 09/15/24) | 160 | 144853 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/15/24 (Call 09/15/23) | 140 | 136713 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/01/26 (Call 08/01/26) | 190 | 156974 |
| &nbsp;&nbsp;&nbsp;4.95%, 02/15/27 (Call 08/15/26) | 165 | 135666 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/15/26 (Call 08/15/25) | 155 | 134081 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/15/27 (Call 09/15/27) | 200 | 177314 |
| &nbsp;&nbsp;&nbsp;7.50%, 09/15/25 (Call 06/15/25) | 345 | 339822 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 01/15/27 (Call 10/15/26) | 534 | 476253 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/13/24 (Call 06/13/24) | 893 | 855789 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/15/26 (Call 10/15/25) | 695 | 668486 |
| &nbsp;&nbsp;&nbsp;3.38%, 10/01/24 (Call 07/01/24) | 419 | 409753 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/15/27 (Call 03/15/27) | 70 | 66627 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/25 (Call 06/01/25) | 457 | 444076 |
| SITE Centers Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 02/01/25 (Call 11/01/24) | 369 | 352281 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/01/26 (Call 11/01/25) | 297 | 285218 |
| &nbsp;&nbsp;&nbsp;4.70%, 06/01/27 (Call 03/01/27) | 65 | 62363 |
| Spirit Realty LP, 3.20%, 01/15/27 (Call 11/15/26) | 10 | 9118 |
| Starwood Property Trust Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/15/26 (Call 01/15/26)<sup>(b)</sup> | 180 | 161550 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/31/24 (Call 09/30/24)<sup>(b)</sup> | 180 | 171018 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/15/27 (Call 07/15/26)<sup>(b)</sup> | 210 | 188910 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/25 (Call 09/15/24) | 230 | 222539 |
| Tanger Properties LP, 3.88%, 07/15/27 (Call 04/15/27) | 25 | 23421 |
| Trust Fibra Uno |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 12/15/24 (Call 09/15/24)<sup>(c)</sup> | 200 | 197636 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 01/30/26 (Call 10/30/25)<sup>(c)</sup> | 400 | 391268 |
| Uniti Group LP/Uniti Fiber Holdings Inc./CSL Capital LLC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 02/15/25 (Call 02/15/23)<sup>(b)</sup> | 963 | 950202 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 01/15/25 (Call 12/15/24) | 345 | 329316 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/15/26 (Call 07/15/26) | 50 | 47061 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/24 (Call 03/15/24) | 406 | 397218 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 346 | 335412 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/01/24 (Call 02/01/24) | 387 | 380398 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/27 (Call 01/01/27) | 55 | 53018 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/15/26 (Call 10/15/25) | 180 | 176490 |
| VICI Properties LP, 4.38%, 05/15/25 | 205 | 200595 |
| VICI Properties LP/VICI Note Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/15/25 (Call 02/15/23)<sup>(b)</sup> | 570 | 542463 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/27 (Call 02/15/23)<sup>(b)</sup> | 490 | 452853 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/01/26 (Call 12/01/23)<sup>(b)</sup> | 747 | 707103 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/01/26 (Call 06/01/26)<sup>(b)</sup> | 378 | 360544 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/15/25 (Call 03/15/25)<sup>(b)</sup> | 360 | 348840 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 05/01/24 (Call 02/04/24)<sup>(b)</sup> | 555 | 554323 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 02/01/27 (Call 11/01/26)<sup>(b)</sup> | 60 | 59714 |
| Vornado Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 06/01/26 (Call 05/01/26) | 260 | 226309 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/25 (Call 11/15/24) | 210 | 200798 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| WEA Finance LLC, 2.88%, 01/15/27 (Call 11/15/26)<sup>(b)</sup>$| 260 | $229510 |
| WEA Finance LLC/Westfield UK & Europe Finance PLC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/17/24 (Call 06/17/24)<sup>(b)</sup> | 590 | 562677 |
| Welltower Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/15/27 (Call 12/15/26) | 144 | 132396 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/24 (Call 02/15/24) | 825 | 811816 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 941 | 920928 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/26 (Call 01/01/26) | 263 | 258037 |
| WP Carey Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/25 (Call 12/01/24) | 35 | 34543 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/01/24 (Call 01/01/24) | 168 | 166638 |
| XHR LP, 6.38%, 08/15/25 (Call 08/15/23)<sup>(b)</sup> | 235 | 232688 |
| Yuexiu REIT MTN Co. Ltd., 2.65%, 02/02/26<sup>(c)</sup> | 200 | 175946 |
|  |  | 50289048 |
| **Retail — 0.5%** |  |  |
| 1011778 BC ULC/New Red Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 01/15/28 (Call 09/15/23)<sup>(b)</sup> | 100 | 91400 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/15/28 (Call 11/15/23)<sup>(b)</sup> | 81 | 74762 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 04/15/25 (Call 04/15/23)<sup>(b)</sup> | 205 | 204914 |
| 7-Eleven Inc., 0.95%, 02/10/26 (Call 01/10/26)<sup>(b)</sup> | 755 | 674449 |
| 99 Escrow Issuer Inc., 7.50%, 01/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/15/24)<sup>(b)(d)</sup> | 145 | 70841 |
| Abercrombie & Fitch Management Co., 8.75%, 07/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/15/23)<sup>(b)(d)</sup> | 165 | 166696 |
| Academy Ltd., 6.00%, 11/15/27 (Call 11/15/23)<sup>(b)</sup> | 175 | 169503 |
| Alimentation Couche-Tard Inc., 3.55%, 07/26/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/26/27)<sup>(b)</sup> | 40 | 37688 |
| AutoNation Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 09/15/24) | 363 | 350734 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/25 (Call 07/01/25) | 94 | 92467 |
| AutoZone Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 04/18/24 (Call 03/18/24) | 487 | 476690 |
| &nbsp;&nbsp;&nbsp;3.13%, 04/21/26 (Call 01/21/26) | 220 | 210131 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/25 (Call 01/15/25) | 153 | 147908 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/25 (Call 03/15/25) | 520 | 508196 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/27 (Call 03/01/27) | 35 | 34035 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/28 | 485 | 483695 |
| Bath & Body Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.69%, 01/15/27 | 130 | 130567 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.38%, 07/01/25<sup>(b)</sup> | 140 | 149922 |
| BCPE Ulysses Intermediate Inc., 7.75%, 04/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/01/23), (8.50% PIK)<sup>(b)(f)</sup> | 170 | 126925 |
| Beacon Roofing Supply Inc., 4.50%, 11/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/15/23)<sup>(b)</sup> | 150 | 142946 |
| Bed Bath & Beyond Inc., 3.75%, 08/01/24 (Call 05/01/24) | 110 | 6113 |
| Brinker International Inc., 5.00%, 10/01/24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/01/24)<sup>(b)</sup> | 170 | 166335 |
| Carvana Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/15/27 (Call 04/15/24)<sup>(b)</sup> | 275 | 123758 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 10/01/25 (Call 10/01/23)<sup>(b)</sup> | 210 | 105057 |
| CEC Entertainment LLC, 6.75%, 05/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/01/23)<sup>(b)</sup> | 275 | 254645 |
| Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 06/20/27 (Call 04/20/27) | 10 | 8964 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/18/24 (Call 03/18/24) | 483 | 473311 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/18/27 (Call 02/18/27) | 160 | 153606 |
| Darden Restaurants Inc., 3.85%, 05/01/27 (Call 02/01/27) | 10 | 9669 |
| Dave & Buster's Inc., 7.63%, 11/01/25 (Call 11/01/23)<sup>(b)</sup> | 207 | 210486 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/27 (Call 01/15/27) | 165 | 160170 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/20/24 | 160 | 158598 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/01/27 (Call 10/01/27) | $250 | $250280 |
| Dollar Tree Inc., 4.00%, 05/15/25 (Call 03/15/25) | 330 | 324100 |
| eG Global Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 02/07/25 (Call 05/15/23)<sup>(b)</sup> | 325 | 301389 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 10/30/25 (Call 10/30/23)<sup>(b)</sup> | 275 | 262556 |
| El Puerto de Liverpool SAB de CV, 3.88%, 10/06/26<sup>(c)</sup> | 200 | 191652 |
| Ferrellgas LP/Ferrellgas Finance Corp., 5.38%, 04/01/26 (Call 04/01/23)<sup>(b)</sup> | 280 | 257555 |
| Guitar Center Inc., 8.50%, 01/15/26 (Call 01/15/24)<sup>(b)</sup> | 230 | 200903 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/15/26 (Call 06/15/26) | 280 | 259636 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/15/27 (Call 02/15/27) | 240 | 224693 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 04/15/25 (Call 03/15/25) | 315 | 303767 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 09/14/27 (Call 06/14/27) | 390 | 367041 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/15/27 (Call 03/15/27) | 230 | 218242 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/26 (Call 01/01/26) | 295 | 284017 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 09/15/25 (Call 06/15/25) | 509 | 496784 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/15/25 (Call 08/15/25) | 152 | 151374 |
| IRB Holding Corp., 7.00%, 06/15/25 (Call 06/15/23)<sup>(b)</sup> | 345 | 346125 |
| KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC, 4.75%, 06/01/27 (Call 06/01/23)<sup>(b)</sup> | 325 | 317155 |
| Kohl's Corp., 4.25%, 07/17/25 (Call 04/17/25) | 155 | 148715 |
| Lithia Motors Inc., 4.63%, 12/15/27 (Call 12/15/23)<sup>(b)</sup> | 175 | 162806 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/15/26 (Call 01/15/26) | 10 | 9426 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 05/03/27 (Call 02/03/27) | 925 | 878389 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/15/24 (Call 06/15/24) | 425 | 413873 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/01/27 (Call 03/01/27) | 287 | 274851 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 09/15/25 (Call 06/15/25) | 316 | 306330 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/15/25 (Call 03/15/25) | 495 | 487936 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 09/08/25 | 495 | 492970 |
| LSF9 Atlantis Holdings LLC/Victra Finance Corp., 7.75%, 02/15/26 (Call 02/15/23)<sup>(b)</sup> | 355 | 323938 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 09/01/25 (Call 08/01/25) | 580 | 537660 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/10/24 | 167 | 164341 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 07/01/25 (Call 06/15/25) | 544 | 529747 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/26/25 (Call 02/26/25) | 623 | 607531 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/27 (Call 12/01/26) | 290 | 280314 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/27 (Call 05/01/27) | 120 | 116056 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/30/26 (Call 10/30/25) | 75 | 73757 |
| Murphy Oil USA Inc., 5.63%, 05/01/27 (Call 05/01/23) | 130 | 127652 |
| NMG Holding Co. Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26 (Call 04/01/23)<sup>(b)</sup> | 500 | 479700 |
| Nordstrom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 04/08/24 (Call 02/16/23) | 125 | 118550 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/27 (Call 12/15/26)<sup>(d)</sup> | 165 | 142352 |
| O'Reilly Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/15/26 (Call 12/15/25) | 32 | 31165 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/01/27 (Call 06/01/27) | 5 | 4820 |
| Patrick Industries Inc., 7.50%, 10/15/27 (Call 10/15/23)<sup>(b)</sup> | 130 | 128781 |
| Penske Automotive Group Inc., 3.50%, 09/01/25 (Call 09/01/23) | 270 | 255779 |
| QVC Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 02/15/25 (Call 11/15/24) | 262 | 223392 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/15/27 (Call 11/15/26) | 235 | 178154 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 04/01/24 | 259 | 247855 |
| Rite Aid Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 07/01/25 (Call 07/01/23)<sup>(b)</sup> | 218 | 143782 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.70%, 02/15/27<sup>(d)</sup> | 53 | 24148 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 11/15/26 (Call 01/15/24)<sup>(b)(d)</sup> | 400 | 222972 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| Ross Stores Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/15/26 (Call 03/15/26) | $20 | $17797 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 04/15/25 (Call 03/15/25) | 673 | 670651 |
| Sally Holdings LLC/Sally Capital Inc., 5.63%, 12/01/25 (Call 12/01/23) | 295 | 292047 |
| Sizzling Platter LLC/Sizzling Platter Finance Corp., 8.50%, 11/28/25 (Call 11/28/23)<sup>(b)(d)</sup> | 155 | 143789 |
| Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26 (Call 09/30/23)<sup>(b)</sup> | 305 | 274674 |
| Staples Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/15/26 (Call 04/15/23)<sup>(b)</sup> | 845 | 750191 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.75%, 04/15/27 (Call 04/15/23)<sup>(b)(d)</sup> | 425 | 321984 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/12/27 (Call 01/12/27) | 105 | 95690 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 06/15/26 (Call 03/15/26) | 140 | 131550 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 08/15/25 (Call 06/15/25) | 636 | 625213 |
| Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.88%, 03/01/27 (Call 03/01/23) | 175 | 169367 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 01/15/27 (Call 12/15/26) | 860 | 793685 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/15/25 (Call 03/15/25) | 1124 | 1071599 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/15/26 | 80 | 76049 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/24 | 662 | 651613 |
| TJX Companies Inc. (The), 2.25%, 09/15/26 (Call 06/15/26) | 205 | 190804 |
| TPro Acquisition Corp., 11.00%, 10/15/24 (Call 10/15/23)<sup>(b)</sup> | 160 | 156419 |
| Walgreens Boots Alliance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/01/26 (Call 03/01/26) | 555 | 532961 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/18/24 (Call 08/18/24) | 232 | 227601 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/22/24 (Call 01/22/24) | 665 | 655045 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 04/05/27 | 490 | 525496 |
| White Cap Parent LLC, 8.25%, 03/15/26 (Call 03/15/23), (9.00% PIK)<sup>(b)(f)</sup> | 130 | 118537 |
|  |  | 27562954 |
| **Savings & Loans — 0.1%** |  |  |
| Nationwide Building Society |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 08/28/25<sup>(b)</sup> | 405 | 366047 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/13/26<sup>(b)</sup> | 710 | 627455 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.97%, 02/16/28 (Call 02/16/27)<sup>(a)(b)</sup> | 480 | 437376 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 07/21/25<sup>(b)</sup> | 300 | 291801 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/14/26<sup>(b)</sup> | 280 | 262458 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/27/27<sup>(b)</sup> | 200 | 199332 |
|  |  | 2184469 |
| **Semiconductors — 0.5%** |  |  |
| Amkor Technology Inc., 6.63%, 09/15/27 (Call 03/15/23)<sup>(b)</sup> | 250 | 250873 |
| ams-OSRAM AG, 7.00%, 07/31/25 (Call 07/31/23)<sup>(b)(d)</sup> | 200 | 193004 |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 04/01/25 (Call 03/01/25) | 196 | 190063 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/15/27 (Call 03/15/27)<sup>(b)</sup> | 20 | 19198 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/05/26 (Call 09/05/26) | 115 | 111663 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | 325 | 314360 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 10/01/25 (Call 07/01/25) | 375 | 370309 |
| Broadcom Corp./Broadcom Cayman Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 01/15/25 (Call 11/15/24) | 439 | 424201 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 01/15/27 (Call 10/15/26) | 1175 | 1132806 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 11/15/25 (Call 10/15/25) | 825 | 789475 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.46%, 09/15/26 (Call 07/15/26) | 284 | 271476 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/15/24 (Call 09/15/24) | $699 | $685411 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 05/19/26 (Call 02/19/26) | 280 | 265115 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/11/24 (Call 03/11/24) | 859 | 840609 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/11/27 (Call 02/11/27) | 250 | 239358 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/25/25 (Call 02/25/25) | 1232 | 1203270 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 07/29/25 (Call 04/29/25) | 448 | 438673 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/25/27 (Call 01/25/27) | 599 | 586463 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 08/05/27 (Call 07/05/27) | 385 | 376403 |
| KLA Corp., 4.65%, 11/01/24 (Call 08/01/24) | 373 | 371437 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/15/26 (Call 01/15/26) | 352 | 345030 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 36 | 35455 |
| Marvell Technology Inc., 1.65%, 04/15/26 (Call 03/15/26) | 470 | 423320 |
| Microchip Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 09/01/24 | 915 | 856833 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/01/25 (Call 09/01/23) | 730 | 715371 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.19%, 02/15/27 (Call 12/15/26) | 531 | 517683 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.98%, 02/06/26 (Call 12/06/25) | 100 | 100518 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.58%, 06/14/24 (Call 06/14/23) | 813 | 770448 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 09/16/26 (Call 06/16/26) | 25 | 24177 |
| NXP BV/NXP Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/01/24 (Call 02/01/24) | 566 | 564743 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 03/01/26 (Call 01/01/26) | 374 | 376869 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 05/01/25 (Call 04/01/25) | 498 | 473528 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 06/18/26 (Call 04/18/26) | 430 | 415075 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 06/01/27 (Call 05/01/27) | 379 | 372644 |
| Qorvo Inc., 1.75%, 12/15/24 (Call 02/13/23)<sup>(b)</sup> | 339 | 316880 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 05/20/24 (Call 03/20/24) | 795 | 778639 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/20/27 (Call 02/20/27) | 350 | 337326 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 05/20/25 (Call 02/20/25) | 706 | 691866 |
| Renesas Electronics Corp., 2.17%, 11/25/26 (Call 10/25/26)<sup>(b)</sup> | 475 | 415900 |
| SK Hynix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/19/26<sup>(c)</sup> | 400 | 352508 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/17/24<sup>(c)</sup> | 200 | 191238 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 01/17/28<sup>(b)</sup> | 400 | 406360 |
| Skyworks Solutions Inc., 1.80%, 06/01/26 (Call 05/01/26) | 375 | 334721 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/15/26 (Call 08/15/26) | 180 | 161582 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/12/25 (Call 02/12/25) | 581 | 545989 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 05/15/24 (Call 03/15/24) | 182 | 177576 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/03/27 (Call 08/03/27) | 5 | 4760 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 02/15/28 (Call 01/15/28) | 135 | 137751 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 11/18/24 | 200 | 200664 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/25/26 (Call 09/25/26) | 200 | 180528 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/22/27 (Call 03/22/27) | 375 | 368171 |
| TSMC Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/28/25 (Call 08/28/25)<sup>(c)</sup> | 800 | 722240 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 04/23/26 (Call 03/23/26)<sup>(c)</sup> | 200 | 179420 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 07/22/27 (Call 06/22/27)<sup>(c)</sup> | 400 | 400868 |
| Xilinx Inc., 2.95%, 06/01/24 (Call 04/01/24) | 541 | 528622 |
|  |  | 22499470 |
| **Shipbuilding — 0.0%** |  |  |
| CSSC Capital Ltd. Co., 2.50%, 02/13/25<sup>(c)</sup> | 400 | 377392 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Shipbuilding (continued)** |  |  |
| Huntington Ingalls Industries Inc., 3.84%, 05/01/25 (Call 04/01/25) | $361 | $349950 |
|  |  | 727342 |
| **Software — 0.6%** |  |  |
| ACI Worldwide Inc., 5.75%, 08/15/26 (Call 08/15/23)<sup>(b)</sup> | 210 | 208011 |
| Activision Blizzard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/15/26 (Call 06/15/26) | 178 | 171791 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/15/27 (Call 03/15/27) | 50 | 48033 |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 02/01/25 (Call 01/01/25) | 729 | 693235 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 02/01/27 (Call 12/01/26) | 5 | 4649 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/01/25 (Call 11/01/24) | 420 | 410613 |
| Autodesk Inc., 3.50%, 06/15/27 (Call 03/15/27) | 60 | 57304 |
| Boxer Parent Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 10/02/25 (Call 06/01/23)<sup>(b)</sup> | 270 | 268226 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.13%, 03/01/26 (Call 09/01/23)<sup>(b)</sup> | 155 | 147752 |
| Broadridge Financial Solutions Inc., 3.40%, 06/27/26 (Call 03/27/26) | 205 | 195890 |
| Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24) | 58 | 57856 |
| Camelot Finance SA, 4.50%, 11/01/26 (Call 11/01/23)<sup>(b)</sup> | 305 | 290171 |
| Consensus Cloud Solutions Inc., 6.00%, 10/15/26 (Call 10/15/23)<sup>(b)(d)</sup> | 130 | 124814 |
| CWT Travel Group Inc., 8.50%, 11/19/26 (Call 11/19/23)<sup>(b)(d)</sup> | 270 | 228911 |
| Electronic Arts Inc., 4.80%, 03/01/26 (Call 12/01/25) | 95 | 95687 |
| Fair Isaac Corp., 5.25%, 05/15/26 (Call 02/15/26)<sup>(b)</sup> | 215 | 213446 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 03/01/24 | 489 | 466369 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 03/01/26 (Call 02/01/26) | 662 | 590921 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/15/25 | 122 | 120965 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 07/15/27 (Call 06/15/27) | 340 | 338286 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/01/27 (Call 04/01/27) | 507 | 461836 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 07/01/24 (Call 06/01/24) | 1157 | 1121145 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 07/01/26 (Call 05/01/26) | 525 | 498955 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/01/25 (Call 03/01/25) | 613 | 599465 |
| Infor Inc., 1.75%, 07/15/25 (Call 06/15/25)<sup>(b)</sup> | 553 | 502898 |
| Intuit Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 07/15/25 (Call 06/15/25) | 688 | 631949 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 07/15/27 (Call 05/15/27) | 60 | 53201 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 08/08/26 (Call 05/08/26) | 818 | 771718 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 02/12/25 (Call 11/12/24) | 502 | 487813 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/03/25 (Call 08/03/25) | 1822 | 1774938 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 02/06/27 (Call 11/06/26) | 1980 | 1928104 |
| Open Text Corp., 6.90%, 12/01/27 (Call 11/01/27)<sup>(b)</sup> | 500 | 512475 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 03/25/26 (Call 02/25/26) | 1272 | 1160179 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/01/25 (Call 03/01/25) | 1832 | 1746922 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 07/15/26 (Call 04/15/26) | 1363 | 1276545 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 04/01/27 (Call 02/01/27) | 475 | 439940 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 11/15/24 (Call 09/15/24) | 1058 | 1023530 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 05/15/25 (Call 02/15/25) | 1374 | 1319851 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/15/27 (Call 08/15/27) | 1300 | 1223313 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 07/08/24 (Call 04/08/24) | 1263 | 1237348 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 11/10/25 | 415 | 426940 |
| PTC Inc., 3.63%, 02/15/25 (Call 02/15/23)<sup>(b)</sup> | 235 | 225398 |
| Roper Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/15/25 (Call 08/15/25) | 511 | 466083 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 09/15/27 (Call 07/15/27) | 475 | 412504 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Software (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 09/15/24 (Call 08/15/24) | $374 | $358969 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/15/26 (Call 09/15/26) | 5 | 4855 |
| salesforce.com Inc., 0.63%, 07/15/24 (Call 03/03/23) | 62 | 58527 |
| Skillz Inc., 10.25%, 12/15/26 (Call 12/15/23)<sup>(b)(d)</sup> | 130 | 88431 |
| SS&C Technologies Inc., 5.50%, 09/30/27 (Call 03/30/23)<sup>(b)</sup> | 850 | 817122 |
| Take-Two Interactive Software Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 03/28/24 | 106 | 103891 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 04/14/25 | 312 | 302634 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/14/27 (Call 03/14/27) | 492 | 471853 |
| Veritas U.S. Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25 (Call 09/01/23)<sup>(b)</sup> | 745 | 491447 |
| VMware Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 08/15/24 (Call 03/03/23) | 512 | 480696 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 08/15/26 (Call 07/15/26) | 930 | 824110 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 08/21/27 (Call 05/21/27) | 605 | 581605 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/25 (Call 04/15/25) | 137 | 135790 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 05/15/27 (Call 03/15/27) | 125 | 123959 |
| Workday Inc., 3.50%, 04/01/27 (Call 03/01/27) | 360 | 344502 |
|  |  | 30224371 |
| **Sovereign Debt Securities — 0.0%** |  |  |
| AVI Funding Co.Ltd., 3.80%, 09/16/25<sup>(c)</sup> | 200 | 194278 |
| **Storage & Warehousing — 0.0%** |  |  |
| GLP China Holdings Ltd., 4.97%, 02/26/24<sup>(c)</sup> | 400 | 372344 |
| **Telecommunications — 0.9%** |  |  |
| Altice France Holding SA, 10.50%, 05/15/27 (Call 05/15/23)<sup>(b)</sup> | 655 | 562193 |
| Altice France SA/France |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/28 (Call 09/15/23)<sup>(b)</sup> | 475 | 394297 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.13%, 02/01/27 (Call 08/01/23)<sup>(b)</sup> | 750 | 702915 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 03/25/24 (Call 02/13/23) | 240 | 229476 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 03/25/26 (Call 03/25/23) | 1921 | 1761019 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 06/01/27 (Call 04/01/27) | 1161 | 1060341 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 07/15/26 (Call 04/15/26) | 98 | 93290 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 02/15/27 (Call 11/15/26) | 170 | 165420 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 01/15/26 (Call 10/15/25) | 155 | 152435 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/01/27 (Call 12/01/26) | 532 | 529132 |
| Axiata SPV2 Bhd, 4.36%, 03/24/26<sup>(c)</sup> | 200 | 196676 |
| Bell Telephone Co. of Canada or Bell Canada (The), Series US-3, 0.75%, 03/17/24 | 398 | 379278 |
| Bharti Airtel International Netherlands BV, 5.35%, 05/20/24<sup>(c)</sup> | 450 | 450153 |
| Bharti Airtel Ltd., 4.38%, 06/10/25<sup>(c)</sup> | 400 | 391324 |
| British Telecommunications PLC, 4.25%, 11/23/81 (Call 11/23/26)<sup>(a)(b)</sup> | 220 | 196264 |
| C&W Senior Financing DAC, 6.88%, 09/15/27 (Call 09/15/23)<sup>(b)</sup> | 515 | 492551 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/20/26 (Call 06/20/26) | 5 | 4730 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 02/28/26 | 305 | 294325 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/25 | 45 | 44315 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/04/24 | 625 | 620125 |
| CommScope Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/01/26 (Call 03/01/23)<sup>(b)</sup> | 645 | 618426 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 03/01/27 (Call 03/01/23)<sup>(b)</sup> | 420 | 357105 |
| CommScope Technologies LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/15/27 (Call 03/15/23)<sup>(b)(d)</sup> | 325 | 248199 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/15/25 (Call 06/15/23)<sup>(b)</sup> | 558 | 528577 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| Connect Finco Sarl/Connect U.S. Finco LLC, 6.75%, 10/01/26 (Call 10/01/23)<sup>(b)</sup> | $905 | $865497 |
| Deutsche Telekom International Finance BV, 3.60%, 01/19/27 (Call 10/19/26)<sup>(b)</sup> | 300 | 289422 |
| Digicel International Finance Ltd./Digicel international Holdings Ltd., 8.75%, 05/25/24 (Call 02/15/23)<sup>(c)</sup> | 600 | 517016 |
| Emirates Telecommunications Group Co. PJSC, 3.50%, 06/18/24<sup>(c)</sup> | 200 | 196386 |
| Empresa Nacional de Telecomunicaciones SA, 4.75%, 08/01/26 (Call 05/03/26)<sup>(c)</sup> | 400 | 392300 |
| Frontier Communications Holdings LLC, 5.88%, 10/15/27 (Call 10/15/23)<sup>(b)</sup> | 485 | 462816 |
| Globe Telecom Inc., 4.20%, (Call 08/02/26)<sup>(a)(c)(e)</sup> | 400 | 370208 |
| HKT Capital No. 2 Ltd., 3.63%, 04/02/25<sup>(c)</sup> | 500 | 483090 |
| HKT Capital No. 4 Ltd., 3.00%, 07/14/26<sup>(c)</sup> | 200 | 186520 |
| Hughes Satellite Systems Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 08/01/26 | 330 | 321100 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 08/01/26 | 335 | 323881 |
| Iliad Holding SASU, 6.50%, 10/15/26 (Call 10/15/23)<sup>(b)</sup> | 535 | 506383 |
| Intrado Corp., 8.50%, 10/15/25 (Call 03/03/23)<sup>(b)</sup> | 310 | 279772 |
| Juniper Networks Inc., 1.20%, 12/10/25 (Call 11/10/25) | 430 | 388075 |
| KT Corp., 1.00%, 09/01/25<sup>(c)</sup> | 400 | 360376 |
| Level 3 Financing Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/01/27 (Call 01/01/27)<sup>(b)</sup> | 317 | 274560 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 09/15/27 (Call 09/15/23)<sup>(b)</sup> | 425 | 360464 |
| Ligado Networks LLC, 17.50%, 05/01/24, (17.50% PIK)<sup>(b)(d)(f)</sup> | 515 | 61683 |
| Liquid Telecommunications Financing Plc, 5.50%, 09/04/26 (Call 03/04/23)<sup>(c)</sup> | 400 | 307280 |
| LogMeIn Inc., 5.50%, 09/01/27 (Call 09/01/23)<sup>(b)</sup> | 405 | 204011 |
| Lumen Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/15/27 (Call 02/15/23)<sup>(b)</sup> | 539 | 454927 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 12/15/26 (Call 12/15/23)<sup>(b)</sup> | 325 | 277937 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 04/01/25 (Call 01/01/25)<sup>(d)</sup> | 145 | 139167 |
| Maxar Technologies Inc., 7.75%, 06/15/27 (Call 06/15/24)<sup>(b)</sup> | 250 | 261275 |
| Motorola Solutions Inc., 4.00%, 09/01/24 | 59 | 58347 |
| MTN Mauritius Investments Ltd., 6.50%, 10/13/26<sup>(c)</sup> | 200 | 203224 |
| NBN Co. Ltd., 1.45%, 05/05/26 (Call 04/05/26)<sup>(b)</sup> | 850 | 765391 |
| Network i2i Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.98%, (Call 06/03/26)<sup>(c)(e)</sup> | 200 | 181180 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, (Call 01/15/25)<sup>(a)(c)(e)</sup> | 400 | 386168 |
| Nokia OYJ, 4.38%, 06/12/27 | 250 | 240830 |
| NTT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.58%, 03/01/24<sup>(b)</sup> | 655 | 624700 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.16%, 04/03/26 (Call 03/03/26)<sup>(b)</sup> | 1410 | 1265207 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.14%, 07/26/24<sup>(b)</sup> | 200 | 197808 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.24%, 07/25/25<sup>(b)</sup> | 365 | 360416 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.37%, 07/27/27 (Call 06/27/27)<sup>(b)</sup> | 205 | 204953 |
| Ooredoo International Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/22/26<sup>(c)</sup> | 200 | 195630 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/19/25<sup>(b)</sup> | 400 | 403288 |
| Qwest Corp., 7.25%, 09/15/25 | 110 | 110063 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/15/26 (Call 08/15/26) | 75 | 69869 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/15/25 (Call 03/15/23)<sup>(b)</sup> | 640 | 615450 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/15/27 (Call 02/15/27)<sup>(b)</sup> | 685 | 644592 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 12/15/25 (Call 09/15/25) | 490 | 473046 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/15/82 (Call 03/15/27)<sup>(a)(b)(d)</sup> | 375 | 339202 |
| SingTel Group Treasury Pte Ltd., 3.25%, 06/30/25<sup>(c)</sup> | 400 | 387400 |
| Sprint LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 06/15/24 | 1046 | 1069378 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 02/15/25 (Call 11/15/24) | $626 | $649738 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 03/01/26 (Call 11/01/25) | 675 | 713745 |
| Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC, 4.74%, 03/20/25 (Call 03/20/24)<sup>(b)</sup> | 281 | 278789 |
| Telecom Italia SpA/Milano, 5.30%, 05/30/24<sup>(b)</sup> | 630 | 613091 |
| Telefonica Celular del Paraguay SA, 5.88%, 04/15/27 (Call 04/15/23)<sup>(c)</sup> | 200 | 187642 |
| Telefonica Emisiones SA, 4.10%, 03/08/27 | 680 | 659559 |
| Telesat Canada/Telesat LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/01/27 (Call 12/01/23)<sup>(b)</sup> | 165 | 75733 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 12/06/26 (Call 12/06/23)<sup>(b)(d)</sup> | 230 | 106127 |
| Telstra Corp. Ltd., 3.13%, 04/07/25 (Call 01/07/25)<sup>(b)</sup> | 520 | 502814 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 02/16/27 (Call 11/16/26) | 70 | 65646 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 09/15/27 (Call 06/15/27) | 104 | 100379 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/15/26 (Call 01/15/26) | 512 | 467179 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 02/15/26 (Call 02/15/23) | 762 | 706351 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 04/15/26 (Call 04/15/23) | 539 | 503598 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/15/25 (Call 03/15/25) | 1633 | 1586019 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/15/27 (Call 02/15/27) | 1784 | 1716190 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 04/15/27 (Call 04/15/23) | 314 | 315231 |
| Total Play Telecomunicaciones SA de CV, 7.50%, 11/12/25 (Call 11/12/23)<sup>(c)</sup> | 200 | 187060 |
| Tower Bersama Infrastructure, 2.80%, 05/02/27 (Call 11/02/26)<sup>(c)</sup> | 200 | 181218 |
| Tower Bersama Infrastructure Tbk PT, 2.75%, 01/20/26 (Call 12/20/25)<sup>(c)</sup> | 200 | 184730 |
| Turk Telekomunikasyon AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/19/24<sup>(c)</sup> | 300 | 283338 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 02/28/25<sup>(c)</sup> | 200 | 190146 |
| Turkcell Iletisim Hizmetleri AS, 5.75%, 10/15/25<sup>(c)</sup> | 200 | 188428 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/22/24 | 859 | 820165 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 11/20/25 (Call 10/20/25) | 1701 | 1539014 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 03/20/26 (Call 02/20/26) | 1267 | 1153984 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 08/15/26 | 387 | 363401 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/22/27 (Call 01/22/27) | 48 | 45320 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/15/25 | 1049 | 1021611 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/01/24 (Call 08/01/24) | 687 | 673322 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 03/16/27 | 515 | 508459 |
| ViaSat Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 09/15/25 (Call 02/13/23)<sup>(b)</sup> | 300 | 282039 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 04/15/27 (Call 04/15/23)<sup>(b)</sup> | 275 | 256668 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/04/81 (Call 06/04/26)<sup>(a)</sup> | 230 | 200100 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/30/25 | 485 | 477366 |
| Zayo Group Holdings Inc., 4.00%, 03/01/27 (Call 03/03/23)<sup>(b)</sup> | 630 | 500737 |
|  |  | 45857791 |
| **Textiles — 0.0%** |  |  |
| Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC, 7.50%, 05/01/25 (Call 02/10/23)<sup>(c)</sup> | 350 | 221032 |
| **Toys, Games & Hobbies — 0.0%** |  |  |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/19/24 (Call 10/19/24) | 527 | 509388 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 11/19/26 (Call 09/19/26) | 165 | 157212 |
| Mattel Inc., 3.38%, 04/01/26 (Call 04/01/23)<sup>(b)</sup> | 290 | 271269 |
|  |  | 937869 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Transportation — 0.3%** |  |  |
| AP Moller - Maersk A/S, 3.88%, 09/28/25 (Call 06/28/25)<sup>(b)</sup> | $270 | $263123 |
| BNSF Funding Trust I, 6.61%, 12/15/55 (Call 01/15/26), <br> (3 mo. LIBOR US + 2.350%)<sup>(a)</sup> | 50 | 48505 |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/25 (Call 01/01/25) | 545 | 527451 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27) | 100 | 96424 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/01/24 (Call 06/01/24) | 415 | 407455 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 09/01/25 (Call 06/01/25) | 345 | 337596 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/01/24 (Call 01/01/24) | 595 | 589050 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 12/15/25 | 425 | 455018 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/01/26 (Call 12/01/25) | 100 | 95296 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 11/21/24 (Call 08/21/24) | 65 | 63182 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 12/02/24 (Call 03/03/23) | 772 | 725124 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/02/26 (Call 11/02/26) | 346 | 313206 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 02/01/25 (Call 11/01/24) | 496 | 477757 |
| CRCC Chengan Ltd., 3.97%, (Call 06/27/24)<sup>(a)(c)(e)</sup> | 400 | 393184 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 11/01/26 (Call 08/01/26) | 100 | 93724 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/01/27 (Call 03/01/27) | 175 | 167412 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 11/01/25 (Call 08/01/25) | 175 | 169584 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 08/01/24 (Call 05/01/24) | 558 | 547214 |
| Eastern Creation Ii Investment Co., 1.35%, 10/20/24<sup>(c)</sup> | 200 | 187828 |
| FedEx Corp., 3.25%, 04/01/26 (Call 01/01/26) | 295 | 284587 |
| Guangzhou Metro Investment Finance BVI Ltd., 1.51%, 09/17/25<sup>(c)</sup> | 200 | 181522 |
| Henan Railway Construction & Investment Group Co. Ltd., 2.20%, 01/26/25<sup>(c)</sup> | 200 | 183538 |
| Indian Railway Finance Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.73%, 03/29/24<sup>(c)</sup> | 200 | 196478 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 12/13/27<sup>(c)</sup> | 200 | 189084 |
| JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26) | 225 | 220838 |
| Misc Capital Two Labuan Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/06/25<sup>(c)</sup> | 200 | 192916 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/06/27 (Call 03/06/27)<sup>(c)</sup> | 200 | 187138 |
| Navios South American Logistics Inc./Navios Logistics |  |  |
| Finance U.S. Inc., 10.75%, 07/01/25 (Call 03/02/23)<sup>(c)</sup> | 200 | 197960 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 06/15/26 (Call 03/15/26) | 110 | 104393 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 08/01/25 (Call 06/01/25)<sup>(d)</sup> | 200 | 195418 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.80%, 05/15/27 | 50 | 56189 |
| Pelabuhan Indonesia Persero PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/05/25<sup>(c)</sup> | 400 | 392084 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/01/24<sup>(c)</sup> | 200 | 198500 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/01/26 (Call 08/01/26) | 305 | 273472 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/24 (Call 08/01/24) | 391 | 375239 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 03/01/27 (Call 02/01/27) | 200 | 184664 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 12/01/26 (Call 10/01/26) | 90 | 83363 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 09/01/25 (Call 08/01/25) | 47 | 44916 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 03/18/24 (Call 02/18/24) | 468 | 460479 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/15/27 (Call 05/15/27) | 340 | 332588 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/01/25 (Call 05/01/25) | 314 | 311843 |
| SF Holding Investment Ltd., 2.38%, 11/17/26<sup>(c)</sup> | 200 | 181860 |
| Ukraine Railways Via Rail Capital Markets PLC, 8.25%, 07/09/26<sup>(c)</sup> | 400 | 82000 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 02/05/27 (Call 12/05/26) | 50 | 46109 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Transportation (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/15/27 (Call 01/15/27) | $10 | $9538 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 03/01/24 (Call 02/01/24) | 530 | 521043 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/15/25 (Call 10/15/24) | 273 | 266879 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/15/25 (Call 05/15/25) | 313 | 304424 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/15/24 (Call 12/15/23) | 446 | 440987 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/15/25 (Call 05/15/25) | 357 | 351152 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 09/01/24 (Call 08/01/24) | 415 | 400064 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 11/15/26 (Call 08/15/26) | 20 | 18860 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 11/15/24 (Call 09/15/24) | 110 | 107021 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/01/25 (Call 03/01/25) | 700 | 693315 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 09/17/26 (Call 08/17/26) | 565 | 506449 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 09/09/27 (Call 08/09/27) | 220 | 219980 |
| Watco Cos. LLC/Watco Finance Corp., 6.50%, 06/15/27 (Call 06/15/23)<sup>(b)</sup> | 265 | 250271 |
| Western Global Airlines LLC, 10.38%, 08/15/25 (Call 08/15/23)<sup>(b)(d)</sup> | 170 | 118964 |
| XPO Escrow Sub LLC, 7.50%, 11/15/27 (Call 11/15/24)<sup>(b)</sup> | 115 | 118183 |
| Yunda Holding Investment Co., 2.25%, 08/19/25<sup>(c)</sup> | 400 | 361132 |
|  |  | 15803573 |
| **Trucking & Leasing — 0.1%** |  |  |
| AerCap Global Aviation Trust, 6.50%, 06/15/45 (Call 06/15/25)<sup>(a)(b)</sup> | 220 | 215074 |
| DAE Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 08/01/24 (Call 07/01/24)<sup>(c)</sup> | 400 | 377668 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 03/20/25 (Call 02/20/25)<sup>(c)</sup> | 200 | 189026 |
| Fortress Transportation and Infrastructure Investors LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 10/01/25 (Call 10/01/23)<sup>(b)</sup> | 297 | 287359 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.75%, 08/01/27 (Call 08/01/23)<sup>(b)</sup> | 175 | 180115 |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/30/25 (Call 12/30/24) | 130 | 124944 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/15/26 (Call 06/15/26) | 142 | 134200 |
| NAC Aviation 29 DAC, 4.75%, 06/30/26 (Call 06/01/23) | 350 | 307076 |
| Penske Truck Leasing Co. LP/PTL Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 11/15/25 (Call 10/15/25)<sup>(b)</sup> | 400 | 358100 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 06/15/26 (Call 05/15/26)<sup>(b)</sup> | 447 | 397799 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 11/01/24 (Call 10/01/24)<sup>(b)</sup> | 314 | 299365 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 11/15/26 (Call 08/15/26)<sup>(b)</sup> | 160 | 149579 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 07/01/24 (Call 06/01/24)<sup>(b)</sup> | 284 | 275923 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 03/10/25 (Call 01/10/25)<sup>(b)</sup> | 470 | 456666 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/15/25 (Call 06/15/25)<sup>(b)</sup> | 47 | 45399 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/01/27 (Call 01/01/27)<sup>(b)</sup> | 115 | 110437 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/01/27 (Call 06/01/27)<sup>(b)</sup> | 487 | 474976 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 01/29/26 (Call 11/29/25)<sup>(b)</sup> | 279 | 272098 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 02/01/28 | 350 | 359037 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 11/15/27 (Call 10/15/27)<sup>(b)</sup> | 680 | 704113 |
| SMBC Aviation Capital Finance DAC, 1.90%, 10/15/26 (Call 09/15/26)<sup>(b)</sup> | 380 | 329342 |
|  |  | 6048296 |
| **Venture Capital — 0.0%** |  |  |
| Hercules Capital Inc., 3.38%, 01/20/27 (Call 12/20/26) | 350 | 309337 |
| **Water — 0.0%** |  |  |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/01/27 (Call 06/01/27) | 50 | 47050 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/01/25 (Call 12/01/24) | 938 | 916154 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 03/01/24 (Call 12/01/23) | 329 | 325128 |
| Aquarion Co., 4.00%, 08/15/24 (Call 05/15/24)<sup>(b)</sup> | 363 | 358052 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Water (continued)** |  |  |
| Solaris Midstream Holdings LLC, 7.63%, 04/01/26 (Call 04/01/23)<sup>(b)</sup> | $180 | $180090 |
|  |  | 1826474 |
| **Total Corporate Bonds & Notes — 36.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $1,967,687,842)** |  | 1866818169 |
| **Foreign Government Obligations<sup>(k)</sup>** |  |  |
| **Angola — 0.0%** |  |  |
| Angolan Government International Bond, 9.50%, 11/12/25<sup>(c)</sup> | 300 | 313071 |
| **Argentina — 0.0%** |  |  |
| Ciudad Autonoma De Buenos Aires/Government Bonds, 7.50%, 06/01/27<sup>(c)</sup> | 200 | 187334 |
| Provincia de Cordoba |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 12/10/25<sup>(c)(g)</sup> | 300 | 258327 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.99%, 06/01/27<sup>(c)(g)</sup> | 200 | 152096 |
|  |  | 597757 |
| **Azerbaijan — 0.0%** |  |  |
| Republic of Azerbaijan International Bond, 4.75%, 03/18/24<sup>(c)</sup> | 400 | 397176 |
| **Bahrain — 0.1%** |  |  |
| Bahrain Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.96%, 01/05/26<sup>(c)</sup> | 200 | 202204 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 01/26/26<sup>(c)</sup> | 800 | 831712 |
| CBB International Sukuk Co. 5 SPC, 5.62%, 02/12/24<sup>(c)</sup> | 400 | 400532 |
| CBB International Sukuk Co. 6 SPC, 5.25%, 03/20/25<sup>(c)</sup> | 200 | 200082 |
| CBB International Sukuk Programme Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 09/16/27<sup>(c)</sup> | 200 | 194486 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/30/27<sup>(c)</sup> | 400 | 394884 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 11/14/24<sup>(c)</sup> | 1000 | 1012700 |
|  |  | 3236600 |
| **Belarus — 0.0%** |  |  |
| Republic of Belarus International Bond, 5.88%, 02/24/26<sup>(c)</sup> | 200 | 84500 |
| **Brazil — 0.1%** |  |  |
| Brazilian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/06/25 | 800 | 761824 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/07/25 | 1800 | 1779246 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 01/13/28 (Call 10/13/27) | 800 | 778448 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 04/07/26<sup>(d)</sup> | 1025 | 1067179 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.75%, 02/04/25<sup>(d)</sup> | 300 | 322011 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.88%, 04/15/24 | 400 | 416712 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.13%, 05/15/27<sup>(d)</sup> | 400 | 470624 |
|  |  | 5596044 |
| **Canada — 0.7%** |  |  |
| Canada Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/19/26 | 875 | 791149 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/22/25 | 1980 | 1883911 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/28/25 | 255 | 248003 |
| CDP Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 06/10/25<sup>(b)</sup> | 1260 | 1161090 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/26/26<sup>(b)(d)</sup> | 400 | 360916 |
| CPPIB Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/09/26<sup>(b)(d)</sup> | 980 | 875561 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/04/25<sup>(b)</sup> | 880 | 824868 |
| Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/25/27 | 30 | 29015 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/26/25 | 405 | 398382 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Canada (continued)** |  |  |
| Hydro-Quebec, Series IO, 8.05%, 07/07/24 | $685 | $716284 |
| OMERS Finance Trust, 2.50%, 05/02/24<sup>(b)</sup> | 435 | 423268 |
| Ontario Teachers' Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/21/26<sup>(b)</sup> | 975 | 865732 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/15/25<sup>(b)</sup> | 480 | 449146 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/20/25 | 3352 | 3111662 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 11/13/24 | 1187 | 1133561 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 07/20/26<sup>(d)</sup> | 2055 | 1852398 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/02/26 | 910 | 859349 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 01/15/26<sup>(d)</sup> | 325 | 344841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 10, 1.75%, 09/27/24 | 820 | 783822 |
| Province of Manitoba Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 06/22/26 | 810 | 760144 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 05/14/24 | 854 | 836647 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GX, 2.60%, 04/16/24 | 450 | 438925 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/21/26 | 1976 | 1784664 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 04/14/26 | 692 | 628260 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 05/21/27 | 35 | 30955 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 06/15/26<sup>(d)</sup> | 922 | 869713 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/27/26 | 1262 | 1196881 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 05/19/27<sup>(d)</sup> | 1585 | 1530080 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 05/16/24 | 1288 | 1264043 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 07/23/25 | 2282 | 2092411 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/20/26 | 1012 | 965124 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/12/27<sup>(d)</sup> | 215 | 204828 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series QO, 2.88%, 10/16/24 | 1240 | 1206508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series QX, 1.50%, 02/11/25 | 1563 | 1477191 |
| Province of Saskatchewan Canada, 3.25%, 06/08/27 | 10 | 9706 |
| PSP Capital Inc., 1.00%, 06/29/26<sup>(b)(d)</sup> | 250 | 224460 |
|  |  | 32633498 |
| **Chile — 0.0%** |  |  |
| Chile Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/31/27 (Call 12/31/26) | 600 | 563256 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/27/25<sup>(d)</sup> | 200 | 194414 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 01/21/26 | 400 | 385204 |
|  |  | 1142874 |
| **China — 0.1%** |  |  |
| China Development Bank, 1.00%, 10/27/25<sup>(c)</sup> | 800 | 728280 |
| China Development Bank/Hong Kong, 0.63%, 09/09/24<sup>(c)</sup> | 200 | 188012 |
| China Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 10/21/25<sup>(c)</sup> | 2000 | 1810840 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/26/24<sup>(c)</sup> | 400 | 376840 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 10/26/26 | 400 | 363432 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 12/03/24<sup>(c)</sup> | 750 | 720022 |
| Export-Import Bank of China (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/26/26<sup>(c)</sup> | 800 | 765376 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/14/27<sup>(c)</sup> | 200 | 195158 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/31/24<sup>(c)</sup> | 600 | 591426 |
|  |  | 5739386 |
| **Colombia — 0.1%** |  |  |
| Colombia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/25/27 (Call 01/25/27) | 1000 | 908520 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/26/24 (Call 11/26/23) | 300 | 295944 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/28/26 (Call 10/28/25) | 600 | 573882 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 02/02/34 | 300 | 298032 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Colombia (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.13%, 05/21/24<sup>(d)</sup> | $187 | $193362 |
|  |  | 2269740 |
| **Costa Rica — 0.0%** |  |  |
| Costa Rica Government International Bond, 4.38%, 04/30/25<sup>(c)</sup> | 200 | 193690 |
| **Denmark — 0.0%** |  |  |
| Kommunekredit |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/28/26<sup>(c)</sup> | 200 | 179850 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/10/25<sup>(c)</sup> | 1000 | 919280 |
|  |  | 1099130 |
| **Dominican Republic — 0.1%** |  |  |
| Dominican Republic International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/27/25<sup>(c)</sup> | 575 | 573833 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 01/25/27<sup>(c)</sup> | 700 | 701071 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 01/29/26<sup>(c)</sup> | 800 | 827064 |
|  |  | 2101968 |
| **Egypt — 0.1%** |  |  |
| Egypt Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/16/26<sup>(c)</sup> | 1000 | 831030 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 10/06/25<sup>(c)</sup> | 400 | 359440 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 05/29/24<sup>(c)</sup> | 650 | 612924 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 09/30/27<sup>(c)</sup> | 200 | 166304 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/11/25<sup>(c)</sup> | 600 | 552750 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 03/01/24<sup>(c)</sup> | 200 | 191576 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 01/31/27<sup>(c)</sup> | 600 | 542112 |
|  |  | 3256136 |
| **El Salvador — 0.0%** |  |  |
| El Salvador Government International Bond, 6.38%, 01/18/27<sup>(c)</sup> | 400 | 221444 |
| **Ethiopia — 0.0%** |  |  |
| Ethiopia International Bond, 6.63%, 12/11/24<sup>(c)</sup> | 270 | 182412 |
| **Finland — 0.0%** |  |  |
| Finland Government International Bond, 6.95%, 02/15/26<sup>(d)</sup> | 210 | 225339 |
| Finnvera OYJ, 1.63%, 10/23/24<sup>(b)</sup> | 855 | 814165 |
| Kuntarahoitus OYJ, 0.63%, 03/20/26<sup>(b)</sup> | 200 | 179732 |
|  |  | 1219236 |
| **France — 0.1%** |  |  |
| Agence Francaise de Developpement EPIC, 4.00%, 09/21/27 | 600 | 598188 |
| Caisse d'Amortissement de la Dette Sociale, 0.38%, 09/23/25<sup>(b)</sup> | 1680 | 1522937 |
| SFIL SA, 0.63%, 02/09/26<sup>(c)</sup> | 800 | 718696 |
|  |  | 2839821 |
| **Gabon — 0.0%** |  |  |
| Gabon Government International Bond, 6.95%, 06/16/25<sup>(c)</sup> | 400 | 387812 |
| **Georgia — 0.0%** |  |  |
| Georgia Government International Bond, 2.75%, 04/22/26<sup>(c)</sup> | 300 | 276561 |
| **Germany — 0.1%** |  |  |
| FMS Wertmanagement, 0.38%, 05/06/24<sup>(c)</sup> | 400 | 379040 |
| Land Nordrhein Westfalen, 2.25%, 04/16/25<sup>(c)</sup> | 1600 | 1529728 |
| State of North Rhine-Westphalia, 3.88%, 01/15/25 | 200 | 197622 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Germany (continued)** |  |  |
| State of North Rhine-Westphalia Germany, 1.00%, 04/21/26<sup>(c)</sup> | $200 | $181314 |
|  |  | 2287704 |
| **Ghana — 0.0%** |  |  |
| Ghana Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/07/25<sup>(c)(i)(j)(l)</sup> | 200 | 67010 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 02/11/27<sup>(c)(i)(j)</sup> | 1000 | 379810 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 03/26/27<sup>(c)(i)(j)</sup> | 200 | 77536 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.13%, 01/18/26<sup>(c)(i)(j)</sup> | 400 | 160340 |
|  |  | 684696 |
| **Guatemala — 0.0%** |  |  |
| Guatemala Government Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/05/27<sup>(c)</sup> | 200 | 191484 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/03/26<sup>(c)</sup> | 400 | 388564 |
|  |  | 580048 |
| **Honduras — 0.0%** |  |  |
| Honduras Government International Bond, 6.25%, 01/19/27<sup>(c)</sup> | 350 | 309575 |
| **Hong Kong — 0.1%** |  |  |
| Airport Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/12/27 (Call 12/12/26)<sup>(b)(d)</sup> | 600 | 547122 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, (Call 03/08/26)<sup>(a)(c)(e)</sup> | 400 | 366572 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/12/28 (Call 11/12/27)<sup>(b)</sup> | 400 | 407088 |
| Hong Kong Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/02/26<sup>(b)</sup> | 800 | 721120 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/28/24<sup>(b)</sup> | 400 | 390260 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/11/28 | 200 | 205186 |
| Hong Kong Sukuk 2017 Ltd., 3.13%, 02/28/27<sup>(c)</sup> | 200 | 193460 |
|  |  | 2830808 |
| **Hungary — 0.0%** |  |  |
| Hungary Government International Bond, 5.38%, 03/25/24. | 500 | 501670 |
| **India — 0.0%** |  |  |
| Export-Import Bank of India |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/05/26<sup>(c)(d)</sup> | 400 | 377452 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/12/24<sup>(c)</sup> | 200 | 197274 |
|  |  | 574726 |
| **Indonesia — 0.2%** |  |  |
| Indonesia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/11/28 | 400 | 383584 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 07/18/27<sup>(c)</sup> | 400 | 390152 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/15/25<sup>(c)</sup> | 800 | 794432 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 09/20/27 (Call 06/20/27) | 300 | 296733 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 01/08/27<sup>(c)</sup> | 600 | 597552 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 02/11/24 | 200 | 199584 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 01/11/28 | 200 | 200572 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/08/26<sup>(c)</sup> | 1000 | 1008490 |
| Lembaga Pembiayaan Ekspor Indonesia, 3.88%, 04/06/24<sup>(c)</sup> | 200 | 196874 |
| Perusahaan Penerbit SBSN Indonesia III |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/09/26<sup>(c)</sup> | 800 | 730840 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 06/23/25<sup>(c)</sup> | 450 | 427099 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 08/20/24<sup>(c)</sup> | 200 | 197510 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 03/29/27<sup>(c)</sup> | 800 | 793128 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.33%, 05/28/25<sup>(c)</sup> | 900 | 896958 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 09/10/24<sup>(c)(d)</sup> | 600 | 598500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 06/06/27<sup>(c)</sup> | 800 | 800640 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Indonesia (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/29/26<sup>(c)</sup> | $600 | $602670 |
|  |  | 9115318 |
| **Iraq — 0.0%** |  |  |
| Iraq International Bond, 5.80%, 01/15/28 (Call 03/19/23)<sup>(c)</sup> | 313 | 289363 |
| **Israel — 0.0%** |  |  |
| Israel Government AID Bond, 5.50%, 09/18/23 | 380 | 380954 |
| Israel Government International Bond, 2.88%, 03/16/26 | 400 | 384004 |
|  |  | 764958 |
| **Italy — 0.1%** |  |  |
| Republic of Italy Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/06/24 | 1220 | 1148435 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/17/26 | 1280 | 1133363 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 10/17/24 | 1035 | 982764 |
|  |  | 3264562 |
| **Japan — 0.2%** |  |  |
| Development Bank of Japan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 08/28/24<sup>(b)</sup> | 200 | 191024 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 10/02/24<sup>(c)</sup> | 500 | 477195 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/28/27<sup>(b)(d)</sup> | 1295 | 1245531 |
| Japan Bank for International Cooperation |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/15/25 | 1007 | 919220 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/17/24 | 615 | 584988 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/04/26 | 455 | 422781 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 04/20/26 | 905 | 852356 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/23/24 | 1235 | 1199654 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/28/25 | 1720 | 1643701 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/21/26 | 1105 | 1056667 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/16/27 | 500 | 468985 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/14/25 | 390 | 376760 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/01/27 | 225 | 213064 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 07/21/27 | 525 | 497590 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/29/24 | 435 | 424934 |
| Japan International Cooperation Agency, 3.25%, 05/25/27 | 980 | 939526 |
|  |  | 11513976 |
| **Jersey — 0.0%** |  |  |
| IDB Trust Services Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.81%, 02/26/25<sup>(c)</sup> | 800 | 754488 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.96%, 10/02/24<sup>(c)</sup> | 500 | 476665 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.84%, 04/25/24<sup>(c)</sup> | 500 | 486690 |
|  |  | 1717843 |
| **Jordan — 0.0%** |  |  |
| Jordan Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/07/25<sup>(c)</sup> | 200 | 194198 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/31/27<sup>(c)</sup> | 400 | 392280 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 01/29/26<sup>(c)</sup> | 600 | 598830 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 01/15/28<sup>(c)</sup> | 200 | 207564 |
|  |  | 1392872 |
| **Kazakhstan — 0.0%** |  |  |
| Kazakhstan Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/14/24<sup>(c)</sup> | 645 | 649231 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 07/21/25<sup>(c)</sup> | 1000 | 1040710 |
|  |  | 1689941 |
| **Kenya — 0.0%** |  |  |
| Kenya Government International Bond, 7.00%, 05/22/27<sup>(c)</sup> | 400 | 360840 |
| Republic of Kenya Government International Bond, 6.88%, 06/24/24<sup>(c)</sup> | 900 | 846675 |
|  |  | 1207515 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Kuwait — 0.0%** |  |  |
| Kuwait International Government Bond, 3.50%, 03/20/27<sup>(c)</sup> | $2000 | $1972440 |
| **Lebanon — 0.0%** |  |  |
| Lebanon Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/22/24<sup>(c)(i)(j)(l)</sup> | 350 | 22799 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/04/24<sup>(c)(i)(j)(l)</sup> | 300 | 19551 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/26/25<sup>(c)(i)(j)(l)</sup> | 200 | 12984 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/12/25<sup>(c)(i)(j)(l)</sup> | 200 | 13002 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/27/26<sup>(c)(i)(j)(l)</sup> | 400 | 26008 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/23/27<sup>(c)(i)(j)(l)</sup> | 350 | 22712 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/29/27<sup>(c)(i)(j)(l)</sup> | 370 | 24057 |
|  |  | 141113 |
| **Malaysia — 0.0%** |  |  |
| Export-Import Bank of Malaysia Bhd, 1.83%, 11/26/26 (Call 10/26/26)<sup>(c)</sup> | 200 | 179016 |
| Malaysia Sovereign Sukuk Bhd, 3.04%, 04/22/25<sup>(c)</sup> | 352 | 342904 |
| Malaysia Sukuk Global Bhd, 3.18%, 04/27/26<sup>(c)</sup> | 600 | 583338 |
|  |  | 1105258 |
| **Mexico — 0.1%** |  |  |
| Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/11/28 | 400 | 383892 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/27/25 (Call 03/27/25) | 300 | 297771 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/21/26 | 1200 | 1187988 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 03/28/27 | 1000 | 990650 |
|  |  | 2860301 |
| **Mongolia — 0.0%** |  |  |
| Mongolia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/07/27<sup>(c)</sup> | 200 | 174404 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 04/07/26<sup>(c)</sup> | 400 | 376316 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.65%, 01/19/28<sup>(b)</sup> | 200 | 209854 |
|  |  | 760574 |
| **Morocco — 0.0%** |  |  |
| Morocco Government International Bond, 2.38%, 12/15/27<sup>(c)</sup> | 400 | 353956 |
| **Namibia — 0.0%** |  |  |
| Namibia International Bonds, 5.25%, 10/29/25<sup>(c)</sup> | 400 | 379228 |
| **Nigeria — 0.0%** |  |  |
| Nigeria Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/28/27<sup>(c)</sup> | 600 | 493578 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 11/21/25<sup>(c)</sup> | 600 | 551736 |
|  |  | 1045314 |
| **Norway — 0.1%** |  |  |
| Kommunalbanken AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/11/25<sup>(b)</sup> | 800 | 726216 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 03/12/25<sup>(b)</sup> | 640 | 595808 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/20/27<sup>(b)</sup> | 1420 | 1292981 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/19/24<sup>(b)</sup> | 1025 | 989145 |
|  |  | 3604150 |
| **Oman — 0.1%** |  |  |
| Oman Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/15/26<sup>(c)</sup> | 1200 | 1178652 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 02/01/25<sup>(c)</sup> | 400 | 396248 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 03/08/27<sup>(c)</sup> | 1000 | 1002390 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 01/17/28<sup>(c)</sup> | 800 | 806232 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 10/28/27<sup>(c)</sup> | 600 | 637716 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oman (continued)** |  |  |
| Oman Sovereign Sukuk Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 06/01/24<sup>(c)</sup> | $1100 | $1093741 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.93%, 10/31/25<sup>(c)</sup> | 400 | 411416 |
|  |  | 5526395 |
| **Pakistan — 0.0%** |  |  |
| Pakistan Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 04/08/26<sup>(c)</sup> | 800 | 344416 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 12/05/27<sup>(c)</sup> | 400 | 168324 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 04/15/24<sup>(c)</sup> | 400 | 228296 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 09/30/25<sup>(c)</sup> | 200 | 103084 |
|  |  | 844120 |
| **Panama — 0.1%** |  |  |
| Banco Latinoamericano de Comercio Exterior SA, 2.38%, 09/14/25 (Call 08/14/25)<sup>(c)</sup> | 200 | 185098 |
| Panama Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/16/25 (Call 12/16/24) | 705 | 686148 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/17/26<sup>(c)</sup> | 700 | 667156 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 01/29/26 | 500 | 531845 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.88%, 09/30/27 | 300 | 349854 |
|  |  | 2420101 |
| **Paraguay — 0.0%** |  |  |
| Paraguay Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/27/27<sup>(c)</sup> | 200 | 198392 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/15/26<sup>(c)</sup> | 200 | 199702 |
|  |  | 398094 |
| **Peru — 0.0%** |  |  |
| Corp. Financiera de Desarrollo SA, 2.40%, 09/28/27 (Call 07/28/27)<sup>(c)</sup> | 200 | 173222 |
| Peruvian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.39%, 01/23/26 (Call 12/23/25) | 325 | 302783 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.35%, 07/21/25 | 1200 | 1264800 |
|  |  | 1740805 |
| **Philippines — 0.0%** |  |  |
| Philippine Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.23%, 03/29/27 | 200 | 190976 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/30/26 | 200 | 206148 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.50%, 10/21/24 | 200 | 217360 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.63%, 03/16/25 | 700 | 790412 |
| Philippines Government International Bond, 5.17%, 10/13/27 | 200 | 206570 |
|  |  | 1611466 |
| **Poland — 0.0%** |  |  |
| Republic of Poland Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/06/26 | 829 | 801892 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/16/27 (Call 08/16/27) | 650 | 675246 |
|  |  | 1477138 |
| **Qatar — 0.1%** |  |  |
| Qatar Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/02/26<sup>(c)</sup> | 1600 | 1558304 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/14/24<sup>(c)</sup> | 800 | 787384 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 04/16/25<sup>(c)</sup> | 800 | 781488 |
|  |  | 3127176 |
| **Romania — 0.0%** |  |  |
| Romanian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/27/27<sup>(c)</sup> | 600 | 544740 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/25/27<sup>(c)</sup> | 400 | 394420 |
|  |  | 939160 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Saudi Arabia — 0.2%** |  |  |
| KSA Sukuk Ltd., 3.63%, 04/20/27<sup>(c)</sup> | $2000 | $1952400 |
| Saudi Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/03/27<sup>(c)</sup> | 600 | 561756 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 10/22/25<sup>(c)</sup> | 1000 | 964720 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/26/26<sup>(c)</sup> | 2200 | 2122736 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/17/25<sup>(c)</sup> | 1800 | 1788894 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/18/28 | 600 | 609690 |
|  |  | 8000196 |
| **Slovenia — 0.0%** |  |  |
| Slovenia Government International Bond, 5.25%, 02/18/24<sup>(b)</sup> | 400 | 399824 |
| **South Africa — 0.0%** |  |  |
| Republic of South Africa Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 09/27/27<sup>(d)</sup> | 200 | 192636 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 04/14/26 | 600 | 588474 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 09/16/25 | 800 | 805528 |
|  |  | 1586638 |
| **South Korea — 0.3%** |  |  |
| Export-Import Bank Korea, 1.13%, 03/24/26<sup>(c)</sup> | 200 | 179972 |
| Export-Import Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/09/24 | 200 | 191438 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/29/24 | 200 | 188958 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/09/26 | 610 | 542357 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/21/25 | 400 | 361472 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 12/29/26 | 400 | 350048 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/18/25 | 200 | 187304 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/18/27 | 600 | 539190 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/12/25 | 800 | 757104 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 06/25/24 | 400 | 387420 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 04/21/27 | 400 | 368476 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 05/26/26 | 600 | 563742 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 01/21/25 | 900 | 869904 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/10/25 | 200 | 192660 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/15/27 | 200 | 198288 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/11/28 | 400 | 409916 |
| Incheon International Airport Corp., 1.25%, 05/04/26<sup>(c)</sup> | 200 | 178200 |
| Industrial Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/17/24<sup>(c)</sup> | 200 | 187182 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.04%, 06/22/25<sup>(c)</sup> | 200 | 182440 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 10/23/24<sup>(c)</sup> | 200 | 191274 |
| Korea Development Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 06/19/24 | 400 | 377124 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/03/25<sup>(c)</sup> | 800 | 740040 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/25/27 | 200 | 176566 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/18/25 | 500 | 471810 |
| Korea Electric Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 06/14/25<sup>(c)</sup> | 200 | 193826 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/14/27<sup>(c)</sup> | 200 | 193498 |
| Korea Expressway Corp., 1.13%, 05/17/26<sup>(c)</sup> | 400 | 354364 |
| Korea Hydro & Nuclear Power Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 04/27/26<sup>(c)</sup> | 600 | 535038 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/15/25<sup>(c)</sup> | 200 | 191964 |
| Korea International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/19/24 | 200 | 193212 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/19/27 | 200 | 191008 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 11/03/25 | 200 | 204776 |
| Korea Mine Rehabilitation & Mineral Resources Corp., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/15/26<sup>(c)</sup> | 600 | 536328 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **South Korea (continued)** |  |  |
| Korea National Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/05/25<sup>(c)(d)</sup> | $1000 | $896960 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 04/07/26<sup>(c)</sup> | 400 | 357480 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/18/25<sup>(c)(d)</sup> | 200 | 186446 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/27/27<sup>(c)</sup> | 200 | 189470 |
| Korea SMEs and Startups Agency, 2.13%, 08/30/26<sup>(c)</sup> | 200 | 180820 |
| Korea South-East Power Co. Ltd., 1.00%, 02/03/26<sup>(c)</sup> | 200 | 178244 |
| Korea Water Resources Corp, 3.50%, 04/27/25<sup>(c)</sup> | 200 | 193764 |
|  |  | 13570083 |
| **Sri Lanka — 0.0%** |  |  |
| Sri Lanka Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 06/03/25<sup>(c)(i)(j)</sup> | 600 | 212868 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 05/11/27<sup>(c)(i)(j)</sup> | 200 | 68374 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 06/28/24<sup>(c)(i)(j)</sup> | 400 | 136780 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.83%, 07/18/26<sup>(c)(i)(j)</sup> | 400 | 139784 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.85%, 03/14/24<sup>(c)(i)(j)</sup> | 400 | 138160 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.85%, 11/03/25<sup>(c)(i)(j)</sup> | 810 | 284261 |
|  |  | 980227 |
| **Supranational — 1.9%** |  |  |
| Africa Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 06/16/25<sup>(c)</sup> | 200 | 187570 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/13/24<sup>(c)</sup> | 200 | 194354 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/17/26<sup>(c)</sup> | 400 | 382596 |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 03/23/26 | 1607 | 1458224 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/22/26 | 1536 | 1381248 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 11/03/27 | 335 | 342970 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GDIF, 3.38%, 07/07/25 | 172 | 169188 |
| African Export-Import Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 05/17/26 (Call 04/17/26)<sup>(b)</sup> | 25 | 22735 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/20/24<sup>(c)</sup> | 425 | 414966 |
| Arab Petroleum Investments Corp., 1.26%, 02/10/26<sup>(c)</sup> | 800 | 725816 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/11/24 | 1183 | 1118325 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/03/25 | 2082 | 1895661 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/04/26 | 2050 | 1849838 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/08/24 | 342 | 321035 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/29/25 | 2647 | 2446172 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/14/26 | 4500 | 4105035 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/18/24 | 1915 | 1823616 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/20/27 | 2245 | 2054848 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 08/14/26 | 60 | 55889 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/22/25 | 371 | 355099 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/24/26 | 580 | 546192 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/19/25<sup>(d)</sup> | 12 | 11490 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 08/10/27 | 5 | 4713 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/12/27 | 65 | 62136 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/06/25 | 407 | 395441 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/20/27 | 365 | 355119 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 09/27/24 | 365 | 363011 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.22%, 08/15/27 | 60 | 64911 |
| Asian Infrastructure Investment Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/30/24 | 1634 | 1524506 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/28/25 | 1576 | 1442986 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/27/26 | 427 | 383002 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/16/24 | 1849 | 1793012 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 06/29/25 | 282 | 275762 |
| Central American Bank for Economic Integration, 2.00%, 05/06/25<sup>(b)</sup> | 405 | 380339 |
| Corp. Andina de Fomento, 1.25%, 10/26/24 | 12 | 11228 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Supranational (continued)** |  |  |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/10/24 | $257 | $243022 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/22/26 | 576 | 516332 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/27/25 | 125 | 117896 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/16/25 | 275 | 267616 |
| European Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/19/25 | 1887 | 1735078 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 11/25/25 | 72 | 65336 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/28/26 | 297 | 268054 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/13/25 | 1044 | 988605 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 09/27/24 | 2538 | 2424171 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 12/15/25 | 1697 | 1535327 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 03/26/26 | 2162 | 1936568 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/25/25 | 2042 | 1879865 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/26/26 | 1765 | 1577063 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/15/27 | 240 | 218378 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 03/14/25 | 2424 | 2298534 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/10/25 | 2034 | 1941494 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 04/13/26 | 290 | 274552 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/24/24 | 1713 | 1661987 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/24/27 | 85 | 80413 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/15/24 | 47 | 45585 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 08/15/25 | 235 | 227992 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/15/27 | 210 | 205939 |
| European Stability Mechanism, 1.38%, 09/11/24<sup>(b)(d)</sup> | 905 | 861397 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/23/24 | 297 | 278527 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/15/25 | 2484 | 2286348 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/16/27 | 130 | 112800 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/03/25 | 2475 | 2305165 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/20/26<sup>(d)</sup> | 3265 | 2963771 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/13/27 | 25 | 22883 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/14/25 | 2152 | 2044873 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/02/26 | 716 | 671579 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/23/26 | 225 | 210798 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 01/15/25 | 1728 | 1658949 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 07/07/27<sup>(d)</sup> | 50 | 47180 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/01/24 | 92 | 90391 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 06/15/25 | 47 | 49794 |
| Inter-American Investment Corp., 1.75%, 10/02/24<sup>(c)</sup> | 950 | 907174 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/28/25 | 7614 | 6962089 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/28/25 | 2975 | 2706863 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/22/25 | 4760 | 4402000 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/11/25 | 2156 | 2006568 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/24/27 | 690 | 599762 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 02/10/27 (Call 02/10/23) | 10 | 8696 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/15/26 | 10 | 9030 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 08/28/24 | 1184 | 1131194 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/15/25 | 1591 | 1513136 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 10/27/26 | 408 | 379877 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/03/25 | 267 | 255879 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/25/24 | 2064 | 1997106 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/29/25 | 2549 | 2456981 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/22/27 | 50 | 47279 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/20/25 | 667 | 651439 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 06/15/27 | 200 | 194796 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/16/25 | 1578 | 1444343 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Supranational (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/08/26 | $20 | $17879 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/16/24 | 1221 | 1160744 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 04/07/26 | 77 | 72713 |
| ISDB Trust Services No. 2 SARL, 1.26%, 03/31/26<sup>(c)</sup> | 1275 | 1160607 |
| Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/11/25 | 915 | 832083 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/21/24 | 995 | 965419 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 04/04/25 | 200 | 193506 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 09/08/27 | 200 | 196658 |
|  |  | 95307116 |
| **Sweden — 0.1%** |  |  |
| Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/30/24 | 200 | 187802 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 08/26/25 | 1262 | 1148243 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/07/24 | 200 | 187300 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 05/14/25 | 1425 | 1309447 |
|  |  | 2832792 |
| **Thailand — 0.0%** |  |  |
| Export Import Bank of Thailand, 1.46%, 10/15/25<sup>(c)</sup> | 200 | 181216 |
| **Trinidad and Tobago — 0.0%** |  |  |
| Trinidad & Tobago Government International Bond, 4.50%, 08/04/26<sup>(c)(d)</sup> | 400 | 395920 |
| **Tunisia — 0.0%** |  |  |
| Tunisian Republic, 5.75%, 01/30/25<sup>(c)</sup> | 428 | 278474 |
| **Turkey — 0.3%** |  |  |
| Hazine Mustesarligi Varlik Kiralama AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.49%, 11/25/24<sup>(c)</sup> | 400 | 380428 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 06/22/26<sup>(c)</sup> | 1500 | 1363785 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 02/24/27<sup>(c)</sup> | 1000 | 972560 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.76%, 11/13/25<sup>(c)</sup> | 1000 | 1035830 |
| Istanbul Metropolitan Municipality, 6.38%, 12/09/25<sup>(c)</sup> | 200 | 179864 |
| Turkey Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/13/25<sup>(d)</sup> | 800 | 741848 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/14/26 | 800 | 705792 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/26/26<sup>(d)</sup> | 800 | 722696 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/09/26 | 1200 | 1062000 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 11/14/24 | 1000 | 961160 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 03/22/24<sup>(d)</sup> | 1000 | 981640 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/25/27<sup>(d)</sup> | 1400 | 1272768 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 08/10/24<sup>(d)</sup> | 900 | 884025 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 10/14/25<sup>(d)</sup> | 1200 | 1144008 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 02/05/25 | 1444 | 1434412 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.60%, 09/24/27 | 800 | 797328 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.88%, 01/15/28 | 1200 | 1235148 |
| Turkiye Ihracat Kredi Bankasi AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 07/06/26<sup>(c)</sup> | 400 | 362116 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 05/03/24<sup>(c)</sup> | 200 | 196178 |
| Turkiye Vakiflar Bankasi TAO, 5.50%, 10/01/26<sup>(c)</sup> | 200 | 177628 |
|  |  | 16611214 |
| **Ukraine — 0.0%** |  |  |
| Ukraine Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 09/01/25<sup>(c)(i)(j)</sup> | 804 | 183563 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 09/01/26<sup>(c)(i)(j)</sup> | 700 | 150413 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 09/01/27<sup>(c)(i)(j)</sup> | 500 | 106656 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.99%, 02/01/26<sup>(c)(i)(j)</sup> | 600 | 135113 |
|  |  | 575745 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **United Arab Emirates — 0.1%** |  |  |
| Abu Dhabi Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/30/24<sup>(c)</sup> | $1200 | $1153236 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/16/25<sup>(c)</sup> | 1200 | 1155924 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/03/26<sup>(c)</sup> | 1200 | 1166544 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 10/11/27<sup>(c)</sup> | 1800 | 1737900 |
| RAK Capital, 3.09%, 03/31/25<sup>(c)</sup> | 500 | 486585 |
| Sharjah Sukuk Ltd., 3.76%, 09/17/24<sup>(c)</sup> | 200 | 195914 |
| Sharjah Sukuk Program Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 06/10/27<sup>(c)</sup> | 200 | 182326 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/03/26<sup>(c)</sup> | 800 | 767976 |
|  |  | 6846405 |
| **Uruguay — 0.0%** |  |  |
| Uruguay Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/27/27 | 600 | 607560 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/14/24<sup>(d)</sup> | 320 | 320077 |
|  |  | 927637 |
| **Vietnam — 0.0%** |  |  |
| Vietnam Government International Bond, 4.80%, 11/19/24<sup>(c)</sup> | 454 | 449001 |
| **Zambia — 0.0%** |  |  |
| Zambia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 04/14/24<sup>(c)(i)(j)</sup> | 400 | 200680 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.97%, 07/30/27<sup>(c)(i)(j)</sup> | 600 | 298176 |
|  |  | 498856 |
| **Total Foreign Government Obligations — 5.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $303,668,481)** |  | 282262564 |
| **Municipal Debt Obligations** |  |  |
| **California — 0.0%** |  |  |
| California Earthquake Authority, 5.60%, 07/01/27 | 200 | 203769 |
| University of California RB, Series BG, 0.88%, 05/15/25 (Call 04/15/25) | 70 | 64386 |
|  |  | 268155 |
| **Florida — 0.0%** |  |  |
| State Board of Administration Finance Corp. RB, 1.26%, 07/01/25 | 650 | 600493 |
| **New York — 0.0%** |  |  |
| Port Authority of New York & New Jersey RB, Series AAA, 1.09%, 07/01/23 | 500 | 492258 |
| **Total Municipal Debt Obligations — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $1,422,662)** |  | 1360906 |
| **U.S. Government & Agency Obligations** |  |  |
| **Mortgage-Backed Securities — 6.6%** |  |  |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/01/30 | 301 | 286408 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/31 | 269 | 255793 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/01/31 | 623 | 591795 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/31 | 343 | 326023 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/01/32 | 411 | 390951 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/01/33 | 1084 | 1030788 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/01/29 | 10625 | 10297126 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/01/30 | 274 | 264732 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/30 | 24 | 23442 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/01/30 | 211 | 204054 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/01/30 | 305 | 294635 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/01/31 | $109 | $105267 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/31 | 74 | 71988 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.16%, 02/01/45, (12 mo. LIBOR US + 1.622%)<sup>(a)</sup> | 9 | 9111 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/01/32 | 61 | 59674 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/01/32 | 50 | 48304 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/33 | 114 | 112196 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/34 | 523 | 513335 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/33 | 104 | 104126 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.42%, 04/01/44, (12 mo. LIBOR US + 1.590%)<sup>(a)</sup> | 35 | 35075 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/16/38<sup>(m)</sup> | 453 | 434495 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/16/38<sup>(m)</sup> | 3174 | 3094824 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.83%, 12/01/44, (12 mo. LIBOR US + 1.576%)<sup>(a)</sup> | 8 | 8128 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/16/38<sup>(m)</sup> | 112 | 112851 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/16/38<sup>(m)</sup> | 178 | 180763 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-M13, Class A2, 3.02%, 08/25/24<sup>(a)</sup> | 48 | 46637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-M3, Class A2, 2.70%, 02/25/26 | 5666 | 5425687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-M25, Class A1, 2.14%, 11/25/29 | 324 | 314240 |
| Freddie Mac Multifamily Structured Pass Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K036, Class A2, 3.53%, 10/25/23 (Call 11/25/23)<sup>(a)</sup> | 500 | 495599 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K042, Class A2, 2.67%, 12/25/24 (Call 12/25/24) | 5000 | 4829169 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K048, Class A2, 3.28%, 06/25/25 (Call 08/25/25)<sup>(a)</sup> | 1347 | 1313116 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K049, Class A2, 3.01%, 07/25/25 (Call 08/25/25) | 1129 | 1093398 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K051, Class A2, 3.31%, 09/25/25 (Call 10/25/25) | 1622 | 1580491 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K053, Class A2, 3.00%, 12/25/25 (Call 01/25/26) | 1000 | 966263 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K067, Class A1, 2.90%, 03/25/27 (Call 09/25/27) | 2867 | 2774628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K-1512, Class A2, 2.99%, 05/25/31 (Call 10/25/34) | 460 | 426271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K-1512, Class A3, 3.06%, 04/25/34 (Call 10/25/34) | 450 | 403957 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K722, Class A2, 2.41%, 03/25/23 (Call 05/25/23) | 154 | 152717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K724, Class A2, 3.06%, 11/25/23 (Call 12/25/23)<sup>(a)</sup> | 1388 | 1371713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K729, Class A1, 2.95%, 02/25/24 (Call 11/25/24) | 271 | 270878 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/01/36 | 2264 | 2015424 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/01/36 | 2460 | 2186054 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/01/36 | 2441 | 2172637 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/01/36 | 2068 | 1838504 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/01/37 | 21344 | 18968449 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/01/37 | 22478 | 19933921 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/01/37 | 3405 | 3019547 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 08/01/37 | 1701 | 1511995 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/01/35 | 10462 | 9538158 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/01/35 | 3500 | 3201987 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/01/35 | 6752 | 6155863 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/01/36 | 21352 | 19489130 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/01/36 | 7452 | 6792846 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/01/36 | 12790 | 11656755 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/01/36 | 13049 | 11892440 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/01/36 | 1053 | 960019 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/01/36<sup>(n)</sup> | $13549 | $12348326 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/01/36 | 7623 | 6947418 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/01/36 | 808 | 736404 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/01/36 | 1771 | 1613830 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/01/36 | 12211 | 11129376 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/01/36 | 11095 | 10112236 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/01/37 | 19219 | 17518994 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/01/37 | 4992 | 4550054 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/01/37 | 1756 | 1597739 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/01/37 | 2240 | 2037955 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/01/28 | 383 | 363425 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/29 | 93 | 88393 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/01/30 | 50 | 47698 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/01/30 | 62 | 58380 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/30 | 179 | 169523 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/30 | 30 | 28830 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/01/31 | 26 | 24454 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/01/31 | 518 | 492254 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/31 | 738 | 701188 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/31 | 552 | 524183 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/01/31 | 2721 | 2585327 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/31 | 853 | 810150 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/01/32 | 3863 | 3668699 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/01/32 | 702 | 666325 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/01/32 | 660 | 626627 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/01/32 | 4708 | 4471807 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/01/32 | 5256 | 4991929 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/01/32 | 102 | 97179 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/01/33 | 804 | 763229 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/01/35 | 6957 | 6540047 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/01/35 | 14607 | 13731264 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/01/36 | 1574 | 1475206 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/01/36 | 10207 | 9568125 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/01/36 | 509 | 477445 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/01/36 | 616 | 577992 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/36 | 3104 | 2909568 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/01/37 | 9069 | 8488663 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/01/37 | 2974 | 2783607 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/01/37 | 539 | 504192 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/01/27 | 31 | 29614 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/01/28 | 139 | 134283 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/01/28 | 149 | 144569 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/01/30 | 4691 | 4536976 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/30 | 68 | 66073 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/01/30 | 45 | 43151 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/01/30 | 159 | 154092 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/01/30 | 242 | 234328 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/01/30 | 131 | 126188 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/01/30 | 27 | 26565 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/01/30 | 108 | 104540 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/01/31 | 1523 | 1471862 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/01/31 | 774 | 748084 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/01/31 | 166 | 160134 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/31 | 82 | 78171 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/31 | 480 | 464979 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/01/31 | 522 | 505111 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/01/31 | 156 | 151266 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/01/31 | 27 | 26065 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/01/32 | 519 | 502049 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/01/32 | 1703 | 1646612 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/01/32 | $151 | $145560 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/32 | 497 | 479900 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/01/32 | 308 | 297356 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/01/32 | 502 | 485542 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/01/32 | 824 | 796286 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/01/33 | 566 | 546824 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/01/33 | 585 | 564004 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/01/34 | 264 | 254645 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/01/34 | 3970 | 3825659 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/01/34 | 424 | 408898 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/01/34 | 3491 | 3364024 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/01/35 | 538 | 518328 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/01/37 | 922 | 885110 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/01/27 | 5 | 4753 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/01/29 | 12 | 11909 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/30 | 131 | 128831 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/01/30 | 58 | 56997 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/01/30 | 7 | 6594 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/31 | 81 | 79245 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/31 | 135 | 133490 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/01/32 | 74 | 72938 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/01/32 | 118 | 115890 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/32 | 143 | 141041 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/32 | 36 | 36151 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/01/32 | 37 | 35709 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/01/32 | 236 | 232506 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/01/32 | 36 | 35538 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/01/32 | 25 | 24559 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/33 | 387 | 380866 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/33 | 497 | 485398 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/01/33 | 306 | 301414 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/33 | 544 | 535681 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/01/34 | 4082 | 4018946 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/34 | 784 | 762678 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/01/34 | 535 | 524702 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/01/35 | 429 | 420451 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/29 | 53 | 51633 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/32 | 177 | 174049 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/33 | 233 | 232077 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/33 | 111 | 110478 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/33 | 72 | 71523 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/01/33 | 478 | 469959 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/16/38<sup>(m)</sup> | 4554 | 4522335 |
|  |  | 336587607 |
| **U.S. Government Agency Obligations — 1.1%** |  |  |
| Federal Farm Credit Banks Funding Corp., 1.85%, 07/26/24 | 35 | 33572 |
| Federal Home Loan Banks |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 08/15/24 | 260 | 248646 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 06/09/23 | 300 | 297006 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 09/08/23 | 1105 | 1095298 |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 08/24/23 | 10000 | 9746000 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 12/04/23 | 2470 | 2376189 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/19/23 | 4195 | 4161608 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/10/23 | 15000 | 14699250 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/17/25 | 13000 | 11945050 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/22/25 | 200 | 184940 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 07/02/24 | 6850 | 6587713 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **U.S. Government Agency Obligations (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/05/24 | $705 | $689025 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 09/06/24 | 2550 | 2481992 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 09/12/23 | 800 | 790640 |
|  |  | 55336929 |
| **U.S. Government Obligations — 46.8%** |  |  |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 02/15/24 | 26000 | 24789375 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/15/24 | 24000 | 22845000 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/15/24 | 4000 | 3782656 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 06/15/24 | 20000 | 18861719 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/31/25 | 12000 | 10995938 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/31/25 | 16460 | 15015892 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 08/31/25 | 12000 | 10917188 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 09/30/25 | 12400 | 11267531 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 10/31/25 | 5700 | 5160281 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/15/24 | 21500 | 20433399 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/15/24 | 15400 | 14509086 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 08/15/24 | 25500 | 23954062 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/15/24 | 48800 | 45763344 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/30/25 | 13100 | 12067352 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 12/31/25 | 22200 | 20110078 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/31/26 | 3050 | 2752148 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/30/27 | 17100 | 14734055 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/31/25 | 16800 | 15567563 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/28/26 | 32000 | 28915000 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/30/27 | 18000 | 15776719 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/31/27 | 14000 | 12234688 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/30/27 | 9570 | 8347582 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 08/31/27 | 10600 | 9207922 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/31/27 | 23100 | 19965258 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/15/24 | 28900 | 27150195 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/31/26 | 29850 | 26795039 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 11/30/27 | 25000 | 21705078 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/15/24 | 42320 | 39739472 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/31/26 | 20000 | 18198438 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/30/26 | 21620 | 19610016 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/31/26 | 40380 | 36547055 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/31/26 | 47500 | 42735156 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 06/30/26 | 32800 | 29768563 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/30/26 | 206450 | 186240481 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 12/15/24 | 54200 | 51043273 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 01/15/25 | 29400 | 27706055 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 02/28/25 | 18000 | 16925625 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/31/26 | 22800 | 20726625 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 02/28/27 | 6400 | 5789500 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 08/31/24 | 3200 | 3044375 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 11/30/26 | 62780 | 57257322 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 12/31/26 | 24950 | 22720094 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/31/25 | 9000 | 8519766 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 08/31/26 | 8860 | 8155353 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/29/24 | 10600 | 10241836 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/30/24 | 11500 | 10974414 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/31/24 | 15000 | 14288086 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/30/24 | 19230 | 18294791 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/15/25 | 42300 | 40092469 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 08/15/26 | 43700 | 40425914 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/31/27 | 35700 | 32791008 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 02/15/26 | 25000 | 23400391 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/15/26 | 18000 | 16790625 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/31/26 | 30000 | 27792187 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **U.S. Government Obligations (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 06/30/24 | $6500 | $6251426 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/31/24 | 17180 | 16406900 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/15/25 | 23900 | 22751680 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/31/26 | 10000 | 9297656 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 08/31/24 | 17260 | 16581736 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/28/27 | 28000 | 26072813 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/30/24 | 10000 | 9680078 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/31/24 | 9250 | 8937813 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/30/24 | 14000 | 13508906 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/15/25 | 22500 | 21545508 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/15/25 | 11600 | 11043563 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/15/26 | 35000 | 32845312 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/29/24 | 18650 | 18134211 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/31/24 | 23000 | 22327969 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 07/31/24 | 13900 | 13424359 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/30/24 | 10800 | 10412297 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 11/30/24 | 7800 | 7504453 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 05/15/25 | 9000 | 8616094 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/31/24 | 22000 | 21393281 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/30/24 | 17600 | 17089187 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 10/31/24 | 7200 | 6947156 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/24 | 19600 | 18910937 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 12/31/24 | 4000 | 3853750 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/25 | 14000 | 13392969 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/31/26 | 4000 | 3815000 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 02/15/27 | 32100 | 30382149 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 08/15/27 | 20350 | 19170336 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/27 | 20900 | 19642734 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 02/29/24 | 9000 | 8776758 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 08/15/24 | 23400 | 22670578 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/15/27 | 33450 | 31733074 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/30/24 | 5000 | 4869922 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/15/24 | 20700 | 20148539 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/31/24 | 2000 | 1945391 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/31/25 | 9300 | 8999203 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/28/26 | 4000 | 3843125 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/31/27 | 31000 | 29578360 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 03/31/25 | 5250 | 5090039 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 04/15/25 | 7000 | 6781797 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/31/26 | 13000 | 12554141 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 05/31/27 | 2000 | 1916719 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/15/24 | 30650 | 30027422 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/28/25 | 10450 | 10156910 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/15/25 | 13790 | 13394615 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/30/25 | 8000 | 7767500 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 08/31/25 | 10000 | 9696875 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/30/27 | 32800 | 31593063 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 07/31/27 | 21440 | 20641025 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/30/25 | 11100 | 10808625 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/31/25 | 7000 | 6814609 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/25 | 20000 | 19482813 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 07/31/25 | 6000 | 5842031 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 11/30/25 | 4900 | 4764867 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/30/24 | 32000 | 31318750 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/31/24 | 14340 | 14030234 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/15/25 | 18000 | 17576719 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/30/25 | 10000 | 9756250 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/31/25 | 8000 | 7803750 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/15/25 | 17300 | 16943187 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/31/27 | 25000 | 24460937 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares <br> (000)* | *Value* |
| **U.S. Government Obligations (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/30/27 | $25000 | $24572266 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/15/25 | 12200 | 12064656 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/30/27 | 19300 | 19526172 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 12/31/27 | 31000 | 31356016 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 09/30/27 | 30000 | 30611719 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/31/27 | 31340 | 31993733 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/31/24 | 6600 | 6600258 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/15/25 | 11500 | 11588945 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/31/24 | 7880 | 7883386 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/30/24 | 5300 | 5317805 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/25 | 13700 | 13906570 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 11/15/24 | 500 | 527070 |
| U.S. Treasury Notes, 3.50%, 01/31/28 | 20000 | 19912500 |
|  |  | 2391032235 |
| **Total U.S. Government & Agency Obligations — 54.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $2,933,724,745)** |  | 2782956771 |
| **Common Stocks** |  |  |
| **Diversified Financial Services — 0.0%** |  |  |
| HoldCo.<sup>(h)</sup> | 16 |  |
| **Energy Equipment & Services — 0.0%** |  |  |
| Patterson-UTI Energy Inc. | 0 <sup>(o)</sup> | 5141 |
| **Health Care Technology — 0.0%** |  |  |
| Quincy Health LLC<sup>(h)</sup> | 1 |  |
| **Metals & Mining — 0.0%** |  |  |
| Foresight Energy LLC<sup>(h)</sup> | 0 <sup>(o)</sup> |  |
| **Total Common Stocks — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost $249,425)** |  | 5141 |
| **Preferred Stocks** |  |  |
| **Diversified Financial Services — 0.0%** |  |  |
| HoldCo. Preference Shares<sup>(h)</sup> | 0 <sup>(o)</sup> |  |
| **Total Preferred Stocks — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost $98)** |  |  |
| **Warrants** |  |  |
| **Advertising — 0.0%** |  |  |
| Affinion Group Inc. | 0 <sup>(o)</sup> |  |
| **Total Warrants — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost $0)** |  |  |
| **Total Long-Term Investments — 98.7%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $5,319,593,516)** |  | 5038299320 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares <br> (000)* | *Value* |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 1.1%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(p)(q)</sup> | 13743 | $13751715 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(p)(q)(r)</sup> | 43029 | 43028722 |
| **Total Short-Term Securities — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $13,842,274)** |  | 56780437 |
| **Total Investments — 99.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $5,333,435,790)** |  | 5095079757 |
| **Other Assets Less Liabilities — 0.2%** |  | 12029174 |
| **Net Assets — 100.0%** |  | $5107108931 |

---

<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> 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.

(c) This
 security may be resold to qualified foreign investors and foreign institutional buyers
 under Regulation S of the Securities Act of 1933.

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

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

<sup>(f)</sup> Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates.

<sup>(g)</sup> Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.

<sup>(h)</sup> Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

<sup>(i)</sup> Issuer filed for bankruptcy and/or is in default.

<sup>(j)</sup> Non-income producing security.

<sup>(k)</sup> U.S. dollar denominated security issued by foreign domiciled entity.

<sup>(l)</sup> Zero-coupon bond.

<sup>(m)</sup> Represents or includes a TBA transaction.

<sup>(n)</sup> All or a portion of the security has been pledged as collateral in connection with outstanding TBA commitments.

<sup>(o)</sup> Rounds to less than 1,000.

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

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

<sup>(r)</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> **Core 1-5 Year USD Bond ETF** |
| January 31, 2023 |  |

---

**Affiliates**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at<br> 10/31/22* | *Purchases<br> at Cost* | *Proceeds<br> from Sale* | *Net Realized<br> Gain (Loss)* | *Change in<br> Unrealized<br> Appreciation<br> (Depreciation)* | *Value at<br> 01/31/23* | *Shares<br> Held at<br> 01/31/23<br> (000)* | *Income* | *Capital Gain<br> Distributions from<br> Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $53200266 | $— | $(39470204)<sup>(a)</sup> | $(590) | $22243 | $13751715 | 13743 | $273948 | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 88715321 |  | (45686599)<sup>(a)</sup> |  |  | 43028722 | 43029 | 213139 <sup>(b)</sup> |  |
|  |  |  |  | $(590) | $22243 | $56780437 |  | $487087 | $— |

---

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

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

**Fair Value Hierarchy as of Period End**

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | $— | $39004536 | $— | $39004536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collaterized Mortgage Obligations |  | 65891233 |  | 65891233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes |  | 1866818169 |  | 1866818169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Obligations |  | 282262564 |  | 282262564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal Debt Obligations |  | 1360906 |  | 1360906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government & Agency Obligations |  | 2782956771 |  | 2782956771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | 5141 |  |  | 5141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 56780437 |  |  | 56780437 |
|  | $56785578 | $5038294179 | $— | $5095079757 |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| JSC | Joint Stock Company |
| LIBOR | London Interbank Offered Rate |
| OJSC | Open Joint Stock Company |
| PIK | Payment-in-kind |
| PJSC | Public Joint Stock Company |

---

RB Revenue Bond <br> REIT Real Estate Investment Trust <br> 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 Core 1-5 Year USD Bond ETF

- **b. EDGAR series identifier (if any):** S000038926

- **c. LEI of Series:** 549300EL16PGODA21E74

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $5208463829.43

**Total Liabilities:** $101361677.25

**Net Assets:** $5107102152.18

**Delayed Delivery Securities:** $3676267.00

**Cash Not Reported:** $16734.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1264.20000000 | **1-Year:** 176757.91000000 | **5-Year:** 454561.08000000 | **10-Year:** 1122.44000000 | **30-Year:** 1780.03000000

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

- **3-Month:** 90.92000000 | **1-Year:** 19757.20000000 | **5-Year:** 77535.06000000 | **10-Year:** 527.56000000 | **30-Year:** 896.34000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119711 | 1.66%                | 0.02%                | 1.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8491291.76             | $81259662.87                               |
| Month 2  | $-7261494.93             | $-3325726.36                               |
| Month 3  | $-8770530.04             | $75700399.70                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                                       | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    875000 | PA      | $831180.00    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                          | BOC Aviation Ltd                                                                 | CUSIP: 09681MAJ7<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $194240.00    | 0.00%             | 2024-10-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    682000 | PA      | $657666.24    | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7823462 | PA      | $7155086.50   | 0.14%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 25601B2D6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    970000 | PA      | $941520.80    | 0.02%             | 2025-03-28      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                            | Brink's Co/The                                                                   | CUSIP: 109696AB0<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187659.20    | 0.00%             | 2025-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1227402.55   | 0.02%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIFC SUKUK                                                | DIFC Sukuk Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    400000 | PA      | $395356.00    | 0.01%             | 2024-11-12      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| GUOHUI INTERNATION BVI                                    | Guohui International Bvi Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3003006FL4AR64A4TT83 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $548292.00    | 0.01%             | 2025-08-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8860000 | PA      | $8155353.13   | 0.16%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    602000 | PA      | $561672.02    | 0.01%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                    | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $47344.50     | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONTEMPRY RUIDNG DEVELOP                                  | Contemporary Ruiding Development Ltd                                             | CUSIP: 000000000<br>LEI: 549300MSU00BINFBY870 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $548976.00    | 0.01%             | 2025-09-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BTU25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1387662 | PA      | $1371712.84   | 0.03%             | 2023-11-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    898000 | PA      | $888032.20    | 0.02%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GREENKO SOLAR MAURITIUS                                   | Greenko Solar Mauritius Ltd                                                      | CUSIP: 000000000<br>LEI: 2138007S1PL541B3KP92 | Long             | DBT              | CORP              | MU        |    400000 | PA      | $374588.00    | 0.01%             | 2026-07-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                            | Synchrony Bank                                                                   | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472876.75    | 0.01%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INCHEON INTL AIRPORT                                      | Incheon International Airport Corp                                               | CUSIP: 000000000<br>LEI: 9884003RVIY5SVDZFM51 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $178200.00    | 0.00%             | 2026-05-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | Tencent Holdings Ltd                                                             | CUSIP: 88032XAL8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $589980.00    | 0.01%             | 2024-04-11      | Fixed         | 3.28%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47879.00     | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                  | Element Fleet Management Corp                                                    | CUSIP: 286181AF9<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $52536.00     | 0.00%             | 2024-04-06      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                           | Cemex SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $552036.00    | 0.01%             | 2026-06-08      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                   | Office Properties Income Trust                                                   | CUSIP: 67623CAD1<br>LEI: N/A                  | Long             | DBT              |  | US        |    135000 | PA      | $108660.15    | 0.00%             | 2026-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                       | Diebold Nixdorf Inc                                                              | CUSIP: 253651AH6<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    183144 | PA      | $94612.19     | 0.00%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| INEOS QUATTRO FINANCE 2                                   | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $211027.30    | 0.00%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                       | Travel + Leisure Co                                                              | CUSIP: 98310WAM0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    158000 | PA      | $157690.32    | 0.00%             | 2025-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133L8W50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2247054 | PA      | $2047921.54   | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                    | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $241688.20    | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA WATER RESOURCES                                     | Korea Water Resources Corp                                                       | CUSIP: 000000000<br>LEI: 98840035IHSMZZ2TP220 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $193764.00    | 0.00%             | 2025-04-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110436.80    | 0.00%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $564102.25    | 0.01%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                   | Pricoa Global Funding I                                                          | CUSIP: 74153WCL1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    730000 | PA      | $700471.50    | 0.01%             | 2024-09-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $439940.25    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES                                    | Mirae Asset Securities Co Ltd                                                    | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $181072.00    | 0.00%             | 2025-07-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307PVG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     52842 | PA      | $51124.16     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    343000 | PA      | $326323.34    | 0.01%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                    | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $401000.00    | 0.01%             | 2025-03-20      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    675000 | PA      | $597975.75    | 0.01%             | 2027-07-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7848845 | PA      | $6960222.53   | 0.14%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 438516CH7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100780.00    | 0.00%             | 2024-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO                                   | Huarong Finance 2017 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $176264.00    | 0.00%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                        | Baytex Energy Corp                                                               | CUSIP: 07317QAH8<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $238008.60    | 0.00%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $672858.40    | 0.01%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                          | CUSIP: 36143L2B0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    685000 | PA      | $646941.40    | 0.01%             | 2024-04-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                         | Expedia Group Inc                                                                | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    666000 | PA      | $677548.44    | 0.01%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176848.00    | 0.00%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $583776.00    | 0.01%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10600000 | PA      | $9207921.93   | 0.18%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                         | Clarios Global LP                                                                | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $203276.64    | 0.00%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                  | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |   1000000 | PA      | $972560.00    | 0.02%             | 2027-02-24      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                              | Entergy Corp                                                                     | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    348000 | PA      | $313405.32    | 0.01%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                   | Jefferies Financial Group Inc                                                    | CUSIP: 472319AE2<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28612.71     | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62896.80     | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573072.00    | 0.01%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $16790625.00  | 0.33%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                      | Cengage Learning Inc                                                             | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243432.50    | 0.00%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| ENLINK MIDSTREAM PARTNER                                  | EnLink Midstream Partners LP                                                     | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    189000 | PA      | $182318.85    | 0.00%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                    | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $552750.00    | 0.01%             | 2025-06-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1746368.40   | 0.03%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                              | Calpine Corp                                                                     | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213166.80    | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                     | CUSIP: 053332AX0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    487000 | PA      | $476690.21    | 0.01%             | 2024-04-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FK4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $96650.00     | 0.00%             | 2024-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                       | LSEGA Financing PLC                                                              | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $779050.20    | 0.02%             | 2026-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                         | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    296000 | PA      | $290331.60    | 0.01%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                   | Jersey Central Power & Light Co                                                  | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97709.00     | 0.00%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                        | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    420000 | PA      | $410613.00    | 0.01%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HX CEMENT INTER FIN                                       | Huaxin Cement International Finance Co Ltd                                       | CUSIP: 000000000<br>LEI: 655600KOD3OX9BKUMI38 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $175622.00    | 0.00%             | 2025-11-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    770000 | PA      | $786755.20    | 0.02%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                     | Lincoln National Corp                                                            | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38474.00     | 0.00%             | 2026-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    965000 | PA      | $878497.40    | 0.02%             | 2026-06-24      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                    | Skyworks Solutions Inc                                                           | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    375000 | PA      | $334721.25    | 0.01%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2670537 | PA      | $2434806.75   | 0.05%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178000 | PA      | $180763.04    | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $611592.80    | 0.01%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                    | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $117127.20    | 0.00%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                           | DP World Salaam                                                                  | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $600594.00    | 0.01%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    324000 | PA      | $292798.80    | 0.01%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    670000 | PA      | $631964.10    | 0.01%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                | CUSIP: 17275RAN2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    625000 | PA      | $620125.00    | 0.01%             | 2024-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                          | AMC Networks Inc                                                                 | CUSIP: 00164VAD5<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    174000 | PA      | $167824.74    | 0.00%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 471048AT5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    905000 | PA      | $852356.15    | 0.02%             | 2026-04-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                     | CUSIP: 166764BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $312764.80    | 0.01%             | 2025-11-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                     | TotalEnergies Capital International SA                                           | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    683000 | PA      | $657927.07    | 0.01%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                              | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    202000 | PA      | $187488.32    | 0.00%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                    | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $366500.00    | 0.01%             | 2026-01-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32100000 | PA      | $30382148.60  | 0.59%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    410000 | PA      | $409479.30    | 0.01%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    885000 | PA      | $837971.10    | 0.02%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                    | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $283984.68    | 0.01%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                         | Ares Capital Corp                                                                | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    454000 | PA      | $439403.90    | 0.01%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    695000 | PA      | $681127.80    | 0.01%             | 2025-06-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                                             | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2615.46      | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                             | LFS Topco LLC                                                                    | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $115854.20    | 0.00%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                    | CenterPoint Energy Inc                                                           | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    159000 | PA      | $153344.37    | 0.00%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24045.50     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                              | Linde Inc/CT                                                                     | CUSIP: 74005PBN3<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77168.00     | 0.00%             | 2025-02-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Berry Petroleum Co LLC                                    | Berry Petroleum Co LLC                                                           | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168435.75    | 0.00%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                         | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169583.75    | 0.00%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK MUSCAT SAOG                                          | Bank Muscat SAOG                                                                 | CUSIP: 000000000<br>LEI: 549300HC6W6OEXV7SY67 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $193622.00    | 0.00%             | 2026-03-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $998736.85    | 0.02%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHN MACAU                                   | Industrial & Commercial Bank of China Macau Ltd                                  | CUSIP: 000000000<br>LEI: 30030037RFQWUFQG0Y77 | Long             | DBT              | CORP              | MO        |    600000 | PA      | $577728.00    | 0.01%             | 2029-09-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BFXT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4829169.15   | 0.09%             | 2024-12-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BOS FUNDING LTD                                           | BOS Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 635400PTLHUGAMGH6I34 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192526.00    | 0.00%             | 2024-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24950000 | PA      | $22720093.75  | 0.44%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                  | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    525000 | PA      | $479241.00    | 0.01%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    255000 | PA      | $245552.25    | 0.00%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHOUZHOU INTL INV LTD                                     | Chouzhou International Investment Ltd                                            | CUSIP: 000000000<br>LEI: 254900G02LJVPHKXDT91 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $570168.00    | 0.01%             | 2025-02-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $399028.25    | 0.01%             | 2024-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CCTHK 2021 LTD                                            | Ccthk 2021 Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900862W7TXMZ9L981 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $183714.00    | 0.00%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                              | CUSIP: 30313RAA7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132468.00    | 0.00%             | 2025-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SDG FINANCE LTD                                           | SDG Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900GR3D4V12XN1M61 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $349944.00    | 0.01%             | 2026-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                        | Diageo Capital PLC                                                               | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $387576.90    | 0.01%             | 2024-10-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    814000 | PA      | $739706.22    | 0.01%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                   | Shinhan Financial Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $180132.00    | 0.00%             | 2026-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| POWERCHINA RB BVI                                         | Powerchina Roadbridge Group British Virgin Islands Ltd                           | CUSIP: 000000000<br>LEI: 54930030HB6G7DYU0727 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $187878.00    | 0.00%             | 2026-04-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 59217GEJ4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    520000 | PA      | $476548.80    | 0.01%             | 2025-07-02      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GANSU HIGHWAY AVIATION                                    | Gansu Provincial Highway Aviation Tourism Investment Group Co Ltd                | CUSIP: 000000000<br>LEI: 6354005FD8B3J4OSMC91 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $359932.00    | 0.01%             | 2024-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    200000 | PA      | $197636.00    | 0.00%             | 2024-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                                   | Enova International Inc                                                          | CUSIP: 29357KAD5<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    103000 | PA      | $100777.26    | 0.00%             | 2024-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    318000 | PA      | $314292.12    | 0.01%             | 2024-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2020-2 | GM Financial Consumer Automobile Receivables Trust 2020-2                        | CUSIP: 36258VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466907 | PA      | $461780.41    | 0.01%             | 2024-12-16      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    314000 | PA      | $315230.88    | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                 | Ball Corp                                                                        | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    339000 | PA      | $334023.48    | 0.01%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    309000 | PA      | $309370.80    | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    695000 | PA      | $623880.65    | 0.01%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    320000 | PA      | $300832.00    | 0.01%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                        | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359394.90    | 0.01%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    213000 | PA      | $202232.85    | 0.00%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 02665WEC1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60504.00     | 0.00%             | 2026-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                     | Owl Rock Capital Corp                                                            | CUSIP: 69121KAB0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    392000 | PA      | $377190.24    | 0.01%             | 2025-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                | Cigna Corp                                                                       | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    685000 | PA      | $665224.05    | 0.01%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                 | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    470000 | PA      | $442519.10    | 0.01%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                            | PDC Energy Inc                                                                   | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107408.16    | 0.00%             | 2024-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    834000 | PA      | $800448.18    | 0.02%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1239849.00   | 0.02%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                       | CUSIP: 91159HHU7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494765.00    | 0.01%             | 2025-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                     | Crown Americas LLC / Crown Americas Capital Corp V                               | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167375.25    | 0.00%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COLORADO INT GAS CO/ISS                                   | Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp                | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193070.00    | 0.00%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $368476.00    | 0.01%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    505000 | PA      | $557777.55    | 0.01%             | 2026-10-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                    | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5380.00      | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J7T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    811123 | PA      | $770345.72    | 0.02%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    340000 | PA      | $318325.00    | 0.01%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    543000 | PA      | $535788.96    | 0.01%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FAR EAST HORIZON LTD                                      | Far East Horizon Ltd                                                             | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $176582.00    | 0.00%             | 2026-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1386812.70   | 0.03%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                             | Parkland Corp                                                                    | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $240160.00    | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCBL CAYMAN 1 CORP                                        | CCBL Cayman 1 Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 549300PPQILFPZT13E12 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $185318.00    | 0.00%             | 2025-07-21      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                                   | NMG Holding Co Inc / Neiman Marcus Group LLC                                     | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $479700.00    | 0.01%             | 2026-04-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                  | Allison Transmission Inc                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165917.50    | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    495000 | PA      | $441223.20    | 0.01%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FAT4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    390000 | PA      | $371837.70    | 0.01%             | 2024-11-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                       | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249647.55    | 0.00%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZHEJIANG SEAPORT                                          | Zhejiang Seaport International Co Ltd                                            | CUSIP: 000000000<br>LEI: 655600XYNPAPJV64SA06 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $366976.00    | 0.01%             | 2026-03-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                         | Expedia Group Inc                                                                | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165232.65    | 0.00%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TONGYANGLIFEINSURANCECO                                   | Tongyang Life Insurance Co Ltd                                                   | CUSIP: 000000000<br>LEI: 9884007L6E9UAWKGCX42 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $169590.00    | 0.00%             | 2025-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $208500.60    | 0.00%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 059438AG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26976.50     | 0.00%             | 2025-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                           | Barings BDC Inc                                                                  | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185644.20    | 0.00%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348BF2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49266.00     | 0.00%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                          | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $818456.50    | 0.02%             | 2026-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                  | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231875.00    | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    525000 | PA      | $505118.25    | 0.01%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    662000 | PA      | $590921.06    | 0.01%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    694000 | PA      | $712668.60    | 0.01%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                     | CUSIP: 29250NAH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    626000 | PA      | $613023.02    | 0.01%             | 2024-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                  | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $293808.00    | 0.01%             | 2025-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    165000 | PA      | $135666.30    | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                                            | CUSIP: 595112BM4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100518.00    | 0.00%             | 2026-02-06      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KAU7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $480455.00    | 0.01%             | 2027-03-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                              | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    852000 | PA      | $833843.88    | 0.02%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC                                    | Tap Rock Resources LLC                                                           | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213284.25    | 0.00%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $409848.30    | 0.01%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                               | Cargill Inc                                                                      | CUSIP: 141781BU7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    510000 | PA      | $496801.20    | 0.01%             | 2025-04-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Michael Kors USA Inc                                      | Michael Kors USA Inc                                                             | CUSIP: 59408TAA8<br>LEI: 549300MIBZ1H6BCOET19 | Long             | DBT              | CORP              | US        |    383000 | PA      | $372475.16    | 0.01%             | 2024-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENQUEST PLC                                               | EnQuest PLC                                                                      | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $117828.00    | 0.00%             | 2027-11-01      | Fixed         | 11.63%                | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 05252ADF5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $550764.50    | 0.01%             | 2025-02-03      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1466726.17   | 0.03%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 19 LTD                                  | CK Hutchison International 19 Ltd                                                | CUSIP: 12564CAA4<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |    770000 | PA      | $755131.30    | 0.01%             | 2024-04-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $1012665.10   | 0.02%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                   | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 80622GAD6<br>LEI: N/A                  | Long             | DBT              |  | AU        |    360000 | PA      | $343814.40    | 0.01%             | 2026-01-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154CC1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $563742.00    | 0.01%             | 2026-05-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods Inc                                                                  | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    255000 | PA      | $244524.60    | 0.00%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                                | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58349.40     | 0.00%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                            | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    873000 | PA      | $900351.09    | 0.02%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12813130 | PA      | $11363131.11  | 0.22%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216650.25    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                             | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171256.50    | 0.00%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                      | YPF SA                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    250000 | PA      | $200490.00    | 0.00%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                         | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    950000 | PA      | $985254.50    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    890000 | PA      | $869797.00    | 0.02%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2867943 | PA      | $2613850.81   | 0.05%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QGJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1783086 | PA      | $1625670.65   | 0.03%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA MENGNIU DAIRY                                       | China Mengniu Dairy Co Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005Q343BSJ8RSS21 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $553980.00    | 0.01%             | 2025-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    722000 | PA      | $636984.50    | 0.01%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                       | Citizens Bank NA/Providence RI                                                   | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9686.60      | 0.00%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                         | Hyatt Hotels Corp                                                                | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165824.75    | 0.00%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                    | Indian Railway Finance Corp Ltd                                                  | CUSIP: 000000000<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $196478.00    | 0.00%             | 2024-03-29      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                   | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    208000 | PA      | $204990.24    | 0.00%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                       | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAN0<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    576000 | PA      | $550748.16    | 0.01%             | 2024-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPRL INTERNATIONAL SINGA                                  | BPRL International Singapore Pte Ltd                                             | CUSIP: 000000000<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $190902.00    | 0.00%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                   | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    364000 | PA      | $351824.20    | 0.01%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                  | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $321099.90    | 0.01%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $23566.00     | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 86765BAN9<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    435000 | PA      | $430284.60    | 0.01%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 30231GAC6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    464000 | PA      | $456636.32    | 0.01%             | 2024-03-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| SPIC MTN CO LTD                                           | SPIC MTN Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493000TADYPO7HIT002 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $738160.00    | 0.01%             | 2025-07-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                                               | REC Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $385316.00    | 0.01%             | 2024-12-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                                  | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $344476.00    | 0.01%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                      | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAE8<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    195000 | PA      | $180536.85    | 0.00%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                   | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                            | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    245000 | PA      | $238931.35    | 0.00%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                       | Fortive Corp                                                                     | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137896.45    | 0.00%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    310000 | PA      | $313422.40    | 0.01%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                         | Southern Power Co                                                                | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425945.10    | 0.01%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    680000 | PA      | $672900.80    | 0.01%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140EVPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24949 | PA      | $24114.90     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    552000 | PA      | $526828.80    | 0.01%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                          | Beazer Homes USA Inc                                                             | CUSIP: 07556QBM6<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98054.00     | 0.00%             | 2025-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / FIN INC                                    | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $390451.20    | 0.01%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE ENERGY BONDCO                                     | Neptune Energy Bondco PLC                                                        | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $369450.00    | 0.01%             | 2025-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JL8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2975000 | PA      | $2706863.25   | 0.05%             | 2025-10-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                     | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    448000 | PA      | $437360.00    | 0.01%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Methanex Corp                                             | Methanex Corp                                                                    | CUSIP: 59151KAK4<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $130404.60    | 0.00%             | 2024-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                  | Cia de Minas Buenaventura SAA                                                    | CUSIP: 000000000<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $174862.00    | 0.00%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                    | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83309.40     | 0.00%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                        | Boston Gas Co                                                                    | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9231.00      | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                 | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448069.50    | 0.01%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Ally Financial Inc                                        | Ally Financial Inc                                                               | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $476424.00    | 0.01%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| MALAYSIA SOVEREIGN SUKUK                                  | Malaysia Sovereign Sukuk Bhd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    352000 | PA      | $342904.32    | 0.01%             | 2025-04-22      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                  | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     50000 | PA      | $43922.00     | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                     | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    850000 | PA      | $817122.00    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WORLD ACCEPTANCE CORP                                     | World Acceptance Corp                                                            | CUSIP: 981419AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $100358.70    | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128284F4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5250000 | PA      | $5090039.06   | 0.10%             | 2025-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                  | eBay Inc                                                                         | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    650000 | PA      | $613944.50    | 0.01%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                     | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187158.00    | 0.00%             | 2026-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY & GUARANTY LIFE                                  | Fidelity & Guaranty Life Holdings Inc                                            | CUSIP: 315786AC7<br>LEI: 549300WCR5QBFH98VZ75 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294501.45    | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAN6<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    450000 | PA      | $427099.50    | 0.01%             | 2025-06-23      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1387657.00   | 0.03%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153214.40    | 0.00%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                          | Campbell Soup Co                                                                 | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    517000 | PA      | $509317.38    | 0.01%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                                        | DAE Sukuk Difc Ltd                                                               | CUSIP: 000000000<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $386504.00    | 0.01%             | 2026-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO                                  | Varex Imaging Corp                                                               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109325.70    | 0.00%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| CENTRAL PLAZA DEV LTD                                     | Central Plaza Development Ltd                                                    | CUSIP: 000000000<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $174138.00    | 0.00%             | 2025-07-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                  | Teledyne Technologies Inc                                                        | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127850.80    | 0.00%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $700856.00    | 0.01%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/HK                                    | Industrial & Commercial Bank of China Ltd/Hong Kong                              | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $180072.00    | 0.00%             | 2026-10-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                      | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409268.70    | 0.01%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510335.00    | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                        | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221312.90    | 0.00%             | 2024-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                  | Take-Two Interactive Software Inc                                                | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103890.60    | 0.00%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                  | American Water Capital Corp                                                      | CUSIP: 03040WAL9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    938000 | PA      | $916153.98    | 0.02%             | 2025-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                     | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $456375.25    | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135CD6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979350.00    | 0.02%             | 2024-04-13      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ESIC SUKUK LTD                                            | Esic Sukuk Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300TSWFEC4DLPPH77 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194592.00    | 0.00%             | 2024-07-30      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                          | Berry Global Inc                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    267000 | PA      | $259940.52    | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                  | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2A2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $286743.00    | 0.01%             | 2025-01-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| REGAL REXNORD CORP                                        | Regal Rexnord Corp                                                               | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101382.00    | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HIKMA FINANCE USA LLC                                     | Hikma Finance USA LLC                                                            | CUSIP: 000000000<br>LEI: 213800BU7YH2WTM1QL87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188898.00    | 0.00%             | 2025-07-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    532000 | PA      | $480683.28    | 0.01%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                                        | CUSIP: 502431AK5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    312000 | PA      | $307613.28    | 0.01%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                   | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207540.00    | 0.00%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                     | CUSIP: 456837AK9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |         0 | PA      | $0.00         | 0.00%             | 2023-10-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                   | DCP Midstream Operating LP                                                       | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    542000 | PA      | $541983.74    | 0.01%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAG8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    425000 | PA      | $400923.75    | 0.01%             | 2024-06-11      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    810000 | PA      | $284261.40    | 0.01%             | 2025-11-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK PRGM SPC                                   | CBB International Sukuk Programme Co WLL                                         | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $1012700.00   | 0.02%             | 2024-11-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    735000 | PA      | $669599.70    | 0.01%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAIC FINANCE INV CO LTD                                   | Baic Finance Investment Co Ltd                                                   | CUSIP: 000000000<br>LEI: 30030035X92QA3KXDQ61 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192412.00    | 0.00%             | 2024-03-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851DX9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    304000 | PA      | $295375.52    | 0.01%             | 2024-06-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust              | American Express Credit Account Master Trust                                     | CUSIP: 02582JJX9<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1014757.37   | 0.02%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                  | Apollo Management Holdings LP                                                    | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148451.25    | 0.00%             | 2026-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                         | Korea International Bond                                                         | CUSIP: 50064FAR5<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $193212.00    | 0.00%             | 2024-06-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    945000 | PA      | $924625.80    | 0.02%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BLUESTAR FIN HOLDINGS                                     | Bluestar Finance Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 300300294ZKDSAV43I87 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $389180.00    | 0.01%             | 2024-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                | NetApp Inc                                                                       | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    694000 | PA      | $645475.52    | 0.01%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                          | CUSIP: 452308AT6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109598.07    | 0.00%             | 2024-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                              | AES Corp/The                                                                     | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    580000 | PA      | $553610.00    | 0.01%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                  | Mondelez International Holdings Netherlands BV                                   | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $296784.00    | 0.01%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HAITONG INTL FIN HLDG 15                                  | Haitong International Finance Holdings 2015 Ltd                                  | CUSIP: 000000000<br>LEI: 549300PDUNVXUNJ7HC63 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $374796.00    | 0.01%             | 2025-03-12      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1288149.20   | 0.03%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406HCQ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19697.80     | 0.00%             | 2025-11-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $194796.00    | 0.00%             | 2027-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    645000 | PA      | $613195.05    | 0.01%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200AM3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    197000 | PA      | $210561.48    | 0.00%             | 2025-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806248.00    | 0.02%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    620000 | PA      | $575688.60    | 0.01%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1588703.24   | 0.03%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                                      | Arab Petroleum Investments Corp                                                  | CUSIP: 000000000<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $184960.00    | 0.00%             | 2025-06-30      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140EU2G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165618 | PA      | $160134.24    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                    | Chesapeake Energy Corp                                                           | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223341.50    | 0.00%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                     | CUSIP: 02079KAB3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    453000 | PA      | $447781.44    | 0.01%             | 2024-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102945.15    | 0.00%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98224.00     | 0.00%             | 2025-05-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc                                         | Owens & Minor Inc                                                                | CUSIP: 690732AE2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117285.60    | 0.00%             | 2024-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                  | Wisconsin Electric Power Co                                                      | CUSIP: 976656CL0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    249000 | PA      | $237531.06    | 0.00%             | 2024-12-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                         | Union Electric Co                                                                | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19021.80     | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307RD85<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     10962 | PA      | $10609.22     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                       | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    677000 | PA      | $588847.83    | 0.01%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    315000 | PA      | $304015.95    | 0.01%             | 2024-09-08      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1465000 | PA      | $1360589.45   | 0.03%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                 | Jabil Inc                                                                        | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    255000 | PA      | $230364.45    | 0.00%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2290897.80   | 0.04%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co Ltd                                  | CNAC HK Finbridge Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |    600000 | PA      | $594570.00    | 0.01%             | 2025-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $357408.00    | 0.01%             | 2031-03-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BGC PARTNERS INC                                          | BGC Partners Inc                                                                 | CUSIP: 05541TAM3<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318222.30    | 0.01%             | 2024-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                   | CUSIP: 023135BN5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424764.95    | 0.01%             | 2025-12-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1398357.45   | 0.03%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAD1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    995000 | PA      | $948344.45    | 0.02%             | 2026-04-12      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                           | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $975386.00    | 0.02%             | 2026-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    296000 | PA      | $260770.08    | 0.01%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 22411VAU2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    980000 | PA      | $875561.40    | 0.02%             | 2026-09-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                 | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    825000 | PA      | $811816.50    | 0.02%             | 2024-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                    | Boardwalk Pipelines LP                                                           | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51287.00     | 0.00%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141EC23<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    908000 | PA      | $895124.56    | 0.02%             | 2024-07-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                  | Mead Johnson Nutrition Co                                                        | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    740000 | PA      | $731941.40    | 0.01%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                  | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154540.20    | 0.00%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                     | Unilever Capital Corp                                                            | CUSIP: 904764BG1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    570000 | PA      | $561467.10    | 0.01%             | 2024-03-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29850000 | PA      | $26795039.06  | 0.52%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                               | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    295000 | PA      | $284017.15    | 0.01%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bestfoods                                                 | Bestfoods                                                                        | CUSIP: 126149AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $55320.00     | 0.00%             | 2026-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                      | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $272145.00    | 0.01%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FIN CA                                       | Schlumberger Finance Canada Ltd                                                  | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |    342000 | PA      | $317782.98    | 0.01%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                        | Roche Holdings Inc                                                               | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    780000 | PA      | $725290.80    | 0.01%             | 2027-03-10      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                     | AG TTMT Escrow Issuer LLC                                                        | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $237192.10    | 0.00%             | 2027-09-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                   | DPL Inc                                                                          | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190858.00    | 0.00%             | 2025-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BOUBYAN SUKUK LTD                                         | Boubyan Sukuk Ltd                                                                | CUSIP: 000000000<br>LEI: 549300T2HAD9JJ1YV324 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $189804.00    | 0.00%             | 2027-03-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $299364.46    | 0.01%             | 2024-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                 | ORIX Corp                                                                        | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    321000 | PA      | $311992.74    | 0.01%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 25159MAX5<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $191024.00    | 0.00%             | 2024-08-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                   | HCA Inc                                                                          | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    809000 | PA      | $822308.05    | 0.02%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    804000 | PA      | $183563.25    | 0.00%             | 2025-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                           | Mitsubishi Corp                                                                  | CUSIP: 606769AG2<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $355192.00    | 0.01%             | 2026-07-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LINK FINANCE CAYMAN 2009                                  | Link Finance Cayman 2009 Ltd/The                                                 | CUSIP: 000000000<br>LEI: 254900J10LHB6JOSNR19 | Long             | DBT              |  | KY        |    200000 | PA      | $188738.00    | 0.00%             | 2026-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP OVERSEA 2015                                  | Sinopec Group Overseas Development 2015 Ltd                                      | CUSIP: 000000000<br>LEI: 5299002Z28NLP3WPFH36 | Long             | DBT              | CORP              | VG        |    676000 | PA      | $653563.56    | 0.01%             | 2025-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| GS CALTEX CORP                                            | GS Caltex Corp                                                                   | CUSIP: 000000000<br>LEI: 988400KLBPXB4WMBUX18 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $194408.00    | 0.00%             | 2026-01-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                     | ICBCIL Finance Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $370540.00    | 0.01%             | 2027-01-27      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MINOR INTERNATIONAL PCL                                   | Minor International PCL                                                          | CUSIP: 000000000<br>LEI: 254900T4WB2UF9XPX041 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $177030.00    | 0.00%             | 2026-04-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                   | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $327428.00    | 0.01%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    560000 | PA      | $515978.40    | 0.01%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                | Sprint LLC                                                                       | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1069378.10   | 0.02%             | 2024-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CIMB BANK BHD                                             | CIMB Bank Bhd                                                                    | CUSIP: 000000000<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $399848.00    | 0.01%             | 2024-10-09      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                     | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $191484.00    | 0.00%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNPC GLOBAL CAPITAL                                       | CNPC Global Capital Ltd                                                          | CUSIP: 000000000<br>LEI: 254900BS1UPERUNF4860 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $368568.00    | 0.01%             | 2025-06-23      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 63983TBB0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    400000 | PA      | $379436.00    | 0.01%             | 2026-03-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK FIVE                                       | CBB International Sukuk Co 5 Spc                                                 | CUSIP: 000000000<br>LEI: 549300UIGBDNBDGNI680 | Long             | DBT              | NUSS              | BH        |    400000 | PA      | $400532.00    | 0.01%             | 2024-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR                                  | Cogent Communications Group Inc                                                  | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193206.00    | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120965.44    | 0.00%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156497 | PA      | $151265.54    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWIRE PROPERT MTN FIN                                     | Swire Properties MTN Financing Ltd                                               | CUSIP: 000000000<br>LEI: 549300MYFUCWFUIC4803 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $387988.00    | 0.01%             | 2026-01-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                  | Five Point Operating Co LP / Five Point Capital Corp                             | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $243062.10    | 0.00%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAD8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    900000 | PA      | $896958.00    | 0.02%             | 2025-05-28      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $417052.00    | 0.01%             | 2025-11-16      | Fixed         | 7.78%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF TURKEY                                        | Turkey Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $797328.00    | 0.02%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1010500.12   | 0.02%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                       | OMERS Finance Trust                                                              | CUSIP: 682142AA2<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    435000 | PA      | $423268.05    | 0.01%             | 2024-05-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                     | AvalonBay Communities Inc                                                        | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    115000 | PA      | $108696.85    | 0.00%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                        | Roche Holdings Inc                                                               | CUSIP: 771196BU5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969850.00    | 0.02%             | 2024-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                    | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    190000 | PA      | $185787.70    | 0.00%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Aquarion Co                                               | Aquarion Co                                                                      | CUSIP: 03838WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $358052.31    | 0.01%             | 2024-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1192554.72   | 0.02%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| RONGSHI INTERNATIONAL FI                                  | Rongshi International Finance Ltd                                                | CUSIP: 000000000<br>LEI: 5493002NOQBAWLD8YZ55 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $194500.00    | 0.00%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bond                                             | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $990650.00    | 0.02%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                        | Mativ Holdings Inc                                                               | CUSIP: 808541AA4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138747.00    | 0.00%             | 2026-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    705000 | PA      | $697646.85    | 0.01%             | 2027-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                  | EQM Midstream Partners LP                                                        | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116257.20    | 0.00%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $279177.25    | 0.01%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| China Cinda Finance 2017                                  | China Cinda Finance 2017 I Ltd                                                   | CUSIP: 000000000<br>LEI: 549300FRGSV52FLG5T09 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $393756.00    | 0.01%             | 2024-03-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133L8U52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6804194 | PA      | $6201209.18   | 0.12%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                  | Magellan Midstream Partners LP                                                   | CUSIP: 559080AK2<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125858.75    | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                  | Automatic Data Processing Inc                                                    | CUSIP: 053015AE3<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    437000 | PA      | $427014.55    | 0.01%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                       | Callon Petroleum Co                                                              | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135420.60    | 0.00%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBC2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $278054.00    | 0.01%             | 2025-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| AMERIGAS PART/FIN CORP                                    | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AJ3<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270457.60    | 0.01%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26000000 | PA      | $24789375.00  | 0.49%             | 2024-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                               | Cencosud SA                                                                      | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $386088.00    | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                              | ams-OSRAM AG                                                                     | CUSIP: 03217CAA4<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $193004.00    | 0.00%             | 2025-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XDKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682376 | PA      | $609195.05    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-PC1 Mortgage Trust                                                     | CUSIP: 12593GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3886102.16   | 0.08%             | 2050-07-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $905823.00    | 0.02%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                  | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499250.00    | 0.01%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                   | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $392496.00    | 0.01%             | 2032-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1165377.20   | 0.02%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XDX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    994181 | PA      | $905956.32    | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                   | United Rentals North America Inc                                                 | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203749.50    | 0.00%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                  | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59587.20     | 0.00%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                   | HCA Inc                                                                          | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    758000 | PA      | $758826.22    | 0.01%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                 | CUSIP: 142339AG5<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    239000 | PA      | $232300.83    | 0.00%             | 2024-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $195604.00    | 0.00%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167EZ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2050000 | PA      | $1849838.00   | 0.04%             | 2026-02-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                     | Indonesia Government International Bond                                          | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $383584.00    | 0.01%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOUBYAN SUKUK LTD                                         | Boubyan Sukuk Ltd                                                                | CUSIP: 000000000<br>LEI: 549300T2HAD9JJ1YV324 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $381840.00    | 0.01%             | 2025-02-18      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    957000 | PA      | $854122.50    | 0.02%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| American Greetings Corp                                   | American Greetings Corp                                                          | CUSIP: 026375AR6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98997.00     | 0.00%             | 2025-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                  | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    555000 | PA      | $532960.95    | 0.01%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                   | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $569736.00    | 0.01%             | 2026-05-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| YIELDKING INVESTMENT LTD                                  | Yieldking Investment Ltd                                                         | CUSIP: 000000000<br>LEI: 3003008OFTD3ORZ61396 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $175634.00    | 0.00%             | 2026-08-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CSCIF ASIA LTD                                            | CSCIF Asia Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900FU76ICV5ASRV38 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $379528.00    | 0.01%             | 2024-06-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                             | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    495000 | PA      | $484634.70    | 0.01%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    859000 | PA      | $820164.61    | 0.02%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32800000 | PA      | $31593062.66  | 0.62%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $980677.37    | 0.02%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                      | Bayer US Finance LLC                                                             | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    860000 | PA      | $836341.40    | 0.02%             | 2024-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                               | CUSIP: 05565EAH8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61648.60     | 0.00%             | 2026-04-11      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                  | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73757.25     | 0.00%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                   | Southwestern Electric Power Co                                                   | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    442000 | PA      | $402374.70    | 0.01%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $180686.20    | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJW53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87432 | PA      | $84536.68     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                     | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34035.40     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                                      | Sinopec Group Overseas Development 2018 Ltd                                      | CUSIP: 000000000<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $386856.00    | 0.01%             | 2024-08-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $531625.45    | 0.01%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154DF3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    610000 | PA      | $542357.10    | 0.01%             | 2026-02-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $22327968.75  | 0.44%             | 2024-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Ltd                                         | Sharjah Sukuk Ltd                                                                | CUSIP: 000000000<br>LEI: 549300VHQQGE2OA0DQ91 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $195914.00    | 0.00%             | 2024-09-17      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                        | Rithm Capital Corp                                                               | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    245000 | PA      | $228148.90    | 0.00%             | 2025-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                        | Mattamy Group Corp                                                               | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $192124.80    | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                | Akbank TAS                                                                       | CUSIP: 00971YAH3<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $191684.00    | 0.00%             | 2026-02-06      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                     | Caesars Entertainment Inc                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    765000 | PA      | $776475.00    | 0.02%             | 2027-07-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| OLD REPUBLIC INTL CORP                                    | Old Republic International Corp                                                  | CUSIP: 680223AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $76830.40     | 0.00%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3490706 | PA      | $3364023.59   | 0.07%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    420000 | PA      | $417883.20    | 0.01%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 471048CD8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    615000 | PA      | $584988.00    | 0.01%             | 2024-10-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WILLOW NO.2 FOR ZURICH I                                  | Willow No 2 Ireland PLC for Zurich Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 549300B0B1XTFDS6V025 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $374168.00    | 0.01%             | 2045-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 292480AH3<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442363.50    | 0.01%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                    | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433943.10    | 0.01%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                            | EPR Properties                                                                   | CUSIP: 26884UAB5<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    255000 | PA      | $246692.10    | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd/Dubai                                      | ICICI Bank Ltd/Dubai                                                             | CUSIP: 45112FAJ5<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $385088.00    | 0.01%             | 2026-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                             | B&G Foods Inc                                                                    | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365120.00    | 0.01%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                      | CUSIP: 61763UAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510981 | PA      | $1475292.22   | 0.03%             | 2047-08-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                    | Calumet Specialty Products Partners LP / Calumet Finance Corp                    | CUSIP: 131477AU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $107320.76    | 0.00%             | 2024-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $607108.50    | 0.01%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                        | FS Luxembourg Sarl                                                               | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $202210.00    | 0.00%             | 2025-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $921537.00    | 0.02%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                    | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BF7<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    385000 | PA      | $372398.95    | 0.01%             | 2026-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| INTUIT INC                                                | Intuit Inc                                                                       | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53201.40     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                  | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15607.20     | 0.00%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                          | Progressive Corp/The                                                             | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    280000 | PA      | $261662.80    | 0.01%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                     | Unilever Capital Corp                                                            | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208235.25    | 0.00%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    544000 | PA      | $529747.20    | 0.01%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PETRORIO LUX TRAD SARL                                    | Petrorio Luxembourg Trading Sarl                                                 | CUSIP: 000000000<br>LEI: 222100466T5WZDU1B498 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $192858.00    | 0.00%             | 2026-06-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                  | CUSIP: 3136ARTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5665539 | PA      | $5425686.94   | 0.11%             | 2026-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EXPT-IMPT BANK MALAYSIA                                   | Export-Import Bank of Malaysia Bhd                                               | CUSIP: 000000000<br>LEI: 549300TCFMWGLMH7ZC74 | Long             | DBT              | NUSS              | MY        |    200000 | PA      | $179016.00    | 0.00%             | 2026-11-26      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                        | F&G Global Funding                                                               | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34487.25     | 0.00%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF PHILIPPINE ISLAN                                  | Bank of the Philippine Islands                                                   | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $190716.00    | 0.00%             | 2024-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                        | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    800000 | PA      | $827064.00    | 0.02%             | 2026-01-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                    | Patrick Industries Inc                                                           | CUSIP: 703343AC7<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128780.60    | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                          | Spirit Realty LP                                                                 | CUSIP: 84861TAE8<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |     10000 | PA      | $9117.50      | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                             | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9726.30      | 0.00%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                  | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd             | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    490000 | PA      | $468337.10    | 0.01%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                            | Air Lease Corp                                                                   | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    382000 | PA      | $366410.58    | 0.01%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45320.16     | 0.00%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                          | Radian Group Inc                                                                 | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415531.20    | 0.01%             | 2025-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                  | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    220000 | PA      | $207838.40    | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ALASKA AIRLINES 2020 TR                                   | Alaska Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105403 | PA      | $102588.66    | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1165000 | PA      | $1144391.15   | 0.02%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                   | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    963000 | PA      | $950201.73    | 0.02%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EVC0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    543000 | PA      | $518635.59    | 0.01%             | 2025-01-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1355412.15   | 0.03%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                                    | Republic of Azerbaijan International Bond                                        | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    400000 | PA      | $397176.00    | 0.01%             | 2024-03-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    740000 | PA      | $668220.00    | 0.01%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                        | Turkey Government International Bond                                             | CUSIP: 900123CF5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1000000 | PA      | $981640.00    | 0.02%             | 2024-03-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| RAYONIER AM PROD INC                                      | Rayonier AM Products Inc                                                         | CUSIP: 75508EAB4<br>LEI: 549300ZGRDDK1QM6MM16 | Long             | DBT              | CORP              | US        |    202000 | PA      | $188389.24    | 0.00%             | 2026-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GEELY AUTOMOBILE                                          | Geely Automobile Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $189744.00    | 0.00%             | 2024-12-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                      | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $361880.00    | 0.01%             | 2027-03-17      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PERENTI FINANCE PTY LTD                                   | Perenti Finance Pty Ltd                                                          | CUSIP: 71367VAA7<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $197400.00    | 0.00%             | 2025-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $531749.75    | 0.01%             | 2024-07-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                                  | Team Health Holdings Inc                                                         | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    305000 | PA      | $203471.60    | 0.00%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9346.20      | 0.00%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1315015.80   | 0.03%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                     | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    297000 | PA      | $288104.85    | 0.01%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                              | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17831.31     | 0.00%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 2027A0KK4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    885000 | PA      | $820032.15    | 0.02%             | 2027-03-14      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                  | Precision Castparts Corp                                                         | CUSIP: 740189AM7<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    333000 | PA      | $323952.39    | 0.01%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                            | Public Storage                                                                   | CUSIP: 74460WAA5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    255000 | PA      | $230112.00    | 0.00%             | 2026-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307STN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    342948 | PA      | $326022.88    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                      | Huarong Finance 2019 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $375596.00    | 0.01%             | 2024-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                    | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 000000000<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $191652.00    | 0.00%             | 2026-10-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1742279.40   | 0.03%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                          | StoneX Group Inc                                                                 | CUSIP: 46116VAE5<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146541.35    | 0.00%             | 2025-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    970000 | PA      | $919530.90    | 0.02%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | TENET HEALTHCARE CORP                                                            | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635375.00    | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    640000 | PA      | $589056.00    | 0.01%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| SIB SUKUK CO III LTD                                      | SIB Sukuk Co III Ltd                                                             | CUSIP: 000000000<br>LEI: 549300VEBV0EQP2FCP08 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $190034.00    | 0.00%             | 2025-06-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                  | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    415000 | PA      | $391311.80    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                      | Republic of Italy Government International Bond                                  | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1035000 | PA      | $982763.55    | 0.02%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAR7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $730840.00    | 0.01%             | 2026-06-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138YUH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140131 | PA      | $135446.25    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EHRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4884 | PA      | $4753.15      | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POSCO                                                     | POSCO                                                                            | CUSIP: 000000000<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $391680.00    | 0.01%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                             | Rite Aid Corp                                                                    | CUSIP: 767754CK8<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    218000 | PA      | $143781.90    | 0.00%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    882000 | PA      | $827430.66    | 0.02%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                              | CUSIP: 291011BG8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    168000 | PA      | $163260.72    | 0.00%             | 2025-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2013-1A PTT                                    | US Airways 2013-1 Class A Pass Through Trust                                     | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124273 | PA      | $115568.62    | 0.00%             | 2025-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    551000 | PA      | $510969.85    | 0.01%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                       | PayPal Holdings Inc                                                              | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    800000 | PA      | $772048.00    | 0.02%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A2W0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    470000 | PA      | $443336.90    | 0.01%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1319395.23   | 0.03%             | 2026-03-13      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                                  | Agile Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $126168.00    | 0.00%             | 2025-01-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp                                   | Precision Drilling Corp                                                          | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $174088.25    | 0.00%             | 2026-01-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 87031CAC7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $187300.00    | 0.00%             | 2024-10-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| TALENT YIELD INTNTNL                                      | Talent Yield International Ltd                                                   | CUSIP: 000000000<br>LEI: 2549002XKO8XBAXUDO24 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $182840.00    | 0.00%             | 2026-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                   | Jefferies Financial Group Inc                                                    | CUSIP: 47233JAG3<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195678.60    | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                           | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    325000 | PA      | $302783.00    | 0.01%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                        | Realty Income Corp                                                               | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23561.00     | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                          | BOC Aviation Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $570192.00    | 0.01%             | 2025-01-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                         | Nexa Resources SA                                                                | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $388048.00    | 0.01%             | 2027-05-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 87020PAP2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    750000 | PA      | $668887.50    | 0.01%             | 2026-11-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                       | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90729.75     | 0.00%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    630000 | PA      | $573400.80    | 0.01%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83367TBJ7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    865000 | PA      | $838141.75    | 0.02%             | 2025-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co                                                                    | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18707.80     | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    985000 | PA      | $872808.50    | 0.02%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    225000 | PA      | $213063.75    | 0.00%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |   1600000 | PA      | $1529728.00   | 0.03%             | 2025-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics Inc                                                             | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230102.60    | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                       | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1705712.25   | 0.03%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    417000 | PA      | $403001.31    | 0.01%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THREE GORGES FIN I KY                                     | Three Gorges Finance I Cayman Islands Ltd                                        | CUSIP: 000000000<br>LEI: 549300FD0MPTWEITI779 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $383296.00    | 0.01%             | 2026-06-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    489000 | PA      | $466369.08    | 0.01%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450270.00    | 0.01%             | 2026-12-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                     | PACCAR Financial Corp                                                            | CUSIP: 69371RQ25<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264528.00    | 0.01%             | 2024-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                     | Entergy Louisiana LLC                                                            | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127180.80    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                     | Unilever Capital Corp                                                            | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    777000 | PA      | $757745.94    | 0.01%             | 2024-05-05      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                                      | Weir Group PLC/The                                                               | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $299801.55    | 0.01%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 500630DJ4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $190804.00    | 0.00%             | 2024-03-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                          | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    538000 | PA      | $528240.68    | 0.01%             | 2024-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3137EAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2470000 | PA      | $2376189.40   | 0.05%             | 2023-12-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                        | KWG Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $103107.50    | 0.00%             | 2024-11-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1C PTT                                    | Air Canada 2020-1 Class C Pass Through Trust                                     | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    135000 | PA      | $143116.20    | 0.00%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CHUGOKU ELECTRIC POWER                                    | Chugoku Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800MV866ELME96Q46 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $477880.00    | 0.01%             | 2024-08-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1742633.31   | 0.03%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co BV                                          | Ziggo Bond Co BV                                                                 | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $260249.00    | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS I                                  | Advisor Group Holdings Inc                                                       | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155002.50    | 0.00%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| POSCO                                                     | POSCO                                                                            | CUSIP: 000000000<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $386124.00    | 0.01%             | 2024-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    484000 | PA      | $424046.92    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181818.00    | 0.00%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 75625QAD1<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    434000 | PA      | $421414.00    | 0.01%             | 2024-06-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                  | SLM Corp                                                                         | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    230000 | PA      | $203085.40    | 0.00%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                                  | Industrial Bank of Korea                                                         | CUSIP: 45604HAF4<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $191274.00    | 0.00%             | 2024-10-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                         | Post Holdings Inc                                                                | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197208.00    | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOWNGAS FINANCE LTD                                       | Towngas Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 254900V5OGCUFENZG093 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $196634.00    | 0.00%             | 2024-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                              | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250478.85    | 0.00%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                        | Viterra Finance BV                                                               | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    215000 | PA      | $207036.40    | 0.00%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                    | CUSIP: 032095AG6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    234000 | PA      | $229696.74    | 0.00%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                          | Wipro IT Services LLC                                                            | CUSIP: 000000000<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355828.00    | 0.01%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STATE GRID EUROPE DEVELO                                  | State Grid Europe Development 2014 PLC                                           | CUSIP: 000000000<br>LEI: 529900B2DHSUP1S0V619 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193240.00    | 0.00%             | 2025-04-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XHHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1756309 | PA      | $1597739.47   | 0.03%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                       | Bank of New Zealand                                                              | CUSIP: 06407EAA3<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    270000 | PA      | $265863.60    | 0.01%             | 2024-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    480000 | PA      | $457612.80    | 0.01%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    405000 | PA      | $400508.55    | 0.01%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ABERCROMBIE & FITCH MANA                                  | Abercrombie & Fitch Management Co                                                | CUSIP: 003000AA4<br>LEI: 5493003QMCFDA98NPT74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166696.20    | 0.00%             | 2025-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $706490.75    | 0.01%             | 2025-01-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    490000 | PA      | $470493.10    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                | Hasbro Inc                                                                       | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    527000 | PA      | $509387.66    | 0.01%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE PETROL RAFINERI                                   | Turkiye Petrol Rafinerileri AS                                                   | CUSIP: 000000000<br>LEI: 789000RCNG97UV50EE03 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $382524.00    | 0.01%             | 2024-10-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                    | Bausch Health Americas Inc                                                       | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    330000 | PA      | $245414.40    | 0.00%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                                           | DR Horton Inc                                                                    | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    457000 | PA      | $439844.22    | 0.01%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $216675.90    | 0.00%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FCM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270878 | PA      | $270878.40    | 0.01%             | 2024-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                  | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     44000 | PA      | $42974.36     | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                    | CUSIP: 097023BP9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56452.20     | 0.00%             | 2025-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| US Renal Care Inc                                         | US Renal Care Inc                                                                | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    220000 | PA      | $72045.60     | 0.00%             | 2027-07-15      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                         | Iliad Holding SASU                                                               | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    535000 | PA      | $506382.85    | 0.01%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 22535WAD9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1280000 | PA      | $1246400.00   | 0.02%             | 2024-10-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TDW2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    238000 | PA      | $233068.64    | 0.00%             | 2024-04-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                     | PACCAR Financial Corp                                                            | CUSIP: 69371RQ66<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    206000 | PA      | $195215.90    | 0.00%             | 2025-02-06      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    762000 | PA      | $706351.14    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1716190.16   | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                             | CUSIP: 19416QEG1<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174982.20    | 0.00%             | 2024-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95296.00     | 0.00%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $239673.88    | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    550000 | PA      | $561209.00    | 0.01%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                       | Leggett & Platt Inc                                                              | CUSIP: 524660AX5<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23448.00     | 0.00%             | 2024-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $765391.00    | 0.01%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                           | Deere & Co                                                                       | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    217000 | PA      | $209227.06    | 0.00%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1015828.20   | 0.02%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                       | Activision Blizzard Inc                                                          | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    178000 | PA      | $171791.36    | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    521000 | PA      | $482050.04    | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA GREATWALL VI                                        | China Great Wall International Holdings VI Ltd                                   | CUSIP: 000000000<br>LEI: 2549002WXX0AM0J4J905 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $579744.00    | 0.01%             | 2025-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $937197.00    | 0.02%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405295.65    | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38715.60     | 0.00%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                         | Clean Harbors Inc                                                                | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241160.00    | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                       | Kimberly-Clark Corp                                                              | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69836.00     | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                        | Republic of Poland Government International Bond                                 | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    829000 | PA      | $801891.70    | 0.02%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    351000 | PA      | $335921.04    | 0.01%             | 2025-01-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| CHINA STATE CON FIN III                                   | China State Construction Finance Cayman III Ltd                                  | CUSIP: 000000000<br>LEI: 213800XRJKUPOAC5S708 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195070.00    | 0.00%             | 2024-12-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $495632.50    | 0.01%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                  | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     55000 | PA      | $52210.40     | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                     | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $288747.00    | 0.01%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    670000 | PA      | $645471.30    | 0.01%             | 2025-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                  | Specialty Building Products Holdings LLC / SBP Finance Corp                      | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $274673.85    | 0.01%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $576433.00    | 0.01%             | 2027-12-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                  | Willis North America Inc                                                         | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    707000 | PA      | $699887.58    | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058HT3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1591000 | PA      | $1513136.46   | 0.03%             | 2025-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154DC0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $361472.00    | 0.01%             | 2025-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                | CUSIP: 26875PAM3<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    216000 | PA      | $209947.68    | 0.00%             | 2025-04-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                                            | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $279440.20    | 0.01%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                         | CUSIP: 126408HB2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    558000 | PA      | $547213.86    | 0.01%             | 2024-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    517000 | PA      | $454613.61    | 0.01%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                     | eG Global Finance PLC                                                            | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $262556.25    | 0.01%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                          | Boyd Gaming Corp                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    450000 | PA      | $427936.50    | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 22534PAB9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    730000 | PA      | $662146.50    | 0.01%             | 2027-01-11      | Fixed         | 2.02%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                                     | Entergy Louisiana LLC                                                            | CUSIP: 29365PAP7<br>LEI: 8F4SD5Y4YNDDSMHFUP83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45533.25     | 0.00%             | 2024-10-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                              | NiSource Inc                                                                     | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    982000 | PA      | $895790.22    | 0.02%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5255936 | PA      | $4991929.17   | 0.10%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EUX5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    352000 | PA      | $344520.00    | 0.01%             | 2024-03-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                           | Hershey Co/The                                                                   | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23297.25     | 0.00%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                  | Cleco Corporate Holdings LLC                                                     | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9538.20      | 0.00%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                  | Western Midstream Operating LP                                                   | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167692.00    | 0.00%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                  | Korn Ferry                                                                       | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164550.75    | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3782656.24   | 0.07%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $879111.00    | 0.02%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $186876.00    | 0.00%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                    | BP Capital Markets America Inc                                                   | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    382000 | PA      | $378275.50    | 0.01%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $168298.30    | 0.00%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167EU3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2647000 | PA      | $2446172.11   | 0.05%             | 2025-04-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64952WED1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    505000 | PA      | $452323.45    | 0.01%             | 2026-06-09      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                                               | CUSIP: 02005NBA7<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    278000 | PA      | $275564.72    | 0.01%             | 2025-03-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                                           | Axiata SPV2 Bhd                                                                  | CUSIP: 000000000<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $196676.00    | 0.00%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                              | Kookmin Bank                                                                     | CUSIP: 000000000<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $194016.00    | 0.00%             | 2024-07-02      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                   | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180875 | PA      | $175329.37    | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1239940.00   | 0.02%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                              | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    768000 | PA      | $742563.84    | 0.01%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                  | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 00182EBP3<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    345000 | PA      | $326242.35    | 0.01%             | 2025-02-18      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                    | Brazilian Government International Bond                                          | CUSIP: 105756AE0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $470624.00    | 0.01%             | 2027-05-15      | Fixed         | 10.13%                | No            |                  2 | On Loan: —       |
| LITHIA MOTORS INC                                         | Lithia Motors Inc                                                                | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162806.00    | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                  | F&G Annuities & Life Inc                                                         | CUSIP: 30190AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102550.00    | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL BK CHINA/SG                                  | Agricultural Bank Of China Ltd/Singapore                                         | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $191686.00    | 0.00%             | 2024-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200572.00    | 0.00%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   3265000 | PA      | $2963771.10   | 0.06%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| AIRPORT AUTHORITY HK                                      | Airport Authority                                                                | CUSIP: 000000000<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $366572.00    | 0.01%             | 2026-03-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    222000 | PA      | $222905.76    | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Qwest Corp                                                | Qwest Corp                                                                       | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110062.70    | 0.00%             | 2025-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMIPEACE LTD                                              | Amipeace Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300Z8IOSIIKWF5763 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $768344.00    | 0.02%             | 2024-12-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                  | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63388.65     | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                 | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    758000 | PA      | $719698.26    | 0.01%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    325000 | PA      | $293445.75    | 0.01%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                            | McCormick & Co Inc/MD                                                            | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    435000 | PA      | $388368.00    | 0.01%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                   | Periama Holdings LLC/DE                                                          | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $578010.00    | 0.01%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                          | HF Sinclair Corp                                                                 | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $391135.04    | 0.01%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 02665WCZ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    379000 | PA      | $366849.26    | 0.01%             | 2024-06-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50625.50     | 0.00%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                       | Citizens Bank NA/Providence RI                                                   | CUSIP: 75524KNH3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192775.85    | 0.00%             | 2025-04-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                     | PACCAR Financial Corp                                                            | CUSIP: 69371RR99<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191337.90    | 0.00%             | 2025-08-11      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                               | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    435000 | PA      | $390703.95    | 0.01%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                   | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $354711.00    | 0.01%             | 2025-01-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MRT MID PART/MRT MID FIN                                  | Martin Midstream Partners LP / Martin Midstream Finance Corp                     | CUSIP: 573334AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140081.20    | 0.00%             | 2025-02-28      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                            | CUSIP: 3135G0T78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2022-10-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IAA Inc                                                   | IAA Inc                                                                          | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215737.45    | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007780.00   | 0.02%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140KYG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1387122 | PA      | $1264662.92   | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORIFLAME INVESTMENT HLDG                                  | Oriflame Investment Holding PLC                                                  | CUSIP: 68621CAA7<br>LEI: 549300LGP4VBCHWQTD80 | Long             | DBT              | CORP              | JE        |    230000 | PA      | $145222.00    | 0.00%             | 2026-05-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                                  | LeasePlan Corp NV                                                                | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $521713.50    | 0.01%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GUOTAI JUNAN INTL HLDGS                                   | Guotai Junan International Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 2138006FECWIZUO67V37 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $183586.00    | 0.00%             | 2026-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                   | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 806213AD6<br>LEI: N/A                  | Long             | DBT              |  | AU        |    440000 | PA      | $417494.00    | 0.01%             | 2025-10-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                         | Newell Brands Inc                                                                | CUSIP: 651229AQ9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82602.15     | 0.00%             | 2024-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS BDC INC                                     | Goldman Sachs BDC Inc                                                            | CUSIP: 38147UAD9<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    350000 | PA      | $328069.00    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                                    | Yanlord Land HK Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $182024.00    | 0.00%             | 2026-05-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HAITONG INTL SECURITIES                                   | Haitong International Securities Group Ltd                                       | CUSIP: 000000000<br>LEI: 549300Q1JC7X89PPGN26 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $385704.00    | 0.01%             | 2024-07-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                             | ArcelorMittal SA                                                                 | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    337000 | PA      | $333090.80    | 0.01%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                    | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    379000 | PA      | $372644.17    | 0.01%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC/FI                                  | Tempo Acquisition LLC / Tempo Acquisition Finance Corp                           | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111075.80    | 0.00%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                  | Federal Realty Investment Trust                                                  | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     70000 | PA      | $62652.80     | 0.00%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                          | CUSIP: 742718EP0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115140.00    | 0.00%             | 2026-02-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                         | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    535000 | PA      | $541061.55    | 0.01%             | 2025-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BHARAT PETROLEUM CORP                                     | Bharat Petroleum Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $193450.00    | 0.00%             | 2025-05-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                            | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370308.75    | 0.01%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31164.80     | 0.00%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    770000 | PA      | $751635.50    | 0.01%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                             | CUSIP: 78013XW20<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |         0 | PA      | $0.00         | 0.00%             | 2023-10-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                  | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    997000 | PA      | $963779.96    | 0.02%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                          | ArcelorMittal SA                                                                 | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    840000 | PA      | $876649.20    | 0.02%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                  | First Quantum Minerals Ltd                                                       | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $299286.00    | 0.01%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                            | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    370000 | PA      | $289946.80    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    485000 | PA      | $476842.30    | 0.01%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231982.60    | 0.00%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                  | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $265968.00    | 0.01%             | 2031-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                     | Stellantis Finance US Inc                                                        | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    445000 | PA      | $392543.40    | 0.01%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    615000 | PA      | $628210.20    | 0.01%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                  | Piedmont Operating Partnership LP                                                | CUSIP: 720198AD2<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |      2000 | PA      | $1980.48      | 0.00%             | 2024-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                              | Fortinet Inc                                                                     | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    455000 | PA      | $405041.00    | 0.01%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                            | Legg Mason Inc                                                                   | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    212000 | PA      | $213363.16    | 0.00%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    890000 | PA      | $855192.10    | 0.02%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                      | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $186086.00    | 0.00%             | 2024-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                  | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    515000 | PA      | $488389.95    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                   | Schlumberger Holdings Corp                                                       | CUSIP: 806851AJ0<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    398000 | PA      | $392881.72    | 0.01%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                 | ORIX Corp                                                                        | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $244797.60    | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308HG5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    199000 | PA      | $195632.92    | 0.00%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190492.00    | 0.00%             | 2024-03-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                                  | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                     | CUSIP: 432891AK5<br>LEI: 549300406TN7EY0NPH20 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256761.15    | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                     | Costco Wholesale Corp                                                            | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8964.40      | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOLDCO COMMON STOCK                                       | HOLDCO COMMON STOCK                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16280 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                              | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153228.35    | 0.00%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                       | Xerox Holdings Corp                                                              | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    345000 | PA      | $322588.80    | 0.01%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ER2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475895 | PA      | $460137.37    | 0.01%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JV7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    695000 | PA      | $683150.25    | 0.01%             | 2024-08-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL                                   | Genpact Luxembourg Sarl                                                          | CUSIP: 37254BAC4<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | CORP              | LU        |    215000 | PA      | $206997.70    | 0.00%             | 2024-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $406291.50    | 0.01%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $409916.00    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                         | Brown & Brown Inc                                                                | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    386000 | PA      | $382746.02    | 0.01%             | 2024-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                  | Devon Energy Corp                                                                | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    391000 | PA      | $392204.28    | 0.01%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    591000 | PA      | $579451.86    | 0.01%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    605000 | PA      | $591871.50    | 0.01%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                       | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    280000 | PA      | $238036.40    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    761000 | PA      | $749935.06    | 0.01%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PT                                           | Bank Mandiri Persero Tbk PT                                                      | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199100.00    | 0.00%             | 2025-05-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                    | Reliance Standard Life Global Funding II                                         | CUSIP: 75951AAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $123799.00    | 0.00%             | 2024-10-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                      | Oceaneering International Inc                                                    | CUSIP: 675232AA0<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180585.90    | 0.00%             | 2024-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                              | CUSIP: 71654QBV3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $192046.00    | 0.00%             | 2025-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                     | Stifel Financial Corp                                                            | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123445.00    | 0.00%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                            | Whirlpool Corp                                                                   | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    127000 | PA      | $124095.51    | 0.00%             | 2025-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $390428.00    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                  | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997830.00    | 0.02%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                     | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $388564.00    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands Inc                                       | Spectrum Brands Inc                                                              | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    192000 | PA      | $190554.24    | 0.00%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                  | Coronado Finance Pty Ltd                                                         | CUSIP: 21979LAA4<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $134500.60    | 0.00%             | 2026-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BLAC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1347000 | PA      | $1313116.04   | 0.03%             | 2025-06-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                        | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $174404.00    | 0.00%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X5MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478361 | PA      | $469959.47    | 0.01%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                     | AvalonBay Communities Inc                                                        | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $46718.50     | 0.00%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                          | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     84000 | PA      | $79541.28     | 0.00%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                          | MGM Resorts International                                                        | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316997.10    | 0.01%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $259474.60    | 0.01%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EK9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   3352000 | PA      | $3111661.60   | 0.06%             | 2025-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                 | Hana Bank                                                                        | CUSIP: 48723TAC5<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $188800.00    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RIYAD SUKUK LIMITED                                       | Riyad Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300P8GI2KKEMZUH97 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $767056.00    | 0.02%             | 2030-02-25      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307NP40<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    174954 | PA      | $169265.28    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                  | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157179.20    | 0.00%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                              | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    334000 | PA      | $324908.52    | 0.01%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9570000 | PA      | $8347582.08   | 0.16%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                          | Cinemark USA Inc                                                                 | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114635.36    | 0.00%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $376840.00    | 0.01%             | 2024-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    512000 | PA      | $467179.52    | 0.01%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                  | Puma International Financing SA                                                  | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $193658.00    | 0.00%             | 2024-10-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SUGAR HSP GMNG PROP/FIN                                   | Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp          | CUSIP: 865033AC8<br>LEI: 549300BND6SAKKOQWR95 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136475.45    | 0.00%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO                                   | Huarong Finance 2017 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $364548.00    | 0.01%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                  | Performance Food Group Inc                                                       | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125922.50    | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JE4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   7614000 | PA      | $6962089.32   | 0.14%             | 2025-07-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                          | Triton Container International Ltd                                               | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    322000 | PA      | $286377.14    | 0.01%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                  | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    260000 | PA      | $231678.20    | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    371000 | PA      | $361469.01    | 0.01%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $539190.00    | 0.01%             | 2027-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                        | Raytheon Technologies Corp                                                       | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    990000 | PA      | $977922.00    | 0.02%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1442461.80   | 0.03%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    380000 | PA      | $366635.40    | 0.01%             | 2032-06-17      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133L7X36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10461612 | PA      | $9538158.02   | 0.19%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    935000 | PA      | $944667.90    | 0.02%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                   | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9425.80      | 0.00%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                   | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    300000 | PA      | $282675.00    | 0.01%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    640000 | PA      | $636793.60    | 0.01%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    670000 | PA      | $649270.20    | 0.01%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                        | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104960.90    | 0.00%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                             | Nordstrom Inc                                                                    | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118550.00    | 0.00%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                          | Eaton Vance Corp                                                                 | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    290000 | PA      | $277466.20    | 0.01%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $829665.90    | 0.02%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                  | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $195394.00    | 0.00%             | 2024-06-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                       | CUSIP: 842434CM2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185179.70    | 0.00%             | 2024-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                     | Republic Services Inc                                                            | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14192.25     | 0.00%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                             | McKesson Corp                                                                    | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    587000 | PA      | $523915.11    | 0.01%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                    | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    345000 | PA      | $360673.35    | 0.01%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                    | National Securities Clearing Corp                                                | CUSIP: 637639AG0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502565.00    | 0.01%             | 2024-11-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                        | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $213441.75    | 0.00%             | 2027-04-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON ELECTRIC HOLDING                                  | Johnson Electric Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $195946.00    | 0.00%             | 2024-07-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1383366.60   | 0.03%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                    | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $180846.00    | 0.00%             | 2026-08-01      | Fixed         | 10.13%                | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                    | BP Capital Markets America Inc                                                   | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    462000 | PA      | $449729.28    | 0.01%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                             | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9560.40      | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MAF SUKUK LTD                                             | MAF Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197612.00    | 0.00%             | 2025-11-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                   | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAY6<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70627.50     | 0.00%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    651000 | PA      | $631697.85    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                | Federal National Mortgage Association                                            | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $184940.00    | 0.00%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                  | Petrobras Global Finance BV                                                      | CUSIP: 71647NAV1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $298437.00    | 0.01%             | 2025-01-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VENATOR FIN SARL/VENATOR                                  | Venator Finance Sarl / Venator Materials LLC                                     | CUSIP: 9226APAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    160000 | PA      | $56265.60     | 0.00%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    450000 | PA      | $474376.50    | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                        | Zambia Government International Bond                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZM        |    400000 | PA      | $200680.00    | 0.00%             | 2024-04-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    520000 | PA      | $538179.20    | 0.01%             | 2026-10-14      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL INTERNATIO                                  | Bharti Airtel International Netherlands BV                                       | CUSIP: 000000000<br>LEI: 724500ULW6PWKDAI7I46 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $450153.00    | 0.01%             | 2024-05-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79680.60     | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    615000 | PA      | $534232.05    | 0.01%             | 2027-09-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432ND3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96526.00     | 0.00%             | 2025-01-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                     | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HMS9<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    655000 | PA      | $635068.35    | 0.01%             | 2025-01-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $597552.00    | 0.01%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    667000 | PA      | $651438.89    | 0.01%             | 2025-11-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTER'S INC                                       | Dave & Buster's Inc                                                              | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |    207000 | PA      | $210485.88    | 0.00%             | 2025-11-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                    | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    336000 | PA      | $317214.24    | 0.01%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138XC4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149322 | PA      | $144569.33    | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                        | Alcon Finance Corp                                                               | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214024.20    | 0.00%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                 | Ball Corp                                                                        | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    417000 | PA      | $414794.07    | 0.01%             | 2025-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31062.15     | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                   | CUSIP: 58933YAY1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    395000 | PA      | $355452.60    | 0.01%             | 2026-02-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64952WET6<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    515000 | PA      | $504282.85    | 0.01%             | 2024-06-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                                  | BAE Systems Holdings Inc                                                         | CUSIP: 05523UAK6<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |    346000 | PA      | $339976.14    | 0.01%             | 2024-10-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1223313.00   | 0.02%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                            | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1600000 | PA      | $1558304.00   | 0.03%             | 2026-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    428000 | PA      | $424914.12    | 0.01%             | 2026-01-15      | 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        |    400000 | PA      | $387000.00    | 0.01%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                             | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    705000 | PA      | $646809.30    | 0.01%             | 2025-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                      | Sabra Health Care LP                                                             | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    342000 | PA      | $330317.28    | 0.01%             | 2026-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                                  | Summit Materials LLC / Summit Materials Finance Corp                             | CUSIP: 86614RAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129578.80    | 0.00%             | 2027-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WG2T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518311 | PA      | $492254.35    | 0.01%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                  | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    500000 | PA      | $461290.00    | 0.01%             | 2030-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                        | Valero Energy Corp                                                               | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89992.00     | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                                     | Southern Gas Corridor CJSC                                                       | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |   1000000 | PA      | $1030620.00   | 0.02%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WH4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    551931 | PA      | $524183.44    | 0.01%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                  | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $277701.00    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                      | Townsquare Media Inc                                                             | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215659.50    | 0.00%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2659730 | PA      | $2572388.85   | 0.05%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                        | Analog Devices Inc                                                               | CUSIP: 032654AS4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    196000 | PA      | $190063.16    | 0.00%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                               | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527590.00    | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    404000 | PA      | $372750.60    | 0.01%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J52B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307599 | PA      | $297355.50    | 0.01%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                            | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    800000 | PA      | $787384.00    | 0.02%             | 2024-03-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140GRYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13417 | PA      | $13213.94     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                    | HP Inc                                                                           | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    531000 | PA      | $499782.51    | 0.01%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                  | OWL Rock Core Income Corp                                                        | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182280.00    | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 902674YK0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    645000 | PA      | $605003.55    | 0.01%             | 2024-08-09      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                            | Aon Global Ltd                                                                   | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    737000 | PA      | $723549.75    | 0.01%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                      | CUSIP: 931142DP5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    665000 | PA      | $655044.95    | 0.01%             | 2024-04-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                               | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    152000 | PA      | $151373.76    | 0.00%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $402480.60    | 0.01%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                     | Manitowoc Co Inc/The                                                             | CUSIP: 563571AL2<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132765.75    | 0.00%             | 2026-04-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| NABORS INDUSTRIES INC                                     | Nabors Industries Inc                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315409.50    | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    922000 | PA      | $875439.00    | 0.02%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHINA GREAT WALL INTL IV                                  | China Great Wall International Holdings IV Ltd                                   | CUSIP: 000000000<br>LEI: 2549001TKORUCHQP7S80 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $194160.00    | 0.00%             | 2024-07-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1108000 | PA      | $1082017.40   | 0.02%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                        | Turkey Government International Bond                                             | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $705792.00    | 0.01%             | 2026-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1310000 | PA      | $1177585.20   | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANCO LATINOAMERICANO SA                                  | Banco Latinoamericano de Comercio Exterior SA                                    | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $185098.00    | 0.00%             | 2025-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                  | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $280545.45    | 0.01%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    595000 | PA      | $580987.75    | 0.01%             | 2026-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| THREE GORGES FIN I KY                                     | Three Gorges Finance I Cayman Islands Ltd                                        | CUSIP: 000000000<br>LEI: 549300FD0MPTWEITI779 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $384268.00    | 0.01%             | 2024-10-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132AEGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52578 | PA      | $51633.44     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1916718.76   | 0.04%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                       | Callon Petroleum Co                                                              | CUSIP: 144577AJ2<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80000.00     | 0.00%             | 2025-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CN HUANENG GP HK TREASUR                                  | China Huaneng Group Hong Kong Treasury Management Holding Ltd                    | CUSIP: 000000000<br>LEI: 254900S9905REJFRBF91 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $191998.00    | 0.00%             | 2024-12-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                   | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1208982.20   | 0.02%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                    | MGM China Holdings Ltd                                                           | CUSIP: 55300RAA9<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    310000 | PA      | $302532.10    | 0.01%             | 2024-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                        | Zambia Government International Bond                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZM        |    600000 | PA      | $298176.00    | 0.01%             | 2027-07-30      | Fixed         | 8.97%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                    | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $295500.80    | 0.01%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                        | First Horizon Corp                                                               | CUSIP: 320517AD7<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    392000 | PA      | $383313.28    | 0.01%             | 2025-05-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Belo Corp                                                 | Belo Corp                                                                        | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $85030.00     | 0.00%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp                                       | Africa Finance Corp                                                              | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $194354.00    | 0.00%             | 2024-04-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $474355.30    | 0.01%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $788172.00    | 0.02%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $210798.00    | 0.00%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                     | ICBCIL Finance Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $179882.00    | 0.00%             | 2026-08-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1141000 | PA      | $1011941.49   | 0.02%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                      | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    310000 | PA      | $304444.80    | 0.01%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GANNETT HOLDINGS LLC                                      | Gannett Holdings LLC                                                             | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $115599.88    | 0.00%             | 2026-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154DJ5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $350048.00    | 0.01%             | 2026-12-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 2027A0KD0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    905000 | PA      | $806355.00    | 0.02%             | 2026-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $394420.00    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adecoagro SA                                              | Adecoagro SA                                                                     | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $191524.00    | 0.00%             | 2027-09-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                     | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    830000 | PA      | $807473.80    | 0.02%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                             | McKesson Corp                                                                    | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107991.60    | 0.00%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BA9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212126.20    | 0.00%             | 2024-09-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL GROUP INC                                      | CWT Travel Group Inc                                                             | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $228911.40    | 0.00%             | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $18198437.60  | 0.36%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    877000 | PA      | $823713.48    | 0.02%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                  | International Flavors & Fragrances Inc                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    525000 | PA      | $454377.00    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    945000 | PA      | $939093.75    | 0.02%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1015780.00   | 0.02%             | 2026-01-13      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                       | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    385000 | PA      | $376402.95    | 0.01%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WH4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170575 | PA      | $161999.33    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                              | CUSIP: 302635AD9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    366000 | PA      | $359693.82    | 0.01%             | 2024-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10917187.56  | 0.21%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                           | Credit Agricole Corporate & Investment Bank SA                                   | CUSIP: 22533AE52<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $94341.00     | 0.00%             | 2024-06-28      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    850000 | PA      | $854955.50    | 0.02%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                          | Fifth Third Bank NA                                                              | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    725000 | PA      | $736208.50    | 0.01%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                                | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    391000 | PA      | $383465.43    | 0.01%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                              | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30504.00     | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NAW3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    667000 | PA      | $650605.14    | 0.01%             | 2024-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                                             | NongHyup Bank                                                                    | CUSIP: 65540KAJ4<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $195292.00    | 0.00%             | 2027-07-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0CF3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1971000 | PA      | $1935817.65   | 0.04%             | 2024-02-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                          | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37675.60     | 0.00%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                              | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    545000 | PA      | $534803.05    | 0.01%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A2U4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    320000 | PA      | $284947.20    | 0.01%             | 2026-01-08      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    545000 | PA      | $499721.40    | 0.01%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                   | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    225000 | PA      | $189994.50    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                  | African Export-Import Bank/The                                                   | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |    425000 | PA      | $414965.75    | 0.01%             | 2024-06-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    327000 | PA      | $317690.31    | 0.01%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                                  | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $198700.00    | 0.00%             | 2027-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                      | Boston Properties LP                                                             | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    435000 | PA      | $399747.60    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                              | HSBC USA Inc                                                                     | CUSIP: 40434CAD7<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    370000 | PA      | $363051.40    | 0.01%             | 2024-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                               | Hubbell Inc                                                                      | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60659.30     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133GEGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    462824 | PA      | $421808.32    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                  | Discovery Communications LLC                                                     | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    412000 | PA      | $402853.60    | 0.01%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK Inc                                                                        | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48109.00     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $312477.75    | 0.01%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                              | HSBC USA Inc                                                                     | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592740.00    | 0.01%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                  | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $164466.50    | 0.00%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHANGHAI PUDONG DEV/HK                                    | Shanghai Pudong Development Bank Co Ltd/Hong Kong                                | CUSIP: 000000000<br>LEI: 300300C1031031001330 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $379100.00    | 0.01%             | 2024-07-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                                    | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $345322.70    | 0.01%             | 2025-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| P&L DEV LLC/PLD FIN CORP                                  | P&L Development LLC / PLD Finance Corp                                           | CUSIP: 69306RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $158334.15    | 0.00%             | 2025-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                      | Western Union Co/The                                                             | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    459000 | PA      | $441112.77    | 0.01%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAA4<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1849000 | PA      | $1793012.28   | 0.04%             | 2024-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                               | Truist Bank                                                                      | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    357000 | PA      | $341813.22    | 0.01%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 654740BQ1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232196.30    | 0.00%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CA5<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1042000 | PA      | $985096.38    | 0.02%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                  | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128528.40    | 0.00%             | 2026-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $22845000.00  | 0.45%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    522000 | PA      | $506324.34    | 0.01%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-CCRE25 Mortgage Trust                                                  | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2560946.51   | 0.05%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                    | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13842 | PA      | $12647.88     | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190270.00    | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| INVENTIVE GLOBAL INV LTD                                  | Inventive Global Investments Ltd                                                 | CUSIP: 000000000<br>LEI: 2221005EX2X7ALDBEA02 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $731568.00    | 0.01%             | 2025-09-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128286G0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8776757.79   | 0.17%             | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |    200000 | PA      | $179850.00    | 0.00%             | 2026-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                       | New Home Co Inc/The                                                              | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108841.25    | 0.00%             | 2025-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| COLGATE-PALMOLIVE CO                                      | Colgate-Palmolive Co                                                             | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136557.40    | 0.00%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FC2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   4500000 | PA      | $4105035.00   | 0.08%             | 2026-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                              | Navient Corp                                                                     | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229505.50    | 0.00%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR MINING PLC                                       | Endeavour Mining PLC                                                             | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177760.00    | 0.00%             | 2026-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                  | Southwestern Public Service Co                                                   | CUSIP: 845743BP7<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24539.50     | 0.00%             | 2024-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                        | Realty Income Corp                                                               | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488025.45    | 0.01%             | 2026-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                  | Permian Resources Operating LLC                                                  | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147081.00    | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $62182.25     | 0.00%             | 2028-06-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                        | F&G Global Funding                                                               | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    565000 | PA      | $510743.05    | 0.01%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                      | Colombia Government International Bond                                           | CUSIP: 195325BQ7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $295944.00    | 0.01%             | 2024-02-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                       | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8958.30      | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5381.65      | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                      | Juniper Networks Inc                                                             | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    430000 | PA      | $388075.00    | 0.01%             | 2025-12-10      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                   | United Rentals North America Inc                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101733.00    | 0.00%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                  | African Export-Import Bank/The                                                   | CUSIP: 00831TAB7<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $22735.50     | 0.00%             | 2026-05-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407288.00    | 0.01%             | 2028-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                  | eBay Inc                                                                         | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    622000 | PA      | $561162.18    | 0.01%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2799610 | PA      | $2551571.50   | 0.05%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                              | CUSIP: 25746UDE6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    465000 | PA      | $449245.80    | 0.01%             | 2025-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 22411VAM0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    880000 | PA      | $824868.00    | 0.02%             | 2025-03-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                              | Shinhan Bank Co Ltd                                                              | CUSIP: 82460EAP5<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $407372.00    | 0.01%             | 2025-04-24      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2156000 | PA      | $2006567.64   | 0.04%             | 2025-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    660000 | PA      | $582179.40    | 0.01%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                          | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    565000 | PA      | $497403.40    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                            | EPR Properties                                                                   | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88545.48     | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                    | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569453.50    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    365000 | PA      | $334402.05    | 0.01%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    705000 | PA      | $768139.80    | 0.02%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Pactiv LLC                                                | Pactiv LLC                                                                       | CUSIP: 880394AB7<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99106.00     | 0.00%             | 2025-12-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                       | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    433000 | PA      | $415234.01    | 0.01%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INVENTIVE GLOBAL INV LTD                                  | Inventive Global Investments Ltd                                                 | CUSIP: 000000000<br>LEI: 2221005EX2X7ALDBEA02 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $178702.00    | 0.00%             | 2026-09-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $386352.00    | 0.01%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BANK OF COMMUNICATIONS                                    | Bank of Communications Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | DBT              | CORP              | CN        |   1500000 | PA      | $1458900.00   | 0.03%             | 2025-11-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                        | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    324000 | PA      | $313126.56    | 0.01%             | 2025-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                  | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 00182EBN8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    245000 | PA      | $217876.05    | 0.00%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                                        | Scripps Escrow Inc                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $160772.40    | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Intrado Corp                                              | Intrado Corp                                                                     | CUSIP: 68163PAA2<br>LEI: 5493005Z5DB0O5S30R71 | Long             | DBT              | CORP              | US        |    310000 | PA      | $279771.90    | 0.01%             | 2025-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr         | GM Financial Consumer Automobile Receivables Trust 2023-1                        | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3090000 | PA      | $3099902.28   | 0.06%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3872000 | PA      | $3541563.52   | 0.07%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BM7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1622000 | PA      | $1580490.65   | 0.03%             | 2025-09-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                 | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47899.50     | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                            | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1015117.61   | 0.02%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                  | Jackson National Life Global Funding                                             | CUSIP: 46849LTC5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    535000 | PA      | $517505.50    | 0.01%             | 2025-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140EY3U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16632 | PA      | $16227.18     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    162000 | PA      | $156577.86    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENER                                  | Aydem Yenilenebilir Enerji AS                                                    | CUSIP: 000000000<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $338792.00    | 0.01%             | 2027-02-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    915000 | PA      | $840207.90    | 0.02%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $179416.00    | 0.00%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                     | Unilever Capital Corp                                                            | CUSIP: 904764AS6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    465000 | PA      | $449748.00    | 0.01%             | 2025-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| STATE ELITE GLOBAL LTD                                    | State Elite Global Ltd                                                           | CUSIP: 000000000<br>LEI: 254900FRO7K50Y54IW59 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $199840.00    | 0.00%             | 2024-10-24      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                                                       | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1027893.74   | 0.02%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                   | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58527.38     | 0.00%             | 2024-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                  | Permian Resources Operating LLC                                                  | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122595.20    | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    758000 | PA      | $696109.30    | 0.01%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                       | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    295000 | PA      | $284586.50    | 0.01%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222388.80    | 0.00%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307NT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10506393 | PA      | $10181544.10  | 0.20%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2014 ULC                                    | CNOOC Finance 2014 ULC                                                           | CUSIP: 12591DAC5<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $991900.00    | 0.02%             | 2024-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    857000 | PA      | $758410.72    | 0.01%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    632000 | PA      | $565115.44    | 0.01%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                              | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    574000 | PA      | $559604.08    | 0.01%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $186018.00    | 0.00%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1037788.90   | 0.02%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE GRID EUROPE DEVELO                                  | State Grid Europe Development 2014 PLC                                           | CUSIP: 000000000<br>LEI: 529900B2DHSUP1S0V619 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $577218.00    | 0.01%             | 2027-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    650000 | PA      | $618416.50    | 0.01%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OIL & GAS HOLDING                                         | Oil and Gas Holding Co BSCC/The                                                  | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    400000 | PA      | $415912.00    | 0.01%             | 2027-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BDO UNIBANK INC                                           | BDO Unibank Inc                                                                  | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | DBT              | CORP              | PH        |    400000 | PA      | $366180.00    | 0.01%             | 2026-01-13      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                            | Sabre GLBL Inc                                                                   | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    235000 | PA      | $249088.25    | 0.00%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $215366.85    | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                   | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    356000 | PA      | $347206.80    | 0.01%             | 2024-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEDCO BELL PTE LTD                                        | Medco Bell Pte Ltd                                                               | CUSIP: 000000000<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $192714.00    | 0.00%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                               | Hexcel Corp                                                                      | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    268000 | PA      | $256409.00    | 0.01%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140EBHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25750 | PA      | $24453.83     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS                                     | Six Flags Theme Parks Inc                                                        | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    167000 | PA      | $169222.77    | 0.00%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $283707.20    | 0.01%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                 | Baidu Inc                                                                        | CUSIP: 056752AG3<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    285000 | PA      | $277438.95    | 0.01%             | 2025-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CHINA RAILWAY XUNJIE                                      | China Railway Xunjie Co Ltd                                                      | CUSIP: 000000000<br>LEI: 300300YS8XX94W7OT806 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $196522.00    | 0.00%             | 2027-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                  | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    165000 | PA      | $75733.35     | 0.00%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                                    | Williams Scotsman International Inc                                              | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    249000 | PA      | $250058.25    | 0.00%             | 2025-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7767500.00   | 0.15%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                  | Discovery Communications LLC                                                     | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    297000 | PA      | $287121.78    | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    180000 | PA      | $174506.40    | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP                                          | Air Methods Corp                                                                 | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $10374.75     | 0.00%             | 2025-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                            | Constellium SE                                                                   | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $147879.00    | 0.00%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                                  | CrownRock LP / CrownRock Finance Inc                                             | CUSIP: 228701AF5<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |    525000 | PA      | $513528.75    | 0.01%             | 2025-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                   | QBE Insurance Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $187598.00    | 0.00%             | 2025-05-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                     | CUSIP: 62886HBL4<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $122001.60    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                   | Kinder Morgan Energy Partners LP                                                 | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456881.20    | 0.01%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                          | Ventas Realty LP                                                                 | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176490.00    | 0.00%             | 2026-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $262332.00    | 0.01%             | 2027-03-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307NQJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     18857 | PA      | $18243.36     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    835000 | PA      | $839692.70    | 0.02%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                   | GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $395080.00    | 0.01%             | 2026-07-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $272097.54    | 0.01%             | 2026-01-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EVK2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    781000 | PA      | $703095.25    | 0.01%             | 2026-01-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/HONG KONG                                   | Bank of China Ltd/Hong Kong                                                      | CUSIP: 000000000<br>LEI: 549300OGSFI8KL1WUU09 | Long             | DBT              | CORP              | CN        |    600000 | PA      | $573948.00    | 0.01%             | 2025-01-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2939562 | PA      | $2832881.00   | 0.06%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                   | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    495000 | PA      | $473427.90    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    895000 | PA      | $844011.85    | 0.02%             | 2025-01-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                    | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    360000 | PA      | $341607.60    | 0.01%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Tabreed Sukuk Spc Ltd                                     | Tabreed Sukuk Spc Ltd                                                            | CUSIP: 000000000<br>LEI: 549300DC2NOQN38VGO16 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $203004.00    | 0.00%             | 2025-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUAFA 2021 I CO LTD                                       | Huafa 2021 I Co Ltd                                                              | CUSIP: 000000000<br>LEI: 254900JH6H94W81RZZ20 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $176000.00    | 0.00%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47038.00     | 0.00%             | 2026-09-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                    | BBVA Bancomer SA/Texas                                                           | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $368596.00    | 0.01%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800L53ZH5KG593W13 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $195236.00    | 0.00%             | 2024-04-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                       | MEGlobal Canada ULC                                                              | CUSIP: 000000000<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $596754.00    | 0.01%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                | Nucor Corp                                                                       | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453463.40    | 0.01%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                     | Healthpeak Properties Inc                                                        | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     50000 | PA      | $44513.50     | 0.00%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| KANSAI ELECTRIC POWER CO                                  | Kansai Electric Power Co Inc/The                                                 | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $191294.00    | 0.00%             | 2024-09-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                       | CUSIP: 717081ES8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    539000 | PA      | $528953.04    | 0.01%             | 2024-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                           | Sealed Air Corp                                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    197000 | PA      | $173273.32    | 0.00%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |    370000 | PA      | $335220.00    | 0.01%             | 2026-03-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EMIRATES TELECOM GROUP                                    | Emirates Telecommunications Group Co PJSC                                        | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $196386.00    | 0.00%             | 2024-06-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                           | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410674.05    | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OIL INDIA INTERNATIONAL                                   | Oil India International Pte Ltd                                                  | CUSIP: 000000000<br>LEI: 529900MQ8CL8FLAGEQ79 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $189804.00    | 0.00%             | 2027-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                             | Sempra Energy                                                                    | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    327000 | PA      | $316712.58    | 0.01%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    410000 | PA      | $373694.50    | 0.01%             | 2027-01-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAJ2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    470000 | PA      | $458019.70    | 0.01%             | 2025-06-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                   | Magna International Inc                                                          | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $113039.25    | 0.00%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                           | Hershey Co/The                                                                   | CUSIP: 427866AU2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29090.70     | 0.00%             | 2025-08-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SHENHUA OVERSEAS CAPITAL                                  | China Shenhua Overseas Capital Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    400000 | PA      | $389016.00    | 0.01%             | 2025-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    850000 | PA      | $842588.00    | 0.02%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                  | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280314.00    | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/LUXEMBOURG                                  | Bank of China Ltd/Luxembourg                                                     | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $362856.00    | 0.01%             | 2026-04-28      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                                     | Earthstone Energy Holdings LLC                                                   | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224346.60    | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VENATOR FIN SARL/VENATOR                                  | Venator Finance Sarl / Venator Materials LLC                                     | CUSIP: 9226ALAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     90000 | PA      | $71271.90     | 0.00%             | 2025-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                  | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $85069.00     | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12067 | PA      | $11908.96     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140GT5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36588 | PA      | $35709.39     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HADRIAN MERGER SUB                                        | Hadrian Merger Sub Inc                                                           | CUSIP: 42239PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $113113.80    | 0.00%             | 2026-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247217.50    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                   | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    455000 | PA      | $451596.60    | 0.01%             | 2024-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                  | EQM Midstream Partners LP                                                        | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    380000 | PA      | $371659.00    | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 55608PBJ2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    435000 | PA      | $421349.70    | 0.01%             | 2025-03-21      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                           | Mitsubishi Corp                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $240940.00    | 0.00%             | 2024-07-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $348170.00    | 0.01%             | 2024-08-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058DX8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2064000 | PA      | $1997105.76   | 0.04%             | 2024-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy Inc                                                                  | CUSIP: 98389BAR1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    393000 | PA      | $379960.26    | 0.01%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                  | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC  | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281250 | PA      | $278789.37    | 0.01%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                      | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $335016.00    | 0.01%             | 2024-04-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust              | American Express Credit Account Master Trust                                     | CUSIP: 02582JJR2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4683786.70   | 0.09%             | 2026-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                          | Pitney Bowes Inc                                                                 | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $142788.10    | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE II                                     | Fresenius Medical Care US Finance II Inc                                         | CUSIP: 35802XAJ2<br>LEI: 5493008GJ5TVVTY4UM62 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192271.95    | 0.00%             | 2024-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                                  | Public Service Enterprise Group Inc                                              | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    245000 | PA      | $222403.65    | 0.00%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                    | Cadence Design Systems Inc                                                       | CUSIP: 127387AL2<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57856.16     | 0.00%             | 2024-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCD0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    915000 | PA      | $817232.25    | 0.02%             | 2026-01-12      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233599.20    | 0.00%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    352000 | PA      | $343720.96    | 0.01%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    450000 | PA      | $393223.50    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                    | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    477000 | PA      | $454199.40    | 0.01%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Equate Petrochemical BV                                   | Equate Petrochemical BV                                                          | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $390960.00    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIB TIER 1 SUKUK                                          | DIB Tier 1 Sukuk 5 Ltd                                                           | CUSIP: 000000000<br>LEI: 5493008C0EW2LHRN0275 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $182612.00    | 0.00%             | 2026-10-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $359037.00    | 0.01%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FS7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    365000 | PA      | $363010.75    | 0.01%             | 2024-09-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    502000 | PA      | $447864.32    | 0.01%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4869921.90   | 0.10%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1262000 | PA      | $1196880.80   | 0.02%             | 2026-04-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KUWAIT PROJECTS CO SPC L                                  | Kuwait Projects Co SPC Ltd                                                       | CUSIP: 000000000<br>LEI: 254900BQTJEWBK1TAN59 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $172212.00    | 0.00%             | 2027-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $304320.00    | 0.01%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                        | CNA Financial Corp                                                               | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28462.80     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                  | Affiliated Managers Group Inc                                                    | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    264000 | PA      | $256193.52    | 0.01%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/SG                                    | Industrial & Commercial Bank of China Ltd/Singapore                              | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $400676.00    | 0.01%             | 2024-04-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                      | National Fuel Gas Co                                                             | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    505000 | PA      | $504186.95    | 0.01%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CMHI FINANCE BVI CO LTD                                   | CMHI Finance BVI Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300KTVUL1BXLNPZ11 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $391068.00    | 0.01%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $554526.00    | 0.01%             | 2025-02-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                     | General Dynamics Corp                                                            | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94874.85     | 0.00%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $380108.00    | 0.01%             | 2025-05-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                       | CUSIP: 64110DAF1<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258070.25    | 0.01%             | 2024-09-29      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    525000 | PA      | $497589.75    | 0.01%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HONGKONG INTL QINGDAO                                     | Hongkong International Qingdao Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300SGT6G2H5JRJN32 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $187866.00    | 0.00%             | 2024-10-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                    | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241836.00    | 0.00%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54200000 | PA      | $51043273.30  | 1.00%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                  | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    913897 | PA      | $902710.90    | 0.02%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    600000 | PA      | $135112.50    | 0.00%             | 2026-02-01      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43700000 | PA      | $40425914.28  | 0.79%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276872.40    | 0.01%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                | Sprint LLC                                                                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    675000 | PA      | $713745.00    | 0.01%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     57000 | PA      | $51973.74     | 0.00%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138YNL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159422 | PA      | $154092.26    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                        | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $179390.00    | 0.00%             | 2026-04-09      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                    | CGG SA                                                                           | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $177930.00    | 0.00%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| BIO-RAD LABS                                              | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179768.50    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                       | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125291.40    | 0.00%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1827585.90   | 0.04%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    695000 | PA      | $682990.40    | 0.01%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                   | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    429000 | PA      | $365121.90    | 0.01%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    675000 | PA      | $597591.00    | 0.01%             | 2027-05-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                  | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $149154.95    | 0.00%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MATTHEWS INTERNATIONAL C                                  | Matthews International Corp                                                      | CUSIP: 577128AA9<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |    136000 | PA      | $129767.12    | 0.00%             | 2025-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1761019.12   | 0.03%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                                                          | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164512.80    | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                                        | Sigma Alimentos SA de CV                                                         | CUSIP: 000000000<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $388604.00    | 0.01%             | 2026-05-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69375V2A0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $224460.00    | 0.00%             | 2026-06-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                               | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    424000 | PA      | $429024.40    | 0.01%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                      | Ooredoo International Finance Ltd                                                | CUSIP: 000000000<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $195630.00    | 0.00%             | 2026-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 22534PAA1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $237767.50    | 0.00%             | 2025-01-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                | Citadel LP                                                                       | CUSIP: 17288XAB0<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54206.35     | 0.00%             | 2027-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                   | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $294333.00    | 0.01%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                  | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    951000 | PA      | $960719.22    | 0.02%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2535147 | PA      | $2311337.24   | 0.05%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    602000 | PA      | $520711.94    | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                      | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $305700.00    | 0.01%             | 2025-05-27      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                                   | Cloverie PLC for Zurich Insurance Co Ltd                                         | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199376.00    | 0.00%             | 2046-06-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                             | KSA Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |   2000000 | PA      | $1952400.00   | 0.04%             | 2027-04-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10600000 | PA      | $10241835.96  | 0.20%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                             | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    505000 | PA      | $500768.10    | 0.01%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18650000 | PA      | $18134210.94  | 0.36%             | 2024-02-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                              | WP Carey Inc                                                                     | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     35000 | PA      | $34543.25     | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBE TELECOM INC                                         | Globe Telecom Inc                                                                | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |    400000 | PA      | $370208.00    | 0.01%             | 2026-08-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3044375.01   | 0.06%             | 2024-08-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EQUITY INVESTME                                  | American Equity Investment Life Holding Co                                       | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40717.10     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIYAD TIER 1 SUKUK                                        | Riyad Tier 1 Sukuk Ltd                                                           | CUSIP: 000000000<br>LEI: 5493000887R2TI3PUB86 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $184564.00    | 0.00%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 57629WDB3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    539000 | PA      | $512157.80    | 0.01%             | 2024-04-12      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                  | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $200996.00    | 0.00%             | 2024-03-28      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                   | Korea National Oil Corp                                                          | CUSIP: 50066RAM8<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $896960.00    | 0.02%             | 2025-10-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| Bath & Body Works Inc                                     | Bath & Body Works Inc                                                            | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130566.80    | 0.00%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                  | Take-Two Interactive Software Inc                                                | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    492000 | PA      | $471852.60    | 0.01%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A3A7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    475000 | PA      | $441298.75    | 0.01%             | 2024-08-19      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    600000 | PA      | $544740.00    | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJH9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    505000 | PA      | $476957.35    | 0.01%             | 2024-06-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IDB TRUST SERVICES LTD                                    | IDB Trust Services Ltd                                                           | CUSIP: 000000000<br>LEI: 213800VKLEPJ95I3W549 | Long             | DBT              | CORP              | JE        |    800000 | PA      | $754488.00    | 0.01%             | 2025-02-26      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    875000 | PA      | $880232.50    | 0.02%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                     | Freedom Mortgage Corp                                                            | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    233000 | PA      | $222151.52    | 0.00%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1374289.92   | 0.03%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 00828EEN5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    172000 | PA      | $169187.80    | 0.00%             | 2025-07-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    469000 | PA      | $443303.49    | 0.01%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    920000 | PA      | $876290.80    | 0.02%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                      | Lockheed Martin Corp                                                             | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375894.10    | 0.01%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                      | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221319.00    | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                                         | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316963.20    | 0.01%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                | Cigna Corp                                                                       | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162746.10    | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    421000 | PA      | $430640.90    | 0.01%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    147000 | PA      | $127435.77    | 0.00%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $67010.00     | 0.00%             | 2025-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    558000 | PA      | $547375.68    | 0.01%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575976.00    | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    650000 | PA      | $675246.00    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                   | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $343326.75    | 0.01%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                          | Lenovo Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    600000 | PA      | $600900.00    | 0.01%             | 2025-04-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                          | MGM Resorts International                                                        | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276326.40    | 0.01%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO                                  | Korea East-West Power Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $193714.00    | 0.00%             | 2025-05-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SHUI ON DEVELOPMENT HLDG                                  | Shui On Development Holding Ltd                                                  | CUSIP: 000000000<br>LEI: 3003005J4J3G9CZFDK52 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $370632.00    | 0.01%             | 2024-08-24      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                  | Petrobras Global Finance BV                                                      | CUSIP: 71647NAS8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    525000 | PA      | $549764.25    | 0.01%             | 2027-01-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363472.50    | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ER6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245531 | PA      | $237400.92    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JB Poindexter & Co Inc                                    | JB Poindexter & Co Inc                                                           | CUSIP: 730481AJ7<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246855.00    | 0.00%             | 2026-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                  | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    535000 | PA      | $479622.15    | 0.01%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| JABIL INC                                                 | Jabil Inc                                                                        | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    342000 | PA      | $332218.80    | 0.01%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                           | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    870000 | PA      | $764669.10    | 0.01%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                      | YPF SA                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    275000 | PA      | $271372.75    | 0.01%             | 2026-02-12      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                               | Cargill Inc                                                                      | CUSIP: 141781BN3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    295000 | PA      | $264520.60    | 0.01%             | 2026-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                         | DXC Technology Co                                                                | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    335000 | PA      | $296006.00    | 0.01%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| EMBRAER NETHERLANDS FINA                                  | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196024.00    | 0.00%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $439332.50    | 0.01%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659100.00    | 0.01%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                     | Bausch Health Cos Inc                                                            | CUSIP: 91911KAP7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $319439.70    | 0.01%             | 2025-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| ATHABASCA OIL CORP                                        | Athabasca Oil Corp                                                               | CUSIP: 04682RAE7<br>LEI: 549300STK2KBVO6WED71 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $102988.20    | 0.00%             | 2026-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHINA EVERBRIGHT BANK/HK                                  | China Everbright Bank Co Ltd/Hong Kong                                           | CUSIP: 000000000<br>LEI: 549300WVNR4RWTGIV379 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $191796.00    | 0.00%             | 2024-03-11      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T                                  | AerCap Global Aviation Trust                                                     | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215074.20    | 0.00%             | 2045-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138867.60    | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                              | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    315000 | PA      | $283525.20    | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                                      | CUSIP: 59156RBH0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    393000 | PA      | $388625.91    | 0.01%             | 2024-04-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                                             | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502695.00    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                  | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BE6<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    335000 | PA      | $325117.50    | 0.01%             | 2054-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                        | KWG Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $98490.00     | 0.00%             | 2024-08-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $22883.25     | 0.00%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                            | Wynn Macau Ltd                                                                   | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    325000 | PA      | $290852.25    | 0.01%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1109000 | PA      | $1091389.08   | 0.02%             | 2024-03-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                      | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    105000 | PA      | $98009.10     | 0.00%             | 2026-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    938000 | PA      | $848139.60    | 0.02%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                  | Permian Resources Operating LLC                                                  | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140033.60    | 0.00%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                         | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $177032.00    | 0.00%             | 2031-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QHEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2009150 | PA      | $1831144.67   | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                        | CNA Financial Corp                                                               | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    467000 | PA      | $460742.20    | 0.01%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW DEVELOPM BANK BRICS                                   | New Development Bank/The                                                         | CUSIP: 000000000<br>LEI: 254900VPI91W77OOUM06 | Long             | DBT              | NUSS              | CN        |    500000 | PA      | $446570.00    | 0.01%             | 2025-09-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHINALCO CAPITAL HOLDING                                  | Chinalco Capital Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 5493003PX4GYVUD3CQ19 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $548418.00    | 0.01%             | 2026-06-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                         | Brown-Forman Corp                                                                | CUSIP: 115637AS9<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37282.18     | 0.00%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                  | Martin Marietta Materials Inc                                                    | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476570.00    | 0.01%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    653000 | PA      | $640214.26    | 0.01%             | 2024-04-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    208000 | PA      | $196085.76    | 0.00%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CGNPC INTERNATIONAL LTD                                   | CGNPC International Ltd                                                          | CUSIP: 000000000<br>LEI: 3003007JIKH4XTQVZT05 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $388460.00    | 0.01%             | 2024-07-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 206450000 | PA      | $186240481.50 | 3.65%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    425000 | PA      | $395275.50    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP/FINANC                                  | CSI Compressco LP / CSI Compressco Finance Inc                                   | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $161450.70    | 0.00%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1360000 | PA      | $1267778.40   | 0.02%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $615449.60    | 0.01%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     25000 | PA      | $23208.75     | 0.00%             | 2026-07-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196238.30    | 0.00%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JT1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     10000 | PA      | $8696.30      | 0.00%             | 2027-02-10      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                        | Seagate HDD Cayman                                                               | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $218292.75    | 0.00%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI A.S                                    | Turkiye Is Bankasi AS                                                            | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $378244.00    | 0.01%             | 2030-01-22      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     50000 | PA      | $48225.50     | 0.00%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands Inc                                                               | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    619000 | PA      | $614728.90    | 0.01%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $788872.00    | 0.02%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                             | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    775000 | PA      | $734545.00    | 0.01%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CCCI TREASURE LTD                                         | CCCI Treasure Ltd                                                                | CUSIP: 000000000<br>LEI: 222100QYJA4A1WYR6697 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $579894.00    | 0.01%             | 2024-11-21      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                  | National Australia Bank Ltd/New York                                             | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $286378.40    | 0.01%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                      | Monongahela Power Co                                                             | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95534.00     | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                       | AssuredPartners Inc                                                              | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226964.00    | 0.00%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLIFFORD CAPITAL PTE LTD                                  | Clifford Capital Pte Ltd                                                         | CUSIP: 000000000<br>LEI: 549300H4QHGSBXBALF78 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $181092.00    | 0.00%             | 2026-03-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UPMC                                                      | UPMC                                                                             | CUSIP: 90320WAD5<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72441.75     | 0.00%             | 2025-04-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MINMETALS BOUNTEOUS FIN                                   | Minmetals Bounteous Finance BVI Ltd                                              | CUSIP: 000000000<br>LEI: 3003005FATJ63Y0MR949 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $396496.00    | 0.01%             | 2025-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                                    | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100796.00    | 0.00%             | 2025-11-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    682000 | PA      | $657741.26    | 0.01%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                  | Abu Dhabi National Energy Co PJSC                                                | CUSIP: 000000000<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    300000 | PA      | $298428.00    | 0.01%             | 2025-04-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                               | CUSIP: 05565EBQ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    550000 | PA      | $525052.00    | 0.01%             | 2024-04-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 961214EU3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    545000 | PA      | $511542.45    | 0.01%             | 2024-11-18      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171606.00    | 0.00%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                       | Gilead Sciences Inc                                                              | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13024.65     | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                                               | REC Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $387492.00    | 0.01%             | 2024-07-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2240230 | PA      | $2037954.78   | 0.04%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $12234687.50  | 0.24%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FM0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    407000 | PA      | $395441.20    | 0.01%             | 2025-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                  | Microchip Technology Inc                                                         | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    127000 | PA      | $121582.18    | 0.00%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                  | Federal Realty Investment Trust                                                  | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4675.75      | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                       | NuStar Logistics LP                                                              | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215615.40    | 0.00%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                             | ModivCare Inc                                                                    | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222577.90    | 0.00%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                | CUSIP: 857477BR3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $272136.00    | 0.01%             | 2026-02-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17576718.84  | 0.34%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                            | CUSIP: 369550AY4<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216639.00    | 0.00%             | 2024-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                   | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $273630.50    | 0.01%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 43858AAB6<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $390260.00    | 0.01%             | 2024-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                     | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    284000 | PA      | $271475.60    | 0.01%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                    | Protective Life Global Funding                                                   | CUSIP: 74368CBQ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407028.00    | 0.01%             | 2026-01-06      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                  | Devon Energy Corp                                                                | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287070.00    | 0.01%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                  | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764760.00    | 0.01%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769GK4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2829000 | PA      | $2736887.76   | 0.05%             | 2024-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                          | Ryder System Inc                                                                 | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184664.00    | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                                      | Alta Equipment Group Inc                                                         | CUSIP: 02128LAA4<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144548.35    | 0.00%             | 2026-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    237000 | PA      | $213757.41    | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                       | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  43424053 | NS      | $43424053.35  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC ARIZONA CORP                                         | TSMC Arizona Corp                                                                | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180528.00    | 0.00%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAF3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    282000 | PA      | $275762.16    | 0.01%             | 2025-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                      | Garda World Security Corp                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35457.80     | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                               | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373208.00    | 0.01%             | 2025-01-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                   | HCA Inc                                                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    683000 | PA      | $686961.40    | 0.01%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLIED WORLD ASSURANCE                                    | Allied World Assurance Co Holdings Ltd                                           | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |    310000 | PA      | $299497.20    | 0.01%             | 2025-10-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (SWISS RE LTD)                                   | Argentum Netherlands BV for Swiss Re Ltd                                         | CUSIP: 000000000<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $392644.00    | 0.01%             | 2050-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                       | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    282000 | PA      | $250703.64    | 0.00%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1770000 | PA      | $1671269.40   | 0.03%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1560000 | PA      | $1528800.00   | 0.03%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                     | Nabors Industries Ltd                                                            | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    240000 | PA      | $233400.00    | 0.00%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                    | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    295000 | PA      | $278792.70    | 0.01%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                              | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1042314.24   | 0.02%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    576000 | PA      | $516332.16    | 0.01%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0CU0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    716000 | PA      | $671579.36    | 0.01%             | 2026-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $959130.00    | 0.02%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307SD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    622517 | PA      | $591795.07    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                    | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1035824.00   | 0.02%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CRCC HEAN LTD                                             | CRCC Hean Ltd                                                                    | CUSIP: 000000000<br>LEI: 655600JBL38JBHLO9190 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $366592.00    | 0.01%             | 2026-05-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                            | McCormick & Co Inc/MD                                                            | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    334000 | PA      | $325285.94    | 0.01%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207048.60    | 0.00%             | 2024-09-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                | Intuit Inc                                                                       | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    688000 | PA      | $631948.64    | 0.01%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                       | Consumers Energy Co                                                              | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405592.00    | 0.01%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31340000 | PA      | $31993732.97  | 0.63%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OMAN SOVEREIGN SUKUK                                      | Oman Sovereign Sukuk Co                                                          | CUSIP: 000000000<br>LEI: 549300KM6RUZQLK8LU36 | Long             | DBT              | NUSS              | OM        |   1100000 | PA      | $1093741.00   | 0.02%             | 2024-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                                         | L3Harris Technologies Inc                                                        | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    259000 | PA      | $253097.39    | 0.00%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                     | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $172754.00    | 0.00%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513AL9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    258000 | PA      | $250167.12    | 0.00%             | 2025-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                  | Israel Electric Corp Ltd                                                         | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    600000 | PA      | $596766.00    | 0.01%             | 2024-11-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 00216LAD5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $178132.00    | 0.00%             | 2026-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     52000 | PA      | $49147.80     | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J5U98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92586 | PA      | $88392.77     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                | Akbank TAS                                                                       | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $180422.00    | 0.00%             | 2031-06-22      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                  | Johnson Controls International plc                                               | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     74000 | PA      | $72706.48     | 0.00%             | 2024-07-02      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $317350.40    | 0.01%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                      | Mercury General Corp                                                             | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28960.20     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                   | Principal Financial Group Inc                                                    | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43713.45     | 0.00%             | 2025-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ICD FUNDING LTD                                           | ICD Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 635400ND71SBRGJJVF09 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $376056.00    | 0.01%             | 2026-04-28      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                         | CBRE Services Inc                                                                | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219443.40    | 0.00%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $609380.40    | 0.01%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                          | FirstEnergy Corp                                                                 | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135405.00    | 0.00%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NBK TIER 2 LTD                                            | Nbk Tier 2 Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300GS015OCXR89U13 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $179628.00    | 0.00%             | 2030-11-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ER7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150574 | PA      | $145559.71    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    345000 | PA      | $316123.50    | 0.01%             | 2026-02-12      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| PELABUHAN INDO PERSERO                                    | Pelabuhan Indonesia Persero PT                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    400000 | PA      | $392084.00    | 0.01%             | 2025-05-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                  | Huntington National Bank/The                                                     | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280559.70    | 0.01%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                     | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83758.50     | 0.00%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                    | Discover Financial Services                                                      | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86743.80     | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                          | BAT Capital Corp                                                                 | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1025657.94   | 0.02%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                       | Sunnova Energy Corp                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153008.50    | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                   | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947LAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    400000 | PA      | $383896.00    | 0.01%             | 2025-01-27      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $45399.18     | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                               | CUSIP: 91913YAU4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47951.50     | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WUHAN URBAN CONSTRUCTION                                  | Wuhan Urban Construction Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300COGKUP1D5V6086 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $187714.00    | 0.00%             | 2024-07-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    765000 | PA      | $736442.55    | 0.01%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                                    | Maxar Technologies Inc                                                           | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261275.00    | 0.01%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $469795.00    | 0.01%             | 2030-02-12      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    593000 | PA      | $538449.93    | 0.01%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                              | Navient Corp                                                                     | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227456.20    | 0.00%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                        | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    367000 | PA      | $361340.86    | 0.01%             | 2024-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                       | Otis Worldwide Corp                                                              | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    889000 | PA      | $838602.59    | 0.02%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                              | Linde Inc/CT                                                                     | CUSIP: 53522KAA1<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100963.00    | 0.00%             | 2024-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                       | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1203269.76   | 0.02%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2017-GS7                                            | CUSIP: 36254CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3615441 | PA      | $3473771.48   | 0.07%             | 2050-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                               | Equifax Inc                                                                      | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    460000 | PA      | $467208.20    | 0.01%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X5VE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429009 | PA      | $420450.75    | 0.01%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     60000 | PA      | $60351.60     | 0.00%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138XTSK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35188 | PA      | $35074.80     | 0.00%             | 2044-04-01      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 0778FPAC3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    398000 | PA      | $379278.08    | 0.01%             | 2024-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                        | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 257375AH8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    424000 | PA      | $414566.00    | 0.01%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                       | Georgia-Pacific LLC                                                              | CUSIP: 37331NAH4<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    642000 | PA      | $628068.60    | 0.01%             | 2025-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                      | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1237348.47   | 0.02%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                           | CUSIP: 219868CE4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     12000 | PA      | $11227.68     | 0.00%             | 2024-10-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                                   | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: 000000000<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $199134.00    | 0.00%             | 2024-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                    | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |    423000 | PA      | $375530.94    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                                    | Omnicom Group Inc / Omnicom Capital Inc                                          | CUSIP: 681919BA3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    780000 | PA      | $764883.60    | 0.01%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |   1420000 | PA      | $1366835.20   | 0.03%             | 2024-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                           | DAE Funding LLC                                                                  | CUSIP: 000000000<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377668.00    | 0.01%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    615000 | PA      | $548850.60    | 0.01%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WFAM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38967 | PA      | $37004.89     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                  | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    325000 | PA      | $291375.50    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                                              | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $459025.75    | 0.01%             | 2028-04-25      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                            | CUSIP: 74834LAV2<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64496.25     | 0.00%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                  | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131583.15    | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599AZ7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    470000 | PA      | $456666.10    | 0.01%             | 2025-03-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $644591.85    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    802000 | PA      | $771323.50    | 0.02%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                  | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $491896.80    | 0.01%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                   | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    425000 | PA      | $413873.50    | 0.01%             | 2024-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                 | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    425000 | PA      | $413180.75    | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197808.00    | 0.00%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                                      | Sinopec Group Overseas Development 2018 Ltd                                      | CUSIP: 000000000<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $384648.00    | 0.01%             | 2024-11-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/MACAU                                       | Bank of China Ltd/Macau                                                          | CUSIP: 000000000<br>LEI: 54930047DU4WCPOIO219 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $194636.00    | 0.00%             | 2027-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CN OVERSEAS FIN KY VIII                                   | China Overseas Finance Cayman VIII Ltd                                           | CUSIP: 000000000<br>LEI: 300300JLMTEWBKJNL662 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187182.00    | 0.00%             | 2025-03-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6781796.91   | 0.13%             | 2025-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185134.00    | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008080.00   | 0.02%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $337596.30    | 0.01%             | 2025-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                               | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    670000 | PA      | $645277.00    | 0.01%             | 2027-04-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY LEVANTE                                  | Continuum Energy Levanter Pte Ltd                                                | CUSIP: 21218MAB1<br>LEI: 254900MFSMO37F3WJ232 | Long             | DBT              | CORP              | SG        |    193500 | PA      | $175442.58    | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AU                                  | Mohegan Tribal Gaming Authority                                                  | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    494100 | PA      | $468011.52    | 0.01%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                      | Bidvest Group UK PLC/The                                                         | CUSIP: 000000000<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $367524.00    | 0.01%             | 2026-09-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                                | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    655000 | PA      | $645076.75    | 0.01%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $436772.50    | 0.01%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                         | ONEOK Partners LP                                                                | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29883.30     | 0.00%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HP INC                                                    | HP Inc                                                                           | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    425000 | PA      | $379342.25    | 0.01%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                       | Buckeye Partners LP                                                              | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    265000 | PA      | $243161.35    | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                     | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    255000 | PA      | $233034.30    | 0.00%             | 2027-07-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                       | Northern Trust Corp                                                              | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    775000 | PA      | $767149.25    | 0.02%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                                | CUSIP: 857477AT0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    479000 | PA      | $469563.70    | 0.01%             | 2025-08-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $577254.00    | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                                      | CUSIP: 59156RBM9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    410000 | PA      | $397495.00    | 0.01%             | 2025-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                             | Rite Aid Corp                                                                    | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $222972.00    | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| JAPAN INT'L COOP AGENCY                                   | Japan International Cooperation Agency                                           | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    980000 | PA      | $939526.00    | 0.02%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $188168.00    | 0.00%             | 2027-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                                     | Cikarang Listrindo Tbk PT                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    200000 | PA      | $189738.00    | 0.00%             | 2026-09-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1200000 | PA      | $1178652.00   | 0.02%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                               | Ameren Corp                                                                      | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    615000 | PA      | $553217.10    | 0.01%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 88579YBM2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    448000 | PA      | $430147.20    | 0.01%             | 2025-04-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VAY5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    455000 | PA      | $402620.40    | 0.01%             | 2026-09-16      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    256000 | PA      | $244323.84    | 0.00%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| UKRAINE RAIL (RAIL CAPL)                                  | Ukraine Railways Via Rail Capital Markets PLC                                    | CUSIP: 000000000<br>LEI: 213800IW9C7PR3HKI783 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $82000.00     | 0.00%             | 2026-07-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Pactiv LLC                                                | Pactiv LLC                                                                       | CUSIP: 880394AE1<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68798.10     | 0.00%             | 2027-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                  | First Quantum Minerals Ltd                                                       | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $581160.00    | 0.01%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR                                           | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $362116.00    | 0.01%             | 2026-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J8SW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306137 | PA      | $301414.26    | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    812000 | PA      | $763742.84    | 0.01%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464516.40    | 0.01%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 865622BN3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $254404.80    | 0.00%             | 2024-07-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 222213AU4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    125000 | PA      | $117896.25    | 0.00%             | 2025-02-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $535427.20    | 0.01%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                                     | Sharjah Sukuk Program Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $182326.00    | 0.00%             | 2027-06-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    457000 | PA      | $443651.03    | 0.01%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| SIXTH STREET SPECIALTY                                    | Sixth Street Specialty Lending Inc                                               | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17895.80     | 0.00%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $112677.00    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                               | Truist Bank                                                                      | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113578.60    | 0.00%             | 2025-11-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SP PowerAssets Ltd                                        | SP PowerAssets Ltd                                                               | CUSIP: 78462QAD1<br>LEI: 635400GIJMVHO4MDQI52 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $192580.00    | 0.00%             | 2025-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $385403.10    | 0.01%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BE0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $473046.00    | 0.01%             | 2025-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                  | Uruguay Government International Bond                                            | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    600000 | PA      | $607560.00    | 0.01%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                            | CVR Energy Inc                                                                   | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241355.00    | 0.00%             | 2025-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | Walmart Inc                                                                      | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    565000 | PA      | $506449.05    | 0.01%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                              | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    800000 | PA      | $722416.00    | 0.01%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                        | Viterra Finance BV                                                               | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    360000 | PA      | $317401.20    | 0.01%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $395194.50    | 0.01%             | 2027-06-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                    | Sixth Street Specialty Lending Inc                                               | CUSIP: 87265KAF9<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291552.00    | 0.01%             | 2024-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1165000 | PA      | $1102066.70   | 0.02%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520220.40    | 0.01%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SWIRE PACIFIC MTN FIN                                     | Swire Pacific MTN Financing Ltd                                                  | CUSIP: 000000000<br>LEI: 549300B8O4ENACYK5559 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194378.00    | 0.00%             | 2025-09-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOREA SOUTH-EAST POWER                                    | Korea South-East Power Co Ltd                                                    | CUSIP: 000000000<br>LEI: 988400L19KVH3DIO8255 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $178244.00    | 0.00%             | 2026-02-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                  | NCR Corp                                                                         | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219496.50    | 0.00%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                   | John Deere Capital Corp                                                          | CUSIP: 24422ETT6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    352000 | PA      | $342541.76    | 0.01%             | 2024-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1522767 | PA      | $1471862.22   | 0.03%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                  | Diversified Healthcare Trust                                                     | CUSIP: 81721MAK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    110000 | PA      | $95499.80     | 0.00%             | 2024-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA EVERBRIGHT BANK/HK                                  | China Everbright Bank Co Ltd/Hong Kong                                           | CUSIP: 000000000<br>LEI: 549300WVNR4RWTGIV379 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $189744.00    | 0.00%             | 2024-06-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NAC AVIATION 29 DAC                                       | NAC Aviation 29 DAC                                                              | CUSIP: 62877CAA1<br>LEI: 213800F6E89RCASJ7E83 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $307076.00    | 0.01%             | 2026-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                  | American Water Capital Corp                                                      | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47050.00     | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc                                       | NBM US Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399464.00    | 0.01%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOREAREHABNRESOURCE                                       | Korea Mine Rehabilitation & Mineral Resources Corp                               | CUSIP: 000000000<br>LEI: 988400H3GWWTNW7D1G09 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $536328.00    | 0.01%             | 2026-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                               | PNC Bank NA                                                                      | CUSIP: 20453KAA3<br>LEI: C90VT034M03BN29IRA40 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225648.40    | 0.00%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                  | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $187614.00    | 0.00%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    685000 | PA      | $687794.80    | 0.01%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KAL7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $510422.00    | 0.01%             | 2026-10-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62780000 | PA      | $57257321.88  | 1.12%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229476.00    | 0.00%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| YUEXIU REIT MTN CO                                        | Yuexiu REIT MTN Co Ltd                                                           | CUSIP: 000000000<br>LEI: 3003005M4VITX5HI1X77 | Long             | DBT              |  | VG        |    200000 | PA      | $175946.00    | 0.00%             | 2026-02-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD / LTEE                                      | Videotron Ltd                                                                    | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $269990.00    | 0.01%             | 2027-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EI SUKUK CO LTD                                           | EI Sukuk Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300IIDFP0RTSSG071 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $180158.00    | 0.00%             | 2026-11-02      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    926000 | PA      | $867189.74    | 0.02%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                 | Lear Corp                                                                        | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19066.60     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $849737.11    | 0.02%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                              | 7-Eleven Inc                                                                     | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1089316.82   | 0.02%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                    | Engie Energia Chile SA                                                           | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $195446.00    | 0.00%             | 2025-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                       | Rockwell Automation Inc                                                          | CUSIP: 773903AG4<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    102000 | PA      | $98528.94     | 0.00%             | 2025-03-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                     | Molson Coors Beverage Co                                                         | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    931000 | PA      | $879292.26    | 0.02%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PELABUHAN INDO PERSERO                                    | Pelabuhan Indonesia Persero PT                                                   | CUSIP: 000000000<br>LEI: 254900Y6SH3NRN1A8R64 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $198500.00    | 0.00%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1019679.15   | 0.02%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | PA      | $28915000.00  | 0.57%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    425000 | PA      | $369907.25    | 0.01%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |    490000 | PA      | $452853.10    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                          | Radian Group Inc                                                                 | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179612.80    | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                   | Penske Automotive Group Inc                                                      | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255779.10    | 0.01%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                     | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1422043.20   | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307RU86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    269072 | PA      | $255793.06    | 0.01%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                      | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    549000 | PA      | $504778.05    | 0.01%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                                  | Scientific Games International Inc                                               | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266645.60    | 0.01%             | 2025-07-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 45950KCT5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1578000 | PA      | $1444343.40   | 0.03%             | 2025-07-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $262458.00    | 0.01%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BF7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $69869.25     | 0.00%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                        | CommScope Technologies LLC                                                       | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    558000 | PA      | $528576.66    | 0.01%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                  | Hyundai Capital Services Inc                                                     | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $179028.00    | 0.00%             | 2027-01-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                             | JDE Peet's NV                                                                    | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $138496.50    | 0.00%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1458138.62   | 0.03%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1518400.32   | 0.03%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                               | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     30000 | PA      | $29206.50     | 0.00%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                     | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103406.10    | 0.00%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    825000 | PA      | $821394.75    | 0.02%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912810ES3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $527070.32    | 0.01%             | 2024-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                  | Corp Financiera de Desarrollo SA                                                 | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $194548.00    | 0.00%             | 2025-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185496.00    | 0.00%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| LOTTE PROPERTY & DEVELOP                                  | LOTTE Property & Development Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400OLPNHXNWSTMB93 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $196026.00    | 0.00%             | 2025-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAP                                   | TNB Global Ventures Capital Bhd                                                  | CUSIP: 000000000<br>LEI: 5493004U8XEGPFWIBZ14 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $186552.00    | 0.00%             | 2026-10-19      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBC0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    582000 | PA      | $567490.74    | 0.01%             | 2025-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HERBALIFE/HLF FINANCING                                   | Herbalife Nutrition Ltd / HLF Financing Inc                                      | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    260000 | PA      | $245133.20    | 0.00%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JC9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2052000 | PA      | $1958859.72   | 0.04%             | 2024-08-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 6325C0DZ1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    925000 | PA      | $869925.50    | 0.02%             | 2025-01-12      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514235.00    | 0.01%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA GAS CORP                                            | Korea Gas Corp                                                                   | CUSIP: 50066CAH2<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $573846.00    | 0.01%             | 2026-07-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                      | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    714000 | PA      | $706481.58    | 0.01%             | 2024-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                    | Nordic Investment Bank                                                           | CUSIP: 65562QBL8<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    995000 | PA      | $965418.65    | 0.02%             | 2024-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Aptim Corp                                                | Aptim Corp                                                                       | CUSIP: 12595DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $153120.85    | 0.00%             | 2025-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| VITAL ENERGY INC                                          | Vital Energy Inc                                                                 | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206838.85    | 0.00%             | 2025-01-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $359440.00    | 0.01%             | 2025-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 298785GS9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2034000 | PA      | $1941493.68   | 0.04%             | 2025-02-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1797204 | PA      | $1706853.53   | 0.03%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 2027A0HY8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     45000 | PA      | $42093.00     | 0.00%             | 2026-09-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd                                   | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    214375 | PA      | $212837.93    | 0.00%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2L0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    809000 | PA      | $767069.53    | 0.02%             | 2024-05-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                    | Lumen Technologies Inc                                                           | CUSIP: 156700AZ9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139166.65    | 0.00%             | 2025-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| HPHT FINANCE 21 II LTD                                    | HPHT Finance 21 II Ltd                                                           | CUSIP: 000000000<br>LEI: 254900SLH6EYTB8QK559 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $176780.00    | 0.00%             | 2026-09-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BJ STATE-OWNED AST HK CO                                  | Beijing State-Owned Assets Management Hong Kong Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    300000 | PA      | $291753.00    | 0.01%             | 2025-05-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                                   | Janus Henderson US Holdings Inc                                                  | CUSIP: 47102XAJ4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63589.12     | 0.00%             | 2025-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALSEA S.A.                                                | Alsea SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202906.00    | 0.00%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                                        | Diageo Capital PLC                                                               | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    770000 | PA      | $801377.50    | 0.02%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                              | CD 2016-CD2 Mortgage Trust                                                       | CUSIP: 12515ABD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    946335 | PA      | $898766.42    | 0.02%             | 2049-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QKJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12789908 | PA      | $11656754.84  | 0.23%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Cork & Seal Co Inc                                  | Crown Cork & Seal Co Inc                                                         | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172324.35    | 0.00%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| POSCO                                                     | POSCO                                                                            | CUSIP: 000000000<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $189612.00    | 0.00%             | 2025-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                           | IHS Holding Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $338512.00    | 0.01%             | 2026-11-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                         | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    875000 | PA      | $850517.50    | 0.02%             | 2025-10-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 65562QBP9<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    915000 | PA      | $832082.70    | 0.02%             | 2025-09-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                  | Corporate Office Properties LP                                                   | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    374000 | PA      | $338926.28    | 0.01%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140EULA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14651 | PA      | $14439.39     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                     | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    355000 | PA      | $335166.15    | 0.01%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $373931.25    | 0.01%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd                                                         | CUSIP: 91127KAC6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    630000 | PA      | $617658.30    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 500630DL9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $528036.00    | 0.01%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NAVIOS SA LOGIST/FIN US                                   | Navios South American Logistics Inc / Navios Logistics Finance US Inc            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $197960.00    | 0.00%             | 2025-07-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    374000 | PA      | $351780.66    | 0.01%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                    | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2M2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    280000 | PA      | $293815.20    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JB0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   4760000 | PA      | $4402000.40   | 0.09%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                      | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $456354.00    | 0.01%             | 2026-04-08      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769GQ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1915000 | PA      | $1825339.70   | 0.04%             | 2025-05-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                                                   | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    702000 | PA      | $668121.48    | 0.01%             | 2025-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                              | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    217000 | PA      | $205846.20    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    435000 | PA      | $389133.60    | 0.01%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204348.00    | 0.00%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    623000 | PA      | $615112.82    | 0.01%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $92376.98     | 0.00%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                   | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    400000 | PA      | $392612.00    | 0.01%             | 2025-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                        | Turkey Government International Bond                                             | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1200000 | PA      | $1144008.00   | 0.02%             | 2025-10-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WF6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30358 | PA      | $28829.50     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BN3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1542000 | PA      | $1475879.04   | 0.03%             | 2025-01-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    379000 | PA      | $354747.79    | 0.01%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                              | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128349.00    | 0.00%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co                                        | Graham Holdings Co                                                               | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177928.20    | 0.00%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                               | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521043.00    | 0.01%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                              | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12966.45     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    425000 | PA      | $395717.50    | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                   | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    395000 | PA      | $355673.80    | 0.01%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    540000 | PA      | $477511.20    | 0.01%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                            | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497915.00    | 0.01%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS FIN KY VI                                  | China Overseas Finance Cayman VI Ltd                                             | CUSIP: 000000000<br>LEI: 3003000GRJQBQQJ25K03 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200784.00    | 0.00%             | 2024-05-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                             | CUSIP: 741503AW6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    405000 | PA      | $396308.70    | 0.01%             | 2025-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                          | Triton Container International Ltd                                               | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    402000 | PA      | $374792.64    | 0.01%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                            | Bancolombia SA                                                                   | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    525000 | PA      | $498020.25    | 0.01%             | 2025-01-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                           | SiriusPoint Ltd                                                                  | CUSIP: 82968FAA2<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $60301.50     | 0.00%             | 2026-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $741757.50    | 0.01%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                       | Gray Television Inc                                                              | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $295356.75    | 0.01%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL SERVICES                                  | Hyundai Capital Services Inc                                                     | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $185076.00    | 0.00%             | 2025-04-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $390152.00    | 0.01%             | 2027-07-18      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                    | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    740000 | PA      | $703481.00    | 0.01%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 2SARL                                    | Albion Financing 2SARL                                                           | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |    195000 | PA      | $166093.20    | 0.00%             | 2027-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                    | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    380000 | PA      | $390586.80    | 0.01%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19230000 | PA      | $18294791.06  | 0.36%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing DAC                                  | C&W Senior Financing DAC                                                         | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    515000 | PA      | $492551.15    | 0.01%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                              | CUSIP: 302635AE7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76980.80     | 0.00%             | 2025-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SENAAT SUKUK LIMITED                                      | Senaat Sukuk Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493005QT1H61U928I30 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198114.00    | 0.00%             | 2025-12-05      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                    | Protective Life Global Funding                                                   | CUSIP: 74368CBH6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    355000 | PA      | $312762.10    | 0.01%             | 2026-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                        | Sonoco Products Co                                                               | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    476000 | PA      | $446997.32    | 0.01%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                      | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $327084.00    | 0.01%             | 2026-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AHLI UNITED SUKUK LTD                                     | Ahli United Sukuk Ltd                                                            | CUSIP: 000000000<br>LEI: 635400FGR2AAOFC9FX86 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $184748.00    | 0.00%             | 2026-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                    | Discover Financial Services                                                      | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    375000 | PA      | $364200.00    | 0.01%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                   | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688AAE2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    295000 | PA      | $287129.40    | 0.01%             | 2025-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    635000 | PA      | $595185.50    | 0.01%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                              | New Gold Inc                                                                     | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    174000 | PA      | $162455.10    | 0.00%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAC0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $598500.00    | 0.01%             | 2024-09-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| SMC GLOBAL POWER HLDGS                                    | SMC Global Power Holdings Corp                                                   | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |    400000 | PA      | $373576.00    | 0.01%             | 2024-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                             | Allstate Corp/The                                                                | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $368733.50    | 0.01%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp                                                             | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    992000 | PA      | $958162.88    | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                       | CUSIP: 842434CP5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62704.20     | 0.00%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                     | ICBCIL Finance Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $182002.00    | 0.00%             | 2026-11-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COASTAL EMERALD LTD                                       | Coastal Emerald Ltd                                                              | CUSIP: 000000000<br>LEI: 213800VJW5J633T5WS61 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $579102.00    | 0.01%             | 2024-08-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                             | CUSIP: 378272AL2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22430.29     | 0.00%             | 2025-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/SG                                    | Industrial & Commercial Bank of China Ltd/Singapore                              | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    600000 | PA      | $549450.00    | 0.01%             | 2025-09-09      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1477128.80   | 0.03%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                  | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180115.25    | 0.00%             | 2027-08-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                  | First-Citizens Bank & Trust Co                                                   | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263378.50    | 0.01%             | 2025-09-27      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                        | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $185564.25    | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                  | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    380000 | PA      | $329342.20    | 0.01%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    371000 | PA      | $342154.75    | 0.01%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $179902.80    | 0.00%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                               | PNC Bank NA                                                                      | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24314.75     | 0.00%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                 | Avnet Inc                                                                        | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    247000 | PA      | $241822.88    | 0.00%             | 2026-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 718286BN6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $206148.00    | 0.00%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                             | Methanex Corp                                                                    | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $286776.00    | 0.01%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $377311.20    | 0.01%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EWB1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261970.50    | 0.01%             | 2025-03-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 88579YAR2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    112000 | PA      | $108183.04    | 0.00%             | 2025-08-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RONGSHI INTERNATIONAL FI                                  | Rongshi International Finance Ltd                                                | CUSIP: 000000000<br>LEI: 5493002NOQBAWLD8YZ55 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $196046.00    | 0.00%             | 2024-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EH6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1187000 | PA      | $1133561.26   | 0.02%             | 2024-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                     | American Airlines Inc                                                            | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1180500.80   | 0.02%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $535980.50    | 0.01%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                      | Woodside Finance Ltd                                                             | CUSIP: 980236AM5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    605000 | PA      | $586729.00    | 0.01%             | 2025-03-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SUNRISE CAYMAN LTD                                        | Sunrise Cayman Ltd                                                               | CUSIP: 000000000<br>LEI: 5493007X62IE6E7UIO72 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196884.00    | 0.00%             | 2024-03-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $442931.10    | 0.01%             | 2025-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     77000 | PA      | $72712.64     | 0.00%             | 2026-04-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                  | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    477000 | PA      | $463815.72    | 0.01%             | 2025-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HUATONG INTNL INV HLDNS                                   | Huatong International Investment Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 300300JXVIQ5GRSI8Y88 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $381300.00    | 0.01%             | 2024-03-04      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                  | Constellation Brands Inc                                                         | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246310.00    | 0.00%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    538000 | PA      | $505407.96    | 0.01%             | 2024-10-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | Walmart Inc                                                                      | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219980.20    | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    814000 | PA      | $727960.20    | 0.01%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SINOCHEM OFFSHORE CAPITA                                  | Sinochem Offshore Capital Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3003004LKKZ33WMP2P47 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $187432.00    | 0.00%             | 2024-11-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    640000 | PA      | $579142.40    | 0.01%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                           | Brookfield Corp                                                                  | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98771.00     | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $299568.00    | 0.01%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                  | Flex Ltd                                                                         | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    130000 | PA      | $134797.00    | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    625000 | PA      | $599881.25    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                  | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    430000 | PA      | $354483.40    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    405000 | PA      | $388516.50    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                             | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4763.90      | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                   | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    636000 | PA      | $619648.44    | 0.01%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                          | FXI Holdings Inc                                                                 | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    330000 | PA      | $298732.50    | 0.01%             | 2026-11-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234AT5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    692000 | PA      | $628259.88    | 0.01%             | 2026-04-14      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                               | CUSIP: 907818ED6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    313000 | PA      | $304423.80    | 0.01%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                                            | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4813.85      | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460000 | PA      | $426271.10    | 0.01%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA/France                                                          | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    475000 | PA      | $394297.50    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                           | TC PipeLines LP                                                                  | CUSIP: 87233QAB4<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    287000 | PA      | $282959.04    | 0.01%             | 2025-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMIPEACE LTD                                              | Amipeace Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300Z8IOSIIKWF5763 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $181162.00    | 0.00%             | 2026-11-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    724000 | PA      | $648834.32    | 0.01%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL                                   | MoneyGram International Inc                                                      | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173007.30    | 0.00%             | 2026-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                   | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $194135.00    | 0.00%             | 2026-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1180000 | PA      | $1162618.60   | 0.02%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                          | CUSIP: 36143L2C8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138660.00    | 0.00%             | 2024-09-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP                                   | Valley National Bancorp                                                          | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206425.00    | 0.00%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                    | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    435000 | PA      | $401257.05    | 0.01%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                     | Bank of East Asia Ltd/The                                                        | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |    750000 | PA      | $710775.00    | 0.01%             | 2030-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    555000 | PA      | $554322.90    | 0.01%             | 2024-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851DZ4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    675000 | PA      | $638563.50    | 0.01%             | 2025-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1157899.05   | 0.02%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                  | Graphic Packaging International LLC                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125079.50    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1405262.50   | 0.03%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                    | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554812.50    | 0.01%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2055000 | PA      | $1852397.55   | 0.04%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: —       |
| CANTOR FITZGERALD LP                                      | Cantor Fitzgerald LP                                                             | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    232000 | PA      | $218265.60    | 0.00%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                  | Turning Point Brands Inc                                                         | CUSIP: 90041LAF2<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100244.10    | 0.00%             | 2026-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                     | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $992482.60    | 0.02%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                                  | MTN Mauritius Investments Ltd                                                    | CUSIP: 000000000<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $203224.00    | 0.00%             | 2026-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                   | Shinhan Financial Group Co Ltd                                                   | CUSIP: 82460N2A7<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $179958.00    | 0.00%             | 2026-01-10      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |    165000 | PA      | $154766.70    | 0.00%             | 2024-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                   | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1846983.60   | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14912L6C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    565000 | PA      | $555106.85    | 0.01%             | 2024-06-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                               | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9537.70      | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    370000 | PA      | $351507.40    | 0.01%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONGC VIDESH VANKORNEFT                                    | ONGC Videsh Vankorneft Pte Ltd                                                   | CUSIP: 000000000<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $566580.00    | 0.01%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                                     | Grupo Bimbo SAB de CV                                                            | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $394308.00    | 0.01%             | 2024-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAE6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1634000 | PA      | $1524505.66   | 0.03%             | 2024-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    400000 | PA      | $160340.00    | 0.00%             | 2026-01-18      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                             | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    453000 | PA      | $451328.43    | 0.01%             | 2024-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1285000 | PA      | $1224849.15   | 0.02%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    925000 | PA      | $839224.75    | 0.02%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| OMAN SOVEREIGN SUKUK                                      | Oman Sovereign Sukuk Co                                                          | CUSIP: 000000000<br>LEI: 549300KM6RUZQLK8LU36 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $411416.00    | 0.01%             | 2025-10-31      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                   | Guardian Life Global Funding                                                     | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    725000 | PA      | $755015.00    | 0.01%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43597.00     | 0.00%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    345000 | PA      | $339821.55    | 0.01%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138X0Z35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382521 | PA      | $363424.62    | 0.01%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |    200000 | PA      | $194668.00    | 0.00%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                             | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    718000 | PA      | $712823.22    | 0.01%             | 2024-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                  | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168082.25    | 0.00%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                   | Public Service Electric and Gas Co                                               | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4831.40      | 0.00%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                            | Transocean Inc                                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    270000 | PA      | $247657.50    | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                           | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    336000 | PA      | $318047.52    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                         | Toyota Motor Corp                                                                | CUSIP: 892331AF6<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    216000 | PA      | $209193.84    | 0.00%             | 2024-07-02      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                               | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    772000 | PA      | $715119.04    | 0.01%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                             | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    860000 | PA      | $845388.60    | 0.02%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                   | Reliance Industries Ltd                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    550000 | PA      | $538202.50    | 0.01%             | 2025-01-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                   | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    344000 | PA      | $307467.20    | 0.01%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $85381.52     | 0.00%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                   | Corebridge Global Funding                                                        | CUSIP: 00138CAN8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    490000 | PA      | $442205.40    | 0.01%             | 2025-09-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HONG KONG SUKUK 2017 LTD                                  | Hong Kong Sukuk 2017 Ltd                                                         | CUSIP: 000000000<br>LEI: 9845004EH88ADEFC6867 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $193460.00    | 0.00%             | 2027-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                   | Empire Communities Corp                                                          | CUSIP: 29163VAC7<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $185525.00    | 0.00%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SINOCHEM OFFSHORE CAPITA                                  | Sinochem Offshore Capital Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3003004LKKZ33WMP2P47 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $359564.00    | 0.01%             | 2026-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                          | Berry Global Inc                                                                 | CUSIP: 08576PAA9<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121378.75    | 0.00%             | 2026-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TERVITA CORP                                              | Tervita Corp                                                                     | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    125000 | PA      | $135317.50    | 0.00%             | 2025-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| USIMINAS INTERNATIONAL                                    | Usiminas International Sarl                                                      | CUSIP: 000000000<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $393328.00    | 0.01%             | 2026-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVI FUNDING CO LTD                                        | Avi Funding Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300NT8YUG1K5KO238 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194278.00    | 0.00%             | 2025-09-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                  | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    615000 | PA      | $564440.85    | 0.01%             | 2025-07-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                | Carvana Co                                                                       | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    210000 | PA      | $105056.70    | 0.00%             | 2025-10-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                         | Canada Government International Bond                                             | CUSIP: 135087N75<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    255000 | PA      | $248002.80    | 0.00%             | 2025-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                  | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    450000 | PA      | $413325.00    | 0.01%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                            | TD SYNNEX Corp                                                                   | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    315000 | PA      | $274594.95    | 0.01%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    925000 | PA      | $946534.00    | 0.02%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                  | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $358544.00    | 0.01%             | 2025-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                               | GPD Cos Inc                                                                      | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $192753.95    | 0.00%             | 2026-04-01      | Fixed         | 10.13%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GDD9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    257000 | PA      | $253335.18    | 0.00%             | 2024-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LGU4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $604428.00    | 0.01%             | 2024-12-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                        | Raytheon Technologies Corp                                                       | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159975.10    | 0.00%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5317804.71   | 0.10%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                  | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAK3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    550000 | PA      | $515487.50    | 0.01%             | 2024-11-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J8GY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403633 | PA      | $383341.11    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    295000 | PA      | $263494.00    | 0.01%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                    | DBS Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $381140.00    | 0.01%             | 2025-02-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $956298.50    | 0.02%             | 2028-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    605000 | PA      | $599936.15    | 0.01%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO                                  | Korea East-West Power Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $185948.00    | 0.00%             | 2025-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL BANK PSQC/THE                                  | Commercial Bank PSQC/The                                                         | CUSIP: 000000000<br>LEI: 2138004FUUD4I7X8H721 | Long             | DBT              | CORP              | QA        |    400000 | PA      | $370212.00    | 0.01%             | 2026-03-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                        | Kohl's Corp                                                                      | CUSIP: 500255AU8<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148714.75    | 0.00%             | 2025-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMMER (BC) BIDC                                          | Summer BC Bidco B LLC                                                            | CUSIP: 865632AA1<br>LEI: 213800CCW2O2WZ7YV169 | Long             | DBT              | CORP              | US        |    185000 | PA      | $154524.95    | 0.00%             | 2026-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $704112.80    | 0.01%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                        | Essex Portfolio LP                                                               | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     85000 | PA      | $80970.15     | 0.00%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                     | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    400000 | PA      | $138160.00    | 0.00%             | 2024-03-14      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    787000 | PA      | $802244.19    | 0.02%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                       | Nestle Holdings Inc                                                              | CUSIP: 641062AE4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    525000 | PA      | $514914.75    | 0.01%             | 2025-09-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $581316.00    | 0.01%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                  | Patterson-UTI Energy Inc                                                         | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |       306 | NS      | $5140.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $228669.60    | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS                                  | Ritchie Bros Auctioneers Inc                                                     | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $203478.90    | 0.00%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                                      | Weatherford International Ltd                                                    | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     79000 | PA      | $81396.07     | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                             | Marubeni Corp                                                                    | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $632394.00    | 0.01%             | 2025-09-18      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                             | CUSIP: 94106LBA6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    405000 | PA      | $392991.75    | 0.01%             | 2025-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                      | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101180.00    | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                  | NextEra Energy Operating Partners LP                                             | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200364.95    | 0.00%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967HV6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    431000 | PA      | $427991.62    | 0.01%             | 2024-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1200131.40   | 0.02%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $982202.91    | 0.02%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J6C21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    912449 | PA      | $866897.27    | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    711000 | PA      | $686250.09    | 0.01%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                                             | NongHyup Bank                                                                    | CUSIP: 65540KAD7<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $364512.00    | 0.01%             | 2025-07-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 57629WCE8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340221.00    | 0.01%             | 2024-06-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1115202.52   | 0.02%             | 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        |    640000 | PA      | $691193.60    | 0.01%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                   | QBE Insurance Group Ltd                                                          | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $197104.00    | 0.00%             | 2025-05-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                  | Kia Corp                                                                         | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $187998.00    | 0.00%             | 2025-02-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                              | SK Hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $352508.00    | 0.01%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    925000 | PA      | $881201.25    | 0.02%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1027000 | PA      | $961569.83    | 0.02%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                              | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    287000 | PA      | $264964.14    | 0.01%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1223998.30   | 0.02%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                   | Sensata Technologies BV                                                          | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    160000 | PA      | $160536.00    | 0.00%             | 2024-11-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                             | AIA Group Ltd                                                                    | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    775000 | PA      | $806511.50    | 0.02%             | 2027-10-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ISDB TRUST NO 2                                           | Isdb Trust Services NO 2 SARL                                                    | CUSIP: 000000000<br>LEI: 222100S88XMYHA1E3547 | Long             | DBT              | CORP              | LU        |   1275000 | PA      | $1160607.00   | 0.02%             | 2026-03-31      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                        | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $353956.00    | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                  | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $271532.80    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    234000 | PA      | $219040.38    | 0.00%             | 2026-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21620000 | PA      | $19610015.63  | 0.38%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CENTRAIS ELETRICAS BRASI                                  | Centrais Eletricas Brasileiras SA                                                | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |    300000 | PA      | $285942.00    | 0.01%             | 2025-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39766.00     | 0.00%             | 2026-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                                   | Gates Global LLC / Gates Corp                                                    | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $241359.30    | 0.00%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXELA INTERMED/EXELA FIN                                  | Exela Intermediate LLC / Exela Finance Inc                                       | CUSIP: 30162RAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $33957.09     | 0.00%             | 2026-07-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 191216CL2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    840000 | PA      | $808852.80    | 0.02%             | 2024-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1438452.40   | 0.03%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 748149AH4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1240000 | PA      | $1206507.60   | 0.02%             | 2024-10-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $433743.20    | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    860000 | PA      | $825995.60    | 0.02%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                              | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129762.60    | 0.00%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $999800.00    | 0.02%             | 2026-01-26      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    484000 | PA      | $452375.44    | 0.01%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                  | Viper Energy Partners LP                                                         | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164592.30    | 0.00%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 87020PAQ0<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    640000 | PA      | $617792.00    | 0.01%             | 2025-04-04      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271836.00    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | PA      | $31318750.08  | 0.61%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $810843.00    | 0.02%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 46625HJX9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    865000 | PA      | $856341.35    | 0.02%             | 2024-05-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                     | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    275000 | PA      | $282480.00    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EASTERN CREATION II INVE                                  | Eastern Creation II Investment Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 549300POZZMBXFYP2H73 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $187828.00    | 0.00%             | 2024-10-20      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                           | Gen Digital Inc                                                                  | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    465000 | PA      | $455941.80    | 0.01%             | 2025-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140E4BH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14903 | PA      | $14405.11     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    396000 | PA      | $387125.64    | 0.01%             | 2024-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                     | Reynolds American Inc                                                            | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1286916.93   | 0.03%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                    | CUSIP: 46641BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2830537 | PA      | $2801177.85   | 0.05%             | 2046-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CRCC CHENGAN LTD                                          | CRCC Chengan Ltd                                                                 | CUSIP: 000000000<br>LEI: 300300GGOHRAO50ADY40 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $393184.00    | 0.01%             | 2024-06-27      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                     | Republic Services Inc                                                            | CUSIP: 760759AQ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    272000 | PA      | $263317.76    | 0.01%             | 2025-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ER6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367887 | PA      | $355705.96    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    255000 | PA      | $244341.00    | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                                  | China Hongqiao Group Ltd                                                         | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $392300.00    | 0.01%             | 2024-06-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                  | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    600000 | PA      | $578094.00    | 0.01%             | 2026-04-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                   | Sammons Financial Group Inc                                                      | CUSIP: 79588TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47273.00     | 0.00%             | 2027-05-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                      | Abu Dhabi Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1200000 | PA      | $1155924.00   | 0.02%             | 2025-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    507000 | PA      | $461836.44    | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                         | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    200000 | PA      | $13002.00     | 0.00%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    634000 | PA      | $567404.64    | 0.01%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 50048MCS7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1025000 | PA      | $989145.50    | 0.02%             | 2024-06-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                             | TransDigm Inc                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1849315.50   | 0.04%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                  | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    320000 | PA      | $281699.20    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                     | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $444783.20    | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                         | Newell Brands Inc                                                                | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    830000 | PA      | $788425.30    | 0.02%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                               | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224692.80    | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J8ST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497345 | PA      | $485397.91    | 0.01%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                  | Florida Power & Light Co                                                         | CUSIP: 341081FK8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107956.20    | 0.00%             | 2024-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMXX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104338 | PA      | $104125.71    | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                         | Vornado Realty LP                                                                | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200797.80    | 0.00%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                            | AutoNation Inc                                                                   | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $92466.86     | 0.00%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $645918.00    | 0.01%             | 2025-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                  | California Resources Corp                                                        | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272501.60    | 0.01%             | 2026-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| BANC CREDITO INVERSIONES                                  | Banco de Credito e Inversiones SA                                                | CUSIP: 05890PZA7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $187190.00    | 0.00%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Jordan                                         | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    600000 | PA      | $598830.00    | 0.01%             | 2026-01-29      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                         | USAA Capital Corp                                                                | CUSIP: 90327QD89<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    875000 | PA      | $851585.00    | 0.02%             | 2025-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1327238.00   | 0.03%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                  | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $437080.00    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                      | Woodside Finance Ltd                                                             | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    395000 | PA      | $377327.70    | 0.01%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                   | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $186027.25    | 0.00%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIB SUKUK LTD                                             | DIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300U3ZMUHC2JQLL56 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $206550.00    | 0.00%             | 2027-11-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                              | Kookmin Bank                                                                     | CUSIP: 50050HAQ9<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $188676.00    | 0.00%             | 2025-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                | Xilinx Inc                                                                       | CUSIP: 983919AJ0<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    541000 | PA      | $528621.92    | 0.01%             | 2024-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JAZ7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66431.82     | 0.00%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                               | Textron Inc                                                                      | CUSIP: 883203BU4<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    268000 | PA      | $266089.16    | 0.01%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133GGHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1464348 | PA      | $1334578.55   | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                              | JELD-WEN Inc                                                                     | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105634.10    | 0.00%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    861000 | PA      | $835359.42    | 0.02%             | 2025-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                            | Transocean Inc                                                                   | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    295000 | PA      | $308033.10    | 0.01%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAK4<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    975000 | PA      | $865731.75    | 0.02%             | 2026-09-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140H2YR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25163 | PA      | $24558.55     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEWORK COS LLC/WW CO-OBL                                  | WeWork Cos LLC / WW Co-Obligor Inc                                               | CUSIP: 96209BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $99179.40     | 0.00%             | 2025-07-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BK/HK                                   | China Development Bank/Hong Kong                                                 | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $188012.00    | 0.00%             | 2024-09-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| FAR EAST HORIZON LTD                                      | Far East Horizon Ltd                                                             | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $183722.00    | 0.00%             | 2025-02-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 830505AX1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    455000 | PA      | $443356.55    | 0.01%             | 2025-06-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    442000 | PA      | $394157.92    | 0.01%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    390000 | PA      | $351651.30    | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    210000 | PA      | $188909.70    | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                          | IRB Holding Corp                                                                 | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |    345000 | PA      | $346124.70    | 0.01%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OIL & GAS HOLDING                                         | Oil and Gas Holding Co BSCC/The                                                  | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    415000 | PA      | $424690.25    | 0.01%             | 2024-11-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                     | Intercorp Financial Services Inc                                                 | CUSIP: 000000000<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $181604.00    | 0.00%             | 2027-10-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Black Hills Corp                                          | Black Hills Corp                                                                 | CUSIP: 092113AL3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14565.00     | 0.00%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                      | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $263877.00    | 0.01%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                   | United Rentals North America Inc                                                 | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    335000 | PA      | $318109.30    | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                      | CUSIP: 61763XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478065 | PA      | $470564.82    | 0.01%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                                 | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    403000 | PA      | $386996.87    | 0.01%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1020000.00   | 0.02%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                         | Chord Energy Corp                                                                | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182232.40    | 0.00%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                                  | Owl Rock Technology Finance Corp                                                 | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $288974.00    | 0.01%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1032720.15   | 0.02%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $390176.00    | 0.01%             | 2027-03-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    636000 | PA      | $575847.12    | 0.01%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                                  | Industrial Bank of Korea                                                         | CUSIP: 45604HAK3<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $187182.00    | 0.00%             | 2024-09-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SP POWERASSETS LTD                                        | SP PowerAssets Ltd                                                               | CUSIP: 78462QAE9<br>LEI: 635400GIJMVHO4MDQI52 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $189610.00    | 0.00%             | 2027-09-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Asian Development Bank                                    | Asian Development Bank                                                           | CUSIP: 045167CW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    371000 | PA      | $355098.94    | 0.01%             | 2025-01-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JR6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2321000 | PA      | $2187681.76   | 0.04%             | 2025-01-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOM HOLD                                   | Morgan Stanley Domestic Holdings Inc                                             | CUSIP: 269246BQ6<br>LEI: 549300LYE2HSVYJFJD24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24263.50     | 0.00%             | 2027-08-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                    | CenterPoint Energy Inc                                                           | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    285000 | PA      | $257580.15    | 0.01%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    520000 | PA      | $526983.60    | 0.01%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    537955 | PA      | $518327.56    | 0.01%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                            | Public Storage                                                                   | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    600000 | PA      | $542796.00    | 0.01%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA HUADIAN OVERSEAS                                    | China Huadian Overseas Development Management Co Ltd                             | CUSIP: 000000000<br>LEI: 254900JOAO2OHK0MFD45 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $196644.00    | 0.00%             | 2024-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                     | Prospect Capital Corp                                                            | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43769.00     | 0.00%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                        | Viking Cruises Ltd                                                               | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    280000 | PA      | $297049.20    | 0.01%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154BT5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    900000 | PA      | $869904.00    | 0.02%             | 2025-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VAV1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $180766.00    | 0.00%             | 2026-03-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                  | United Wholesale Mortgage LLC                                                    | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    360000 | PA      | $337579.20    | 0.01%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    535000 | PA      | $525653.55    | 0.01%             | 2024-07-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    809000 | PA      | $795368.35    | 0.02%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                      | Boston Properties LP                                                             | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337680.00    | 0.01%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                               | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1487891.50   | 0.03%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                  | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 000000000<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $535038.00    | 0.01%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT / FINCO                                    | Caesars Resort Collection LLC / CRC Finco Inc                                    | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $440264.00    | 0.01%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $274587.60    | 0.01%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                        | Essex Portfolio LP                                                               | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    160000 | PA      | $155619.20    | 0.00%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR                                  | Cogent Communications Group Inc                                                  | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    245000 | PA      | $227014.55    | 0.00%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $850383.00    | 0.02%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004540.00   | 0.02%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |   1000000 | PA      | $919280.00    | 0.02%             | 2025-06-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    990000 | PA      | $907820.10    | 0.02%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| KING POWER CAPITAL LTD                                    | King Power Capital Ltd                                                           | CUSIP: 000000000<br>LEI: 2549002FHBAIITU39C41 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201704.00    | 0.00%             | 2024-11-03      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2076478 | PA      | $1892461.04   | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644377.50    | 0.01%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                     | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $394090.70    | 0.01%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    505000 | PA      | $461832.60    | 0.01%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CENTRAL PLAZA DEV LTD                                     | Central Plaza Development Ltd                                                    | CUSIP: 000000000<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $166868.00    | 0.00%             | 2024-11-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EI SUKUK CO LTD                                           | EI Sukuk Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300IIDFP0RTSSG071 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $185952.00    | 0.00%             | 2025-09-23      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851CB8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131124.15    | 0.00%             | 2025-08-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONGKONG ELECTRIC FIN                                     | Hongkong Electric Finance Ltd                                                    | CUSIP: 000000000<br>LEI: 254900ZFMQ2KI2067818 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $566226.00    | 0.01%             | 2026-05-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    797000 | PA      | $743322.05    | 0.01%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2305160.13   | 0.05%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BELARUS                                       | Republic of Belarus International Bond                                           | CUSIP: 000000000<br>LEI: 635400CVCOWYLHF4ZB08 | Long             | DBT              | NUSS              | BY        |    200000 | PA      | $84500.00     | 0.00%             | 2026-02-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J7XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502268 | PA      | $485541.55    | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                           | Network i2i Ltd                                                                  | CUSIP: V6703DAA2<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    400000 | PA      | $386168.00    | 0.01%             | 2025-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                                  | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $57947.55     | 0.00%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                  | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $189156.00    | 0.00%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                  | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    905000 | PA      | $865496.75    | 0.02%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                       | Georgia-Pacific LLC                                                              | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146006.40    | 0.00%             | 2027-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    930000 | PA      | $941922.60    | 0.02%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9680078.10   | 0.19%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                      | Tanger Properties LP                                                             | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     25000 | PA      | $23420.50     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008550.00   | 0.02%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   2000000 | PA      | $1810840.00   | 0.04%             | 2025-10-21      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1371078.18   | 0.03%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                  | Met Tower Global Funding                                                         | CUSIP: 58989V2E3<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    880000 | PA      | $857296.00    | 0.02%             | 2025-06-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323AFF6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    922000 | PA      | $869713.38    | 0.02%             | 2026-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 29874QEG5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1887000 | PA      | $1735077.63   | 0.03%             | 2025-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                  | Tyco Electronics Group SA                                                        | CUSIP: 902133AT4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $73584.00     | 0.00%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACT9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1288000 | PA      | $1264043.20   | 0.02%             | 2024-05-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 641062AR5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359176.00    | 0.01%             | 2026-01-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                    | Franklin Resources Inc                                                           | CUSIP: 354613AK7<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     86000 | PA      | $82713.94     | 0.00%             | 2025-03-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110804 | PA      | $110478.09    | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 500630CW6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $246265.00    | 0.00%             | 2024-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                            | Phillips 66 Co                                                                   | CUSIP: 718547AE2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118991.25    | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                  | iHeartCommunications Inc                                                         | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    340000 | PA      | $326012.40    | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARABIAN CENTRES SUKUK                                     | Arabian Centres Sukuk Ltd                                                        | CUSIP: 000000000<br>LEI: 5493003T55GS691ILI42 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196024.00    | 0.00%             | 2024-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1729046.13   | 0.03%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1082000 | PA      | $976656.48    | 0.02%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN                                  | Solaris Midstream Holdings LLC                                                   | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180090.00    | 0.00%             | 2026-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GEORGIA                                       | Georgia Government International Bond                                            | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |    300000 | PA      | $276561.00    | 0.01%             | 2026-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                  | Tyco Electronics Group SA                                                        | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    105000 | PA      | $98882.70     | 0.00%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                    | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72069.75     | 0.00%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                  | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556KAB2<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $193636.00    | 0.00%             | 2025-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Asian Development Bank                                    | Asian Development Bank                                                           | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     60000 | PA      | $64911.00     | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                     | HUB International Ltd                                                            | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    740000 | PA      | $736115.00    | 0.01%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                    | Brookfield Finance Inc                                                           | CUSIP: 11271RAA7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    717000 | PA      | $708216.75    | 0.01%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 57629WCG3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483875.00    | 0.01%             | 2025-01-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                | VMware Inc                                                                       | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123958.75    | 0.00%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGX7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    430000 | PA      | $415848.70    | 0.01%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GULF INTERNATIONAL BANK                                   | Gulf International Bank BSC                                                      | CUSIP: 000000000<br>LEI: 558600JW2XPMLG97TV14 | Long             | DBT              | CORP              | BH        |    200000 | PA      | $185194.00    | 0.00%             | 2025-09-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    885000 | PA      | $860202.30    | 0.02%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                          | Cinemark USA Inc                                                                 | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152784.10    | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                  | Pioneer Natural Resources Co                                                     | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271530.00    | 0.01%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    695000 | PA      | $707232.00    | 0.01%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    717000 | PA      | $718290.60    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                               | Phillips 66                                                                      | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    285000 | PA      | $259179.00    | 0.01%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FXI Holdings Inc                                          | FXI Holdings Inc                                                                 | CUSIP: 36120RAA7<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    217000 | PA      | $195601.63    | 0.00%             | 2024-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $360916.00    | 0.01%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815528.00    | 0.02%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    740000 | PA      | $722950.40    | 0.01%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 641062AV6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    385000 | PA      | $342226.50    | 0.01%             | 2027-01-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48800000 | PA      | $45763343.87  | 0.90%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 292480AK6<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99671.34     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                  | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $351525.00    | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                      | Ooredoo International Finance Ltd                                                | CUSIP: 74733LAE2<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $403288.00    | 0.01%             | 2025-10-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                       | Avery Dennison Corp                                                              | CUSIP: 053611AL3<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47117.50     | 0.00%             | 2024-08-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                      | Airport Authority                                                                | CUSIP: 00946AAC8<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    600000 | PA      | $547122.00    | 0.01%             | 2027-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                | Pfizer Inc                                                                       | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    696000 | PA      | $643027.44    | 0.01%             | 2025-05-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                  | Hess Midstream Operations LP                                                     | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $364342.08    | 0.01%             | 2026-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ABQ FINANCE                                               | ABQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300EKNBMBS9DNYE37 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $367988.00    | 0.01%             | 2025-09-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UU7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $438925.50    | 0.01%             | 2024-04-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1376015.31   | 0.03%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69915.20     | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel Generacion Chile SA                                  | Enel Generacion Chile SA                                                         | CUSIP: 29246RAA1<br>LEI: 549300PVHXUFEIE6LY50 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $246965.00    | 0.00%             | 2024-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                           | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    352000 | PA      | $321207.04    | 0.01%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| AUTOZONE INC                                              | AutoZone Inc                                                                     | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    520000 | PA      | $508196.00    | 0.01%             | 2025-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                    | Federal Home Loan Banks                                                          | CUSIP: 3133834G3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $297006.00    | 0.01%             | 2023-06-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AUB SUKUK LTD                                             | AUB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300FXQ5JG3SV47Q86 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $184066.00    | 0.00%             | 2026-09-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                   | Southern Co Gas Capital Corp                                                     | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    345000 | PA      | $328905.75    | 0.01%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9696875.00   | 0.19%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                                      | Sinopec Group Overseas Development 2018 Ltd                                      | CUSIP: 000000000<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $731440.00    | 0.01%             | 2026-01-08      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154BY4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $192660.00    | 0.00%             | 2025-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 02665WBP5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144015.90    | 0.00%             | 2024-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                                       | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    107000 | PA      | $101167.43    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                  | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    690000 | PA      | $668616.90    | 0.01%             | 2024-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                         | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1332500.12   | 0.03%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                       | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231168.00    | 0.00%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1215482.40   | 0.02%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                                                | Akumin Inc                                                                       | CUSIP: 01021FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $155008.00    | 0.00%             | 2025-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                      | Cantor Fitzgerald LP                                                             | CUSIP: 138616AE7<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    492000 | PA      | $485456.40    | 0.01%             | 2024-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                 | Qorvo Inc                                                                        | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    339000 | PA      | $316880.25    | 0.01%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                      | Kallpa Generacion SA                                                             | CUSIP: 000000000<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $187822.00    | 0.00%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q8BV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332820 | PA      | $321736.76    | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307NQG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     17102 | PA      | $16545.62     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                      | Presidio Holdings Inc                                                            | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $209621.25    | 0.00%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                    | Protective Life Global Funding                                                   | CUSIP: 74368CBL7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335419.00    | 0.01%             | 2025-03-28      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                  | Live Nation Entertainment Inc                                                    | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135867.20    | 0.00%             | 2026-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XDWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819580 | PA      | $728670.48    | 0.01%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                       | Ashtead Capital Inc                                                              | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95842.00     | 0.00%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                          | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38214.00     | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2143386 | PA      | $1953439.84   | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                               | Bacardi Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    402000 | PA      | $391893.72    | 0.01%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1053368 | PA      | $960019.12    | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                  | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    325000 | PA      | $304983.25    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    869000 | PA      | $850707.55    | 0.02%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $92299.00     | 0.00%             | 2027-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $533765.10    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions Inc                                                           | CUSIP: 620076BF5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58346.87     | 0.00%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                              | CUSIP: 494368BR3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30979.20     | 0.00%             | 2025-08-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                     | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAJ0<br>LEI: 54930043BMDE130FJ617 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131215.00    | 0.00%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                      | IHO Verwaltungs GmbH                                                             | CUSIP: 80627DAC0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    220000 | PA      | $201449.60    | 0.00%             | 2026-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    310000 | PA      | $279589.00    | 0.01%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                    | Brazilian Government International Bond                                          | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    800000 | PA      | $761824.00    | 0.01%             | 2025-06-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    567000 | PA      | $544677.21    | 0.01%             | 2024-11-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                   | Studio City Finance Ltd                                                          | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    235000 | PA      | $221783.60    | 0.00%             | 2025-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $653098.45    | 0.01%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                    | Trane Technologies Luxembourg Finance SA                                         | CUSIP: 456873AE8<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |     35000 | PA      | $33636.75     | 0.00%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                              | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142814.00    | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                      | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1023530.36   | 0.02%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                            | CUSIP: 904764BN6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    390000 | PA      | $367263.00    | 0.01%             | 2024-08-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                     | Southwest Airlines Co                                                            | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1046157.30   | 0.02%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                     | Jackson Financial Inc                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50656.00     | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    190000 | PA      | $156974.20    | 0.00%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                    | Mid-America Apartments LP                                                        | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    255000 | PA      | $246789.00    | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    628000 | PA      | $609750.32    | 0.01%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91400.00     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    408000 | PA      | $379876.56    | 0.01%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Transocean Pontus Ltd                                     | Transocean Pontus Ltd                                                            | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    162400 | PA      | $166987.80    | 0.00%             | 2025-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARL                                          | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | CORP              | TR        |   1500000 | PA      | $1363785.00   | 0.03%             | 2026-06-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                           | Mercer International Inc                                                         | CUSIP: 588056AW1<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    146000 | PA      | $140892.92    | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                                        | Empire Resorts Inc                                                               | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106164.50    | 0.00%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                    | Stena International SA                                                           | CUSIP: 85858EAA1<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $98997.00     | 0.00%             | 2024-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                  | Mondelez International Holdings Netherlands BV                                   | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    465000 | PA      | $410939.10    | 0.01%             | 2026-09-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                        | Seagate HDD Cayman                                                               | CUSIP: 81180WAL5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    218000 | PA      | $213984.44    | 0.00%             | 2025-01-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    796000 | PA      | $762981.92    | 0.01%             | 2024-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                    | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    520000 | PA      | $480833.60    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BB5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    105000 | PA      | $104172.60    | 0.00%             | 2024-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                              | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    634000 | PA      | $629206.96    | 0.01%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-CCRE20 Mortgage Trust                                                  | CUSIP: 12592LBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4074969.95   | 0.08%             | 2047-11-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                   | Spectra Energy Partners LP                                                       | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    654000 | PA      | $651671.76    | 0.01%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDIKA ENERGY CAPITAL IV                                  | Indika Energy Capital IV Pte Ltd                                                 | CUSIP: 000000000<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $250812.50    | 0.00%             | 2025-10-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                             | CoreCivic Inc                                                                    | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302823.40    | 0.01%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                               | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    469000 | PA      | $461186.46    | 0.01%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    650000 | PA      | $637546.00    | 0.01%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    385000 | PA      | $380037.35    | 0.01%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                        | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301965.00    | 0.01%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WFKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178511 | PA      | $169522.62    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                        | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    800000 | PA      | $831712.00    | 0.02%             | 2026-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                  | Brandywine Operating Partnership LP                                              | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    255000 | PA      | $247146.00    | 0.00%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                      | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427424.30    | 0.01%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                  | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $188798.00    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                  | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAB3<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    187000 | PA      | $169296.71    | 0.00%             | 2026-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $960511.75    | 0.02%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                       | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166713.90    | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                              | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $466560.00    | 0.01%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204678.60    | 0.00%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    315000 | PA      | $282621.15    | 0.01%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                           | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $589434.00    | 0.01%             | 2024-03-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                      | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $138450.00    | 0.00%             | 2025-10-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12200000 | PA      | $12064656.25  | 0.24%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                          | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1279678.12   | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6516.65      | 0.00%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                              | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    991000 | PA      | $975788.15    | 0.02%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20700000 | PA      | $20148539.17  | 0.39%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIC SECURITIES FIN MTN                                  | CITIC Securities Finance MTN Co Ltd                                              | CUSIP: 000000000<br>LEI: 5493007B0X41FW1DM450 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $373168.00    | 0.01%             | 2025-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                   | Misc Capital Two Labuan Ltd                                                      | CUSIP: 000000000<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $192916.00    | 0.00%             | 2025-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                  | First American Financial Corp                                                    | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34821.50     | 0.00%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                       | Emerson Electric Co                                                              | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22081.75     | 0.00%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1000000 | PA      | $1002390.00   | 0.02%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                           | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    439000 | PA      | $432529.14    | 0.01%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                    | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    685000 | PA      | $632857.80    | 0.01%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    440000 | PA      | $400030.40    | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                  | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    345000 | PA      | $326908.20    | 0.01%             | 2026-01-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394256.00    | 0.01%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRIGHT GALAXY INTL LTD                                    | Bright Galaxy International Ltd                                                  | CUSIP: 000000000<br>LEI: 655600WU5N985MBAAW94 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $171904.00    | 0.00%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1507005.78   | 0.03%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                  | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |   1000000 | PA      | $1035830.00   | 0.02%             | 2025-11-13      | Fixed         | 9.76%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                   | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120087.50    | 0.00%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | Hydro-Quebec                                                                     | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    685000 | PA      | $716283.95    | 0.01%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $825081.25    | 0.02%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    925000 | PA      | $942584.25    | 0.02%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $395486.70    | 0.01%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                       | NuStar Logistics LP                                                              | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    272000 | PA      | $269130.40    | 0.01%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                                | CUSIP: 857477AW3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147440.65    | 0.00%             | 2026-05-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                        | Steel Dynamics Inc                                                               | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    385000 | PA      | $369684.70    | 0.01%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                              | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    590000 | PA      | $564205.20    | 0.01%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    508000 | PA      | $492582.20    | 0.01%             | 2025-08-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                    | Chubb INA Holdings Inc                                                           | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310390.40    | 0.01%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74009 | PA      | $72938.06     | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    542000 | PA      | $524021.86    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $207534.80    | 0.00%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                                        | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87584.40     | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                               | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    395000 | PA      | $387111.85    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONTEMPRY RUIDNG DEVELOP                                  | Contemporary Ruiding Development Ltd                                             | CUSIP: 000000000<br>LEI: 549300MSU00BINFBY870 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $174998.00    | 0.00%             | 2026-09-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                   | Simon Property Group LP                                                          | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    419000 | PA      | $409752.67    | 0.01%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 458182BV3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     47000 | PA      | $49793.68     | 0.00%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                   | VF Corp                                                                          | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    478000 | PA      | $453449.92    | 0.01%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                    | Trane Technologies Luxembourg Finance SA                                         | CUSIP: 456873AB4<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    433000 | PA      | $424249.07    | 0.01%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                        | Essex Portfolio LP                                                               | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     55000 | PA      | $52675.70     | 0.00%             | 2027-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                                  | Granite US Holdings Corp                                                         | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $137072.00    | 0.00%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651042 | PA      | $629278.49    | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                   | Pricoa Global Funding I                                                          | CUSIP: 74153WCM9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453350.00    | 0.01%             | 2025-09-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Stena AB                                                  | Stena AB                                                                         | CUSIP: 858577AR0<br>LEI: 213800CWLTI7WZCC2R35 | Long             | DBT              | CORP              | SE        |    150000 | PA      | $149964.00    | 0.00%             | 2024-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WFAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44643 | PA      | $43150.92     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                   | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    400000 | PA      | $371880.00    | 0.01%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAL0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $197510.00    | 0.00%             | 2024-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                 | Hana Bank                                                                        | CUSIP: 000000000<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $173942.00    | 0.00%             | 2026-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                 | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    579000 | PA      | $571403.52    | 0.01%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 59217GEW5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317265.30    | 0.01%             | 2025-03-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                       | Kimco Realty OP LLC                                                              | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    137000 | PA      | $132951.65    | 0.00%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                                   | Ovintiv Exploration Inc                                                          | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367398.05    | 0.01%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                        | Turkey Government International Bond                                             | CUSIP: 900123AW0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1444000 | PA      | $1434411.84   | 0.03%             | 2025-02-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                                                  | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75634.40     | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                      | Hercules Capital Inc                                                             | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309337.00    | 0.01%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLP POWER HK FINANCING                                    | CLP Power Hong Kong Financing Ltd                                                | CUSIP: 000000000<br>LEI: 254900SBJOP9O3YV1271 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $190324.00    | 0.00%             | 2027-10-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14340000 | PA      | $14030233.63  | 0.27%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0DK1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2152000 | PA      | $2044873.44   | 0.04%             | 2025-03-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                  | Main Street Capital Corp                                                         | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243787.25    | 0.00%             | 2024-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                    | Export-Import Bank of India                                                      | CUSIP: 000000000<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $197274.00    | 0.00%             | 2024-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1668681.50   | 0.03%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                  | Mondelez International Holdings Netherlands BV                                   | CUSIP: 60920LAF1<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $278336.20    | 0.01%             | 2024-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                   | HCA Inc                                                                          | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1315069.70   | 0.03%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RHT2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152434.75    | 0.00%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS                                   | Wesco Aircraft Holdings Inc                                                      | CUSIP: 97789LAC0<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |    325000 | PA      | $159250.00    | 0.00%             | 2024-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                    | XHR LP                                                                           | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    235000 | PA      | $232687.60    | 0.00%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223126.20    | 0.00%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                            | Hertz Corp/The                                                                   | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    235000 | PA      | $208795.15    | 0.00%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    640000 | PA      | $631481.60    | 0.01%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    596000 | PA      | $566712.56    | 0.01%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                                               | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    552000 | PA      | $551287.92    | 0.01%             | 2024-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      5000 | PA      | $4657.65      | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                    | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    374000 | PA      | $376868.58    | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                             | UBS Commercial Mortgage Trust 2018-C14                                           | CUSIP: 90278KAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3890000 | PA      | $3821008.05   | 0.07%             | 2051-12-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                   | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    370000 | PA      | $328267.70    | 0.01%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    900000 | PA      | $873801.00    | 0.02%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BSF FINANCE                                               | BSF Finance                                                                      | CUSIP: 000000000<br>LEI: 549300FJCGREO1P1UL36 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205002.00    | 0.00%             | 2027-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                   | CNO Financial Group Inc                                                          | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    387000 | PA      | $387127.71    | 0.01%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                  | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    524000 | PA      | $513273.72    | 0.01%             | 2024-08-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                   | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    605000 | PA      | $586402.30    | 0.01%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                    | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73964.80     | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                         | Chile Government International Bond                                              | CUSIP: 168863CA4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $385204.00    | 0.01%             | 2026-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    910000 | PA      | $859349.40    | 0.02%             | 2026-06-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA MERCHANTS BANK/HK                                   | China Merchants Bank Co Ltd/Hong Kong                                            | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $364420.00    | 0.01%             | 2025-09-10      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C                                  | Enviva Partners LP / Enviva Partners Finance Corp                                | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $299670.40    | 0.01%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                   | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    260000 | PA      | $234889.20    | 0.00%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    672000 | PA      | $601896.96    | 0.01%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $400844.00    | 0.01%             | 2024-03-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                         | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    975000 | PA      | $940358.25    | 0.02%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Allegheny Ludlum LLC                                      | Allegheny Ludlum LLC                                                             | CUSIP: 016900AC6<br>LEI: KCBRRAMO64UL0JAYG446 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64817.35     | 0.00%             | 2025-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                                                | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $24307.75     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                       | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    898000 | PA      | $885912.92    | 0.02%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                  | Take-Two Interactive Software Inc                                                | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    312000 | PA      | $302633.76    | 0.01%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    200000 | PA      | $177314.00    | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                  | Tyco Electronics Group SA                                                        | CUSIP: 902133AR8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $63805.30     | 0.00%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                     | Costa Rica Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $193690.00    | 0.00%             | 2025-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY                                          | ENN Clean Energy International Investment Ltd                                    | CUSIP: 000000000<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $362120.00    | 0.01%             | 2026-05-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003320.00   | 0.02%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $823584.10    | 0.02%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                     | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    706000 | PA      | $691865.88    | 0.01%             | 2025-05-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                  | Western Midstream Operating LP                                                   | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221793.60    | 0.00%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    340000 | PA      | $324550.40    | 0.01%             | 2026-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                                                 | CUSIP: 78432MAA3<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    287000 | PA      | $258495.16    | 0.01%             | 2026-11-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                   | QVC Inc                                                                          | CUSIP: 747262AU7<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    262000 | PA      | $223391.68    | 0.00%             | 2025-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    815000 | PA      | $791291.65    | 0.02%             | 2025-01-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                   | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              |  | US        |    210000 | PA      | $191702.70    | 0.00%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BP8<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    870000 | PA      | $833816.70    | 0.02%             | 2025-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                                  | BAE Systems Holdings Inc                                                         | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585402.00    | 0.01%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CQ INTL LOGISTICS HUB                                     | Chongqing International Logistics Hub Park Construction Co Ltd                   | CUSIP: 000000000<br>LEI: 30030066Q0QO0DGFUS05 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $177086.00    | 0.00%             | 2024-09-26      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48544.50     | 0.00%             | 2024-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                  | Willis North America Inc                                                         | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    385000 | PA      | $376915.00    | 0.01%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                  | BCPE Empire Holdings Inc                                                         | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |    290000 | PA      | $271115.20    | 0.01%             | 2027-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                       | Kimco Realty OP LLC                                                              | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4646.80      | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $7504453.16   | 0.15%             | 2024-11-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                          | Pampa Energia SA                                                                 | CUSIP: 000000000<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    300000 | PA      | $283332.00    | 0.01%             | 2027-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KB KOOKMIN CARD CO LTD                                    | KB Kookmin Card Co Ltd                                                           | CUSIP: 000000000<br>LEI: 988400VU1GFPPZ59F863 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $175666.00    | 0.00%             | 2026-05-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                         | Kosmos Energy Ltd                                                                | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181302.00    | 0.00%             | 2026-04-04      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    830000 | PA      | $808619.20    | 0.02%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SHINHAN CARD CO LTD                                       | Shinhan Card Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400VPS0FMK2WR8F98 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $178644.00    | 0.00%             | 2027-01-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462000 | PA      | $447386.94    | 0.01%             | 2025-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                               | Ameren Corp                                                                      | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    514000 | PA      | $494832.94    | 0.01%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245335.00    | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                   | Ethiopia International Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    270000 | PA      | $182412.00    | 0.00%             | 2024-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                              | Linde Inc/CT                                                                     | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308791.15    | 0.01%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    405000 | PA      | $380732.40    | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                     | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $178192.00    | 0.00%             | 2026-05-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                    | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560660.80    | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53498 | PA      | $50808.21     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                      | CUSIP: 87612EBD7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    662000 | PA      | $651613.22    | 0.01%             | 2024-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings                                  | United Airlines Holdings Inc                                                     | CUSIP: 910047AH2<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49734.00     | 0.00%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |    200000 | PA      | $181314.00    | 0.00%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    512000 | PA      | $460912.64    | 0.01%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                     | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170872.00    | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    150000 | PA      | $131388.00    | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                  | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $177628.00    | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                        | CUSIP: 31300MVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9147 | PA      | $9111.03      | 0.00%             | 2045-02-01      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                          | BOC Aviation Ltd                                                                 | CUSIP: 09681LAL4<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $670285.00    | 0.01%             | 2025-04-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133GF3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1901114 | PA      | $1732637.97   | 0.03%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138YXK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102302 | PA      | $98881.97     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $237606.20    | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    560000 | PA      | $499268.00    | 0.01%             | 2027-06-11      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                     | CUSIP: 166764BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    671000 | PA      | $659156.85    | 0.01%             | 2024-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                    | DBS Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $179792.00    | 0.00%             | 2031-03-10      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                   | Office Properties Income Trust                                                   | CUSIP: 81618TAE0<br>LEI: N/A                  | Long             | DBT              |  | US        |     80000 | PA      | $77562.40     | 0.00%             | 2024-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                    | Discover Financial Services                                                      | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    423000 | PA      | $415001.07    | 0.01%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $764660.65    | 0.01%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                     | Goldman Sachs BDC Inc                                                            | CUSIP: 38147UAC1<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    201000 | PA      | $195293.61    | 0.00%             | 2025-02-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| TITAN ACQ/CO-BORROWER                                     | Titan Acquisition Ltd / Titan Co-Borrower LLC                                    | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    280000 | PA      | $264796.00    | 0.01%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                   | Gulfport Energy Corp                                                             | CUSIP: 402635AQ9<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233115.30    | 0.00%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                | NetApp Inc                                                                       | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41169.60     | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WF7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83388 | PA      | $80600.60     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                            | Owens-Brockway Glass Container Inc                                               | CUSIP: 690872AB2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    134000 | PA      | $130006.80    | 0.00%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                  | Live Nation Entertainment Inc                                                    | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248798.40    | 0.00%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1480000 | PA      | $1228059.60   | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                              | 7-Eleven Inc                                                                     | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    755000 | PA      | $674449.05    | 0.01%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC CAPITAL                                     | Mitsubishi HC Capital Inc                                                        | CUSIP: 60682LAH5<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $50310.00     | 0.00%             | 2027-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ICD Sukuk Co Ltd                                          | ICD Sukuk Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354009B91BDFKBMT283 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $402364.00    | 0.01%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3137EAEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  10000000 | PA      | $9746000.00   | 0.19%             | 2023-08-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                     | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $68374.00     | 0.00%             | 2027-05-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $401756.00    | 0.01%             | 2026-09-14      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 29874QEM2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    297000 | PA      | $268054.38    | 0.01%             | 2026-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                             | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $685489.35    | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                  | Microchip Technology Inc                                                         | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    730000 | PA      | $715370.80    | 0.01%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                     | Arrow Electronics Inc                                                            | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    460000 | PA      | $445519.20    | 0.01%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                        | Enact Holdings Inc                                                               | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $354592.80    | 0.01%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211001.00    | 0.00%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                      | YPF SA                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    760000 | PA      | $697558.40    | 0.01%             | 2025-07-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                  | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     60000 | PA      | $56752.80     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                               | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    287000 | PA      | $285567.87    | 0.01%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                            | CUSIP: 655844CA4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195418.00    | 0.00%             | 2025-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    448000 | PA      | $426088.32    | 0.01%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                     | GFL Environmental Inc                                                            | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $313826.70    | 0.01%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 25159MBG1<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   1295000 | PA      | $1245531.00   | 0.02%             | 2027-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| INTERNATIONAL GAME TECH                                   | International Game Technology PLC                                                | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $328367.00    | 0.01%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 222213AX8<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    257000 | PA      | $243021.77    | 0.00%             | 2024-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                  | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162236.10    | 0.00%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARAB NATIONAL BANK                                        | Arab National Bank                                                               | CUSIP: 000000000<br>LEI: 213800CYWGYQVT1ZBQ57 | Long             | DBT              | CORP              | SA        |    400000 | PA      | $379068.00    | 0.01%             | 2030-10-28      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                    | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $401368.00    | 0.01%             | 2026-04-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                  | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    330000 | PA      | $324099.60    | 0.01%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $395380.00    | 0.01%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURGAN BANK                                               | Burgan Bank SAK                                                                  | CUSIP: 000000000<br>LEI: 558600NC81HKXMFSTY52 | Long             | DBT              | CORP              | KW        |    200000 | PA      | $158124.00    | 0.00%             | 2031-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $537036.00    | 0.01%             | 2026-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                                     | Tencent Music Entertainment Group                                                | CUSIP: 88034PAA7<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    240000 | PA      | $215839.20    | 0.00%             | 2025-09-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                    | Brazilian Government International Bond                                          | CUSIP: 105756BF6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    300000 | PA      | $322011.00    | 0.01%             | 2025-02-04      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1148992.00   | 0.02%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    965000 | PA      | $934448.10    | 0.02%             | 2024-07-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $817504.80    | 0.02%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    455000 | PA      | $422722.30    | 0.01%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                  | Adani Transmission Step-One Ltd                                                  | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $161538.00    | 0.00%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                      | Oleoducto Central SA                                                             | CUSIP: 000000000<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $177682.00    | 0.00%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291267.00    | 0.01%             | 2025-06-09      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    160000 | PA      | $144852.80    | 0.00%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                        | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $175840.00    | 0.00%             | 2027-02-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                  | Lennox International Inc                                                         | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    365000 | PA      | $333460.35    | 0.01%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1138094.10   | 0.02%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3078748 | PA      | $2806947.88   | 0.05%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                                | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    193000 | PA      | $193847.27    | 0.00%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $365145.00    | 0.01%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                        | PPG Industries Inc                                                               | CUSIP: 693506BQ9<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    415000 | PA      | $400553.85    | 0.01%             | 2024-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                            | Air Lease Corp                                                                   | CUSIP: 00912XAN4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    508000 | PA      | $500197.12    | 0.01%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                                         | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    592000 | PA      | $572339.68    | 0.01%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                     | PACCAR Financial Corp                                                            | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304071.00    | 0.01%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    590000 | PA      | $550611.60    | 0.01%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                           | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1025000 | PA      | $964063.75    | 0.02%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                   | Office Properties Income Trust                                                   | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              |  | US        |    285000 | PA      | $265050.00    | 0.01%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                   | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    925000 | PA      | $878389.25    | 0.02%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    925000 | PA      | $872830.00    | 0.02%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                      | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $352408.00    | 0.01%             | 2025-10-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                        | CUSIP: 056752AQ1<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    480000 | PA      | $457540.80    | 0.01%             | 2025-04-07      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| Republic of Colombia                                      | Colombia Government International Bond                                           | CUSIP: 195325BD6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    187000 | PA      | $193361.74    | 0.00%             | 2024-05-21      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                   | Public Service Electric and Gas Co                                               | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13888.05     | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                                   | American Express Credit Corp                                                     | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187194.15    | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                     | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    640000 | PA      | $627660.80    | 0.01%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                  | Evergy Missouri West Inc                                                         | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315121.20    | 0.01%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                     | PACCAR Financial Corp                                                            | CUSIP: 69371RR81<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    495000 | PA      | $485738.55    | 0.01%             | 2024-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                                     | SURA Asset Management SA                                                         | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    150000 | PA      | $143122.50    | 0.00%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                           | Sealed Air Corp                                                                  | CUSIP: 000000000<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121118.40    | 0.00%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51126.50     | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                             | Aircastle Ltd                                                                    | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $125322.60    | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1585000 | PA      | $1530079.75   | 0.03%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| American Express Co                                       | American Express Co                                                              | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    166000 | PA      | $162977.14    | 0.00%             | 2024-12-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VANKE REAL ESTATE HK                                      | Vanke Real Estate Hong Kong Co Ltd                                               | CUSIP: 000000000<br>LEI: 25490078APAXS5NZGF08 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $367032.00    | 0.01%             | 2027-11-09      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                  | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $464680.00    | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64952WDG5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    539000 | PA      | $527233.63    | 0.01%             | 2024-04-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                   | Midwest Connector Capital Co LLC                                                 | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    611000 | PA      | $596800.36    | 0.01%             | 2024-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $718696.00    | 0.01%             | 2026-02-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                   | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947LBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    200000 | PA      | $193046.00    | 0.00%             | 2027-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                      | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $310976.00    | 0.01%             | 2025-01-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                                | CPI CG Inc                                                                       | CUSIP: 12598FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $142119.36    | 0.00%             | 2026-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| AMIPEACE LTD                                              | Amipeace Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300Z8IOSIIKWF5763 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $182716.00    | 0.00%             | 2025-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT                                   | Universal Entertainment Corp                                                     | CUSIP: 91349WAB4<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $305058.00    | 0.01%             | 2024-12-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                  | Equitable Financial Life Global Funding                                          | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    495000 | PA      | $438609.60    | 0.01%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                          | Antares Holdings LP                                                              | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219370.00    | 0.00%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cornerstone Chemical Co                                   | Cornerstone Chemical Co                                                          | CUSIP: 21925AAE5<br>LEI: BL03B05TRUKQ14Y1HC46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $155781.60    | 0.00%             | 2024-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                                                | Cigna Corp                                                                       | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    660000 | PA      | $657835.20    | 0.01%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31047.04     | 0.00%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804FS8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    192000 | PA      | $185596.80    | 0.00%             | 2025-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                 | CUSIP: 74256LBJ7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $362254.00    | 0.01%             | 2024-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    577000 | PA      | $496346.94    | 0.01%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |   1219000 | PA      | $1171702.80   | 0.02%             | 2024-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                         | Canada Government International Bond                                             | CUSIP: 135087K78<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1980000 | PA      | $1883910.60   | 0.04%             | 2025-01-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Clearwater Paper Corp                                     | Clearwater Paper Corp                                                            | CUSIP: 18538RAH6<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    156000 | PA      | $152329.32    | 0.00%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Transocean Guardian Ltd                                   | Transocean Guardian Ltd                                                          | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    138966 | PA      | $140927.72    | 0.00%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                                  | Greystar Real Estate Partners LLC                                                | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261706.05    | 0.01%             | 2025-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                   | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    818000 | PA      | $771717.56    | 0.02%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                   | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    495000 | PA      | $492970.50    | 0.01%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                    | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 000000000<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $389916.00    | 0.01%             | 2025-10-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                   | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $462816.10    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                        | Camelot Finance SA                                                               | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    305000 | PA      | $290170.90    | 0.01%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    901000 | PA      | $867167.45    | 0.02%             | 2024-11-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WESTERN GLOBAL AIRLINES                                   | Western Global Airlines LLC                                                      | CUSIP: 958278AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $118964.30    | 0.00%             | 2025-08-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                    | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    498000 | PA      | $473528.28    | 0.01%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                | Weibo Corp                                                                       | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    622000 | PA      | $603265.36    | 0.01%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    690000 | PA      | $599761.80    | 0.01%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Coty Inc                                                  | Coty Inc                                                                         | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202130.00    | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    885000 | PA      | $861786.45    | 0.02%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                    | CUSIP: 842400HP1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    482000 | PA      | $476220.82    | 0.01%             | 2025-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                               | Hubbell Inc                                                                      | CUSIP: 443510AG7<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57688.80     | 0.00%             | 2026-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                  | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    361000 | PA      | $349949.79    | 0.01%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                             | Sumitomo Corp                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $358740.00    | 0.01%             | 2026-07-06      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                    | BP Capital Markets America Inc                                                   | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320406.90    | 0.01%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1891722.15   | 0.04%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                   | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358W4V3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    500000 | PA      | $492258.50    | 0.01%             | 2023-07-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    710000 | PA      | $637580.00    | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CREDICORP LTD                                             | Credicorp Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $188564.00    | 0.00%             | 2025-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                            | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    636000 | PA      | $627045.12    | 0.01%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CH OVS GRAND OCE FINANCE                                  | China Overseas Grand Oceans Finance IV Cayman Ltd                                | CUSIP: 000000000<br>LEI: 3003005OKQY2HXXJXJ29 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $343424.00    | 0.01%             | 2026-02-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                  | FactSet Research Systems Inc                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $392464.80    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| BorgWarner Inc                                            | BorgWarner Inc                                                                   | CUSIP: 099724AJ5<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    199000 | PA      | $192444.94    | 0.00%             | 2025-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q7UL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102339 | PA      | $97179.13     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                  | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    771300 | PA      | $779630.04    | 0.02%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                            | Sabre GLBL Inc                                                                   | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    335000 | PA      | $342132.15    | 0.01%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1163657.00   | 0.02%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    895000 | PA      | $795887.70    | 0.02%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23400000 | PA      | $22670578.24  | 0.44%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    740000 | PA      | $735545.20    | 0.01%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                               | Harsco Corp                                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $177601.20    | 0.00%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                         | Triumph Group Inc                                                                | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244574.40    | 0.00%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Drax Finco PLC                                            | Drax Finco PLC                                                                   | CUSIP: 26151AAA7<br>LEI: 5493000MW6H7G7JFNQ88 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $224512.20    | 0.00%             | 2025-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                    | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AK0<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    315000 | PA      | $306520.20    | 0.01%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338286.40    | 0.01%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                            | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314359.50    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    577000 | PA      | $546142.04    | 0.01%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    902000 | PA      | $874344.68    | 0.02%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                  | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1169744.64   | 0.02%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2021-3                                    | CUSIP: 80287EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1370000 | PA      | $1330321.61   | 0.03%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140F0JX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428836 | PA      | $407276.94    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10513.00     | 0.00%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAH9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $793128.00    | 0.02%             | 2027-03-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659797 | PA      | $626627.06    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AOZORA BANK                                               | Aozora Bank Ltd                                                                  | CUSIP: 000000000<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $186350.00    | 0.00%             | 2024-09-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                    | BP Capital Markets America Inc                                                   | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    167000 | PA      | $160593.88    | 0.00%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                      | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282924.00    | 0.01%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    655000 | PA      | $630516.10    | 0.01%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116055.60    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    380000 | PA      | $339245.00    | 0.01%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                  | China Cinda 2020 I Management Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $361912.00    | 0.01%             | 2026-01-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $929539.80    | 0.02%             | 2025-08-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14288085.90  | 0.28%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                    | Cox Communications Inc                                                           | CUSIP: 224044CE5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    174000 | PA      | $169476.00    | 0.00%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    247000 | PA      | $233553.32    | 0.00%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RAYONIER AM PROD INC                                      | Rayonier AM Products Inc                                                         | CUSIP: 75508EAA6<br>LEI: 549300ZGRDDK1QM6MM16 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154273.05    | 0.00%             | 2024-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                                           | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    475000 | PA      | $412504.25    | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                               | GLP Pte Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $354404.00    | 0.01%             | 2025-06-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                    | CUSIP: 097023BH7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157327.60    | 0.00%             | 2024-10-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                              | Kookmin Bank                                                                     | CUSIP: 50050HAP1<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $357544.00    | 0.01%             | 2026-05-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    742000 | PA      | $731893.96    | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                             | JSW Steel Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $198118.00    | 0.00%             | 2024-04-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                     | Healthpeak Properties Inc                                                        | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     55000 | PA      | $52514.55     | 0.00%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172BM0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    497000 | PA      | $484366.26    | 0.01%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL PLAZA DEV LTD                                     | Central Plaza Development Ltd                                                    | CUSIP: 000000000<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $344240.00    | 0.01%             | 2026-01-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    634000 | PA      | $584484.60    | 0.01%             | 2025-06-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    968000 | PA      | $937420.88    | 0.02%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT FIN/SB                                       | Mallinckrodt International Finance SA / Mallinckrodt CB LLC                      | CUSIP: 561233AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    140000 | PA      | $95747.40     | 0.00%             | 2025-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                                          | Alabama Power Co                                                                 | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $782872.00    | 0.02%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1395000 | PA      | $1336968.00   | 0.03%             | 2025-11-19      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10207268 | PA      | $9568124.80   | 0.19%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TPRO ACQUISITION CORP                                     | TPro Acquisition Corp                                                            | CUSIP: 89238QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $156419.20    | 0.00%             | 2024-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1146079.65   | 0.02%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    290000 | PA      | $274551.70    | 0.01%             | 2026-04-13      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO US FI                                   | Great-West Lifeco US Finance 2020 LP                                             | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    526000 | PA      | $473105.44    | 0.01%             | 2025-08-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                  | Banco BTG Pactual SA/Cayman Islands                                              | CUSIP: 05971BAG4<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $181732.00    | 0.00%             | 2026-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8616093.75   | 0.17%             | 2025-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                        | Roche Holdings Inc                                                               | CUSIP: 771196BS0<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225717.50    | 0.00%             | 2026-03-05      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FG3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    342000 | PA      | $321035.40    | 0.01%             | 2024-10-08      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225451.95    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                        | Forestar Group Inc                                                               | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    190000 | PA      | $170310.30    | 0.00%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                             | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    635000 | PA      | $609796.85    | 0.01%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                     | Nippon Life Insurance Co                                                         | CUSIP: 654579AD3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1405000 | PA      | $1391160.75   | 0.03%             | 2044-10-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                     | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    400000 | PA      | $139784.00    | 0.00%             | 2026-07-18      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                   | GSK Consumer Healthcare Capital US LLC                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    890000 | PA      | $842482.90    | 0.02%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $288668.80    | 0.01%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAU0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |    800000 | PA      | $800640.00    | 0.02%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ST ENGINEERING RHQ LTD                                    | ST Engineering RHQ Ltd                                                           | CUSIP: 000000000<br>LEI: 25490014OV6DNV4XHI25 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $558918.00    | 0.01%             | 2025-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                              | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    581000 | PA      | $559828.36    | 0.01%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L                                  | Veritas US Inc / Veritas Bermuda Ltd                                             | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $491446.70    | 0.01%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1269000 | PA      | $1226666.16   | 0.02%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                          | Ryder System Inc                                                                 | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    391000 | PA      | $375238.79    | 0.01%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                         | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187824.00    | 0.00%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                              | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    427000 | PA      | $414096.06    | 0.01%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    223000 | PA      | $205534.64    | 0.00%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 445545AL0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    600000 | PA      | $602004.00    | 0.01%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QIIB Senior Sukuk Ltd                                     | QIIB Senior Sukuk Ltd                                                            | CUSIP: 000000000<br>LEI: 549300A07UNNRZ2DVQ26 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $276948.00    | 0.01%             | 2024-03-05      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                  | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    910000 | PA      | $920128.30    | 0.02%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                  | Banco do Brasil SA/Cayman                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $587394.00    | 0.01%             | 2025-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                    | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    385000 | PA      | $370616.40    | 0.01%             | 2024-10-01      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                            | AutoNation Inc                                                                   | CUSIP: 05329WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $350734.23    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 902674YB0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $191006.00    | 0.00%             | 2024-02-09      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                              | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    368000 | PA      | $341250.08    | 0.01%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                    | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    474000 | PA      | $461808.72    | 0.01%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $527451.00    | 0.01%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIANJIAN HAIYU LTD                                        | Dianjian Haiyu Ltd                                                               | CUSIP: 000000000<br>LEI: 30030053J86AJARAGD28 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $381712.00    | 0.01%             | 2025-09-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QBW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1030131 | PA      | $992777.62    | 0.02%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                      | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $199702.00    | 0.00%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12400000 | PA      | $11267531.31  | 0.22%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $600708.00    | 0.01%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                   | Schlumberger Holdings Corp                                                       | CUSIP: 806851AG6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    580000 | PA      | $569693.40    | 0.01%             | 2025-12-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                      | Entergy Arkansas LLC                                                             | CUSIP: 29364DAS9<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192525.45    | 0.00%             | 2024-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                   | Simon Property Group LP                                                          | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    695000 | PA      | $668485.75    | 0.01%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                     | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $322198.50    | 0.01%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                             | CUSIP: 88032XAD6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $390376.00    | 0.01%             | 2025-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Republic of Indonesia                                     | Indonesia Government International Bond                                          | CUSIP: 455780CG9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199584.00    | 0.00%             | 2024-02-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 57629WDE7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53698.80     | 0.00%             | 2026-07-16      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                 | iStar Inc                                                                        | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              |  | US        |    220000 | PA      | $218405.00    | 0.00%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307ULW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     30605 | PA      | $29900.96     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                          | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    625000 | PA      | $564493.75    | 0.01%             | 2026-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SF HLDNG INVESTMENT 2021                                  | SF Holding Investment 2021 Ltd                                                   | CUSIP: 000000000<br>LEI: 655600V9A105VPU0VS17 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $181860.00    | 0.00%             | 2026-11-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                       | CUSIP: 81013TAC5<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $20432.00     | 0.00%             | 2025-03-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                                               | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    601000 | PA      | $590007.71    | 0.01%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891CBB8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    425000 | PA      | $413006.50    | 0.01%             | 2024-06-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp                                           | McDonald's Corp                                                                  | CUSIP: 58013MES9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164341.36    | 0.00%             | 2024-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAR PETRO LLC / FIN CORP                                  | Par Petroleum LLC / Par Petroleum Finance Corp                                   | CUSIP: 69889MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128152.70    | 0.00%             | 2025-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SINOCHEM OFFSHORE CAPITA                                  | Sinochem Offshore Capital Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3003004LKKZ33WMP2P47 | Long             | DBT              | CORP              | VG        |    403000 | PA      | $376813.06    | 0.01%             | 2024-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TURK SISE VE CAM FABRIKA                                  | Turkiye Sise ve Cam Fabrikalari AS                                               | CUSIP: 000000000<br>LEI: 789000KWOK751Q6R8875 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $388732.00    | 0.01%             | 2026-03-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                     | Amcor Finance USA Inc                                                            | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153662.40    | 0.00%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 298785JK3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2162000 | PA      | $1936568.26   | 0.04%             | 2026-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                              | Avangrid Inc                                                                     | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    519000 | PA      | $498857.61    | 0.01%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                   | Corebridge Global Funding                                                        | CUSIP: 00138CAS7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    335000 | PA      | $316132.80    | 0.01%             | 2024-06-17      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| QIB SUKUK LTD                                             | QIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300XDP1VCBZLCP049 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $593088.00    | 0.01%             | 2024-03-26      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                | Cigna Corp                                                                       | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14071.50     | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5299367 | PA      | $4829739.40   | 0.09%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                       | CUSIP: 540424AS7<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    214000 | PA      | $209315.54    | 0.00%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $296733.00    | 0.01%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1190000 | PA      | $1153098.10   | 0.02%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    570000 | PA      | $507123.30    | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                              | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    942000 | PA      | $858802.56    | 0.02%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                            | EDP Finance BV                                                                   | CUSIP: 26835PAF7<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    787000 | PA      | $772495.59    | 0.02%             | 2024-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AU                                  | Mohegan Tribal Gaming Authority                                                  | CUSIP: 608328BF6<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219960.40    | 0.00%             | 2024-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WERNER FINCO LP/INC                                       | Werner FinCo LP / Werner FinCo Inc                                               | CUSIP: 95076PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $75932.61     | 0.00%             | 2025-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| LCPR SR SECURED FIN DAC                                   | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    525000 | PA      | $511449.75    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    804000 | PA      | $771582.72    | 0.02%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    130000 | PA      | $112799.70    | 0.00%             | 2027-09-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280512.40    | 0.01%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22500000 | PA      | $21545507.93  | 0.42%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1594000 | PA      | $1557082.96   | 0.03%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| YILI HOLDING INVESTMENT                                   | Yili Holding Investment Ltd                                                      | CUSIP: 000000000<br>LEI: 549300SF6W72SOPKF392 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $181170.00    | 0.00%             | 2025-11-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                        | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18584.00     | 0.00%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56532.00     | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                                  | Brinker International Inc                                                        | CUSIP: 109641AH3<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166334.80    | 0.00%             | 2024-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                             | CommScope Inc                                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    420000 | PA      | $357105.00    | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6068906.28   | 0.12%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7803750.00   | 0.15%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    965000 | PA      | $856176.95    | 0.02%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    619000 | PA      | $609875.94    | 0.01%             | 2024-06-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                 | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $678482.00    | 0.01%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                   | John Deere Capital Corp                                                          | CUSIP: 24422EUE7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    267000 | PA      | $261539.85    | 0.01%             | 2025-03-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042426<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112000 | PA      | $112851.10    | 0.00%             | 2038-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                                  | Bank OZK                                                                         | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |    170000 | PA      | $146268.00    | 0.00%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                   | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    355000 | PA      | $374510.80    | 0.01%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                          | Puget Energy Inc                                                                 | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    287000 | PA      | $275307.62    | 0.01%             | 2025-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133L8KR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7622962 | PA      | $6947418.48   | 0.14%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                  | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $195889.80    | 0.00%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    365000 | PA      | $344085.50    | 0.01%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    700000 | PA      | $701071.00    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                                  | NTPC Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $194340.00    | 0.00%             | 2026-02-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88198.20     | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                                  | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                             | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $181727.40    | 0.00%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47500000 | PA      | $42735156.25  | 0.84%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                       | Inversiones CMPC SA                                                              | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $198848.00    | 0.00%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                           | Yale University                                                                  | CUSIP: 98459LAA1<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    786000 | PA      | $728299.74    | 0.01%             | 2025-04-15      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                | Evergy Inc                                                                       | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    708000 | PA      | $678710.04    | 0.01%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ZHONGAN ONLINE P&C INSUR                                  | ZhongAn Online P&C Insurance Co Ltd                                              | CUSIP: 000000000<br>LEI: 5299006845ISFI2WAI41 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $179682.00    | 0.00%             | 2025-07-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                    | Calumet Specialty Products Partners LP / Calumet Finance Corp                    | CUSIP: 131477AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $237087.00    | 0.00%             | 2025-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                   | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    824000 | PA      | $807618.88    | 0.02%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J8EY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386717 | PA      | $380865.63    | 0.01%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 29874QEL4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     72000 | PA      | $65335.68     | 0.00%             | 2025-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                      | Western Union Co/The                                                             | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    370000 | PA      | $329792.10    | 0.01%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115689.48    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                               | LG Chem Ltd                                                                      | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $353204.00    | 0.01%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                             | J M Smucker Co/The                                                               | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    660000 | PA      | $641612.40    | 0.01%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                             | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    760000 | PA      | $730489.20    | 0.01%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHINA CITIC BANK INTL                                     | China CITIC Bank International Ltd                                               | CUSIP: 000000000<br>LEI: 54930034UPFJV0NHXV95 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $248290.00    | 0.00%             | 2029-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                   | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $511575.90    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SUMITOMO CORP                                             | Sumitomo Corp                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $481060.00    | 0.01%             | 2024-07-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                  | Tyco Electronics Group SA                                                        | CUSIP: 902133AZ0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200230.00    | 0.00%             | 2026-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy Inc                                                               | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $53697.05     | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                | Fortis Inc/Canada                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $325479.06    | 0.01%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                          | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    224000 | PA      | $219116.80    | 0.00%             | 2025-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                               | Cencosud SA                                                                      | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $200232.00    | 0.00%             | 2025-02-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                           | TSMC Global Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $179420.00    | 0.00%             | 2026-04-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                  | Sinclair Television Group Inc                                                    | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110856.25    | 0.00%             | 2027-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                 | Aetna Inc                                                                        | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    740000 | PA      | $723239.00    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INNOVATE Corp                                             | INNOVATE Corp                                                                    | CUSIP: 404139AJ6<br>LEI: 549300S6O246JWQQ1K58 | Long             | DBT              | CORP              | US        |    145000 | PA      | $109250.25    | 0.00%             | 2026-02-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CCCI TREASURE LTD                                         | CCCI Treasure Ltd                                                                | CUSIP: 000000000<br>LEI: 222100QYJA4A1WYR6697 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $187680.00    | 0.00%             | 2026-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VANKE REAL ESTATE HK                                      | Vanke Real Estate Hong Kong Co Ltd                                               | CUSIP: 000000000<br>LEI: 25490078APAXS5NZGF08 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $188194.00    | 0.00%             | 2025-05-12      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    350000 | PA      | $309193.50    | 0.01%             | 2026-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp                                         | Tutor Perini Corp                                                                | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    230000 | PA      | $204879.40    | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                  | Apollo Management Holdings LP                                                    | CUSIP: 03765HAA9<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    207000 | PA      | $202822.74    | 0.00%             | 2024-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    507000 | PA      | $495262.95    | 0.01%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    390000 | PA      | $372754.20    | 0.01%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1280000 | PA      | $1250073.60   | 0.02%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22800000 | PA      | $20726625.00  | 0.41%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1372449.00   | 0.03%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                             | Comerica Bank                                                                    | CUSIP: 20034DJA8<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    340000 | PA      | $328358.40    | 0.01%             | 2024-07-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    487000 | PA      | $472901.35    | 0.01%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                        | PPG Industries Inc                                                               | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    535000 | PA      | $481724.70    | 0.01%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                               | Avient Corp                                                                      | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282546.15    | 0.01%             | 2025-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040420<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4554000 | PA      | $4522335.45   | 0.09%             | 2038-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KazTransGas JSC                                           | KazTransGas JSC                                                                  | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $183778.00    | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                     | Caesars Entertainment Inc                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1444577.00   | 0.03%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                  | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    230000 | PA      | $106126.60    | 0.00%             | 2026-12-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2015-C29                              | CUSIP: 46644RAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1930208.80   | 0.04%             | 2048-05-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| INDONESIA EXIMBANK                                        | Lembaga Pembiayaan Ekspor Indonesia                                              | CUSIP: 000000000<br>LEI: 254900ORQ4IYCZ7CC308 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196874.00    | 0.00%             | 2024-04-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    270000 | PA      | $234165.60    | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                        | Enstar Finance LLC                                                               | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141216 | PA      | $127036.50    | 0.00%             | 2040-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189106.00    | 0.00%             | 2031-09-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIGOROUS CHAMP INTL LTD                                   | Vigorous Champion International Ltd                                              | CUSIP: 000000000<br>LEI: 254900LCCR122N588062 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $561732.00    | 0.01%             | 2025-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UPC Holding BV                                            | UPC Holding BV                                                                   | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $181536.00    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS                                     | Merlin Entertainments Ltd                                                        | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $171583.20    | 0.00%             | 2026-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    540000 | PA      | $533001.60    | 0.01%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                        | Telecom Italia SpA/Milano                                                        | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    630000 | PA      | $613090.80    | 0.01%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                                  | Istanbul Metropolitan Municipality                                               | CUSIP: 000000000<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $179864.00    | 0.00%             | 2025-12-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASG FINANCE DESIGNATED                                    | ASG Finance Designated Activity Co                                               | CUSIP: 00217AAA4<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $194254.00    | 0.00%             | 2024-12-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   4669000 | PA      | $4235483.35   | 0.08%             | 2026-01-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                 | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    120000 | PA      | $117559.20    | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    860000 | PA      | $769502.20    | 0.02%             | 2026-04-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA SCE GRP HLDGS LTD                                   | China SCE Group Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $125368.00    | 0.00%             | 2024-04-09      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    487000 | PA      | $474975.97    | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                                     | Maxim Crane Works Holdings Capital LLC                                           | CUSIP: 18911YAA3<br>LEI: 549300KV4512VJVQLW38 | Long             | DBT              | CORP              | US        |    154000 | PA      | $149674.14    | 0.00%             | 2024-08-01      | Fixed         | 10.13%                | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36481.60     | 0.00%             | 2026-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                    | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99134.82     | 0.00%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                         | Golub Capital BDC Inc                                                            | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $237893.60    | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                   | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $92998.00     | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XD3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2411315 | PA      | $2197679.18   | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    772000 | PA      | $725124.16    | 0.01%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc                                      | Vermilion Energy Inc                                                             | CUSIP: 923725AB1<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $137713.80    | 0.00%             | 2025-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 57629WDL1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510665.00    | 0.01%             | 2027-12-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    937000 | PA      | $932118.23    | 0.02%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                              | Novelis Corp                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316883.00    | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                   | Misc Capital Two Labuan Ltd                                                      | CUSIP: 000000000<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $187138.00    | 0.00%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                                             | Nordstrom Inc                                                                    | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    165000 | PA      | $142352.10    | 0.00%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1288316.20   | 0.03%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                            | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56189.00     | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 00254ENB4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1262000 | PA      | $1148243.32   | 0.02%             | 2025-08-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                    | Protective Life Global Funding                                                   | CUSIP: 74368CAP9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224443.20    | 0.00%             | 2024-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                      | Monongahela Power Co                                                             | CUSIP: 610202BN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $358469.76    | 0.01%             | 2024-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                   | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    540000 | PA      | $564121.80    | 0.01%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30611718.90  | 0.60%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    973000 | PA      | $1013807.62   | 0.02%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK BAHRAIN & KUWAIT                                     | BBK BSC                                                                          | CUSIP: 000000000<br>LEI: 549300MCPF5HTBF8ZR90 | Long             | DBT              | CORP              | BH        |    200000 | PA      | $198160.00    | 0.00%             | 2024-07-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 471048AL2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    435000 | PA      | $424934.10    | 0.01%             | 2024-05-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                            | Bombardier Inc                                                                   | CUSIP: 097751BR1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $183495.60    | 0.00%             | 2024-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                               | Target Corp                                                                      | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    860000 | PA      | $793685.40    | 0.02%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    970000 | PA      | $969825.40    | 0.02%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17100000 | PA      | $14734054.77  | 0.29%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 30216BJU7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    405000 | PA      | $398382.30    | 0.01%             | 2025-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277254.90    | 0.01%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058EP4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2549000 | PA      | $2456981.10   | 0.05%             | 2025-07-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                             | PRA Group Inc                                                                    | CUSIP: 69354NAC0<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149023.50    | 0.00%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                              | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    719000 | PA      | $706295.27    | 0.01%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                    | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    879000 | PA      | $847197.78    | 0.02%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                     | Keysight Technologies Inc                                                        | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5009.10      | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215104.50    | 0.00%             | 2024-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156486 | PA      | $1098346.37   | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                     | ICBCIL Finance Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $192502.00    | 0.00%             | 2026-05-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc                                          | Under Armour Inc                                                                 | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    270000 | PA      | $246434.40    | 0.00%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1090102.15   | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                        | F&G Global Funding                                                               | CUSIP: 30321L2B7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    545000 | PA      | $505225.90    | 0.01%             | 2024-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    211000 | PA      | $209470.25    | 0.00%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1800000 | PA      | $1788894.00   | 0.04%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                           | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    177000 | PA      | $163691.37    | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                         | Marathon Oil Corp                                                                | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    532000 | PA      | $520072.56    | 0.01%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    600000 | PA      | $637716.00    | 0.01%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 86765BAS8<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378617.30    | 0.01%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4992485 | PA      | $4550053.54   | 0.09%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                           | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    525000 | PA      | $507942.75    | 0.01%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30650000 | PA      | $30027421.88  | 0.59%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    924000 | PA      | $915277.44    | 0.02%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4719.10      | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                  | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $315344.25    | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217183.50    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Koppers Inc                                               | Koppers Inc                                                                      | CUSIP: 500605AH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213221.95    | 0.00%             | 2025-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                        | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $931455.35    | 0.02%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                        | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    525000 | PA      | $538293.00    | 0.01%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170950.50    | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                     | AvalonBay Communities Inc                                                        | CUSIP: 05348EAV1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    406000 | PA      | $394623.88    | 0.01%             | 2025-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $302305.80    | 0.01%             | 2026-02-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ensign Drilling Inc                                       | Ensign Drilling Inc                                                              | CUSIP: 29359NAA3<br>LEI: 549300MJ7RLJKQNMN618 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $185177.80    | 0.00%             | 2024-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    298000 | PA      | $294054.48    | 0.01%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    580000 | PA      | $537660.00    | 0.01%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 50048MCQ1<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    435000 | PA      | $425873.70    | 0.01%             | 2024-02-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $740040.00    | 0.01%             | 2025-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HKT Capital No 4 Ltd                                      | HKT Capital No 4 Ltd                                                             | CUSIP: 000000000<br>LEI: 254900MLP05EG5KFTB45 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $186520.00    | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                  | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    102000 | PA      | $94137.84     | 0.00%             | 2027-10-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EPCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8107 | PA      | $8127.66      | 0.00%             | 2044-12-01      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                    | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    606000 | PA      | $572966.94    | 0.01%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $322374.80    | 0.01%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 65559CAC5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    210000 | PA      | $198468.90    | 0.00%             | 2024-05-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                              | AutoZone Inc                                                                     | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    485000 | PA      | $483695.35    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                      | Abu Dhabi Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1800000 | PA      | $1737900.00   | 0.03%             | 2027-10-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                  | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    102000 | PA      | $98399.40     | 0.00%             | 2025-09-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43151.40     | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                          | Ryder System Inc                                                                 | CUSIP: 78355HKR9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44916.49     | 0.00%             | 2025-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016850.00   | 0.02%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                      | Petronas Capital Ltd                                                             | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    900000 | PA      | $878247.00    | 0.02%             | 2025-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4764867.21   | 0.09%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                    | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $184269.75    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DIB SUKUK LTD                                             | DIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300U3ZMUHC2JQLL56 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $569304.00    | 0.01%             | 2026-01-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    968000 | PA      | $872768.16    | 0.02%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA FUNDI                                  | Finance of America Funding LLC                                                   | CUSIP: 317386AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $92205.00     | 0.00%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| SAUDI ELEC GLB SUKUK                                      | Saudi Electricity Global Sukuk Co 5                                              | CUSIP: 000000000<br>LEI: 549300WDKWTRF2HVF283 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $419890.50    | 0.01%             | 2025-09-17      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                         | Triumph Group Inc                                                                | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222327.20    | 0.00%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    352000 | PA      | $345030.40    | 0.01%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                              | CUSIP: 025816BW8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-08-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                   | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148672.85    | 0.00%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| LABL INC                                                  | LABL Inc                                                                         | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    290000 | PA      | $275784.20    | 0.01%             | 2027-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 29874QAY0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   2538000 | PA      | $2424170.70   | 0.05%             | 2024-09-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/HONG KONG                                   | Bank of China Ltd/Hong Kong                                                      | CUSIP: 000000000<br>LEI: 549300OGSFI8KL1WUU09 | Long             | DBT              | CORP              | CN        |    600000 | PA      | $553464.00    | 0.01%             | 2025-06-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                    | Discover Financial Services                                                      | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    262000 | PA      | $259065.60    | 0.01%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                            | S&P Global Inc                                                                   | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    495000 | PA      | $460102.50    | 0.01%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                             | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $999514.00    | 0.02%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                        | Roche Holdings Inc                                                               | CUSIP: 771196BJ0<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48273.00     | 0.00%             | 2025-11-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRATHCONA RESOURCES                                      | Strathcona Resources Ltd/Alberta                                                 | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $189446.40    | 0.00%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147718.50    | 0.00%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                  | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    715000 | PA      | $703045.20    | 0.01%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL BANK OF DUBAI                                  | Commercial Bank of Dubai PSC                                                     | CUSIP: 000000000<br>LEI: 2138002DQL2YD4S8HE87 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $197666.00    | 0.00%             | 2026-04-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                         | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $194198.00    | 0.00%             | 2025-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABK2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    341000 | PA      | $344454.33    | 0.01%             | 2025-04-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                         | Hyatt Hotels Corp                                                                | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    404000 | PA      | $407781.44    | 0.01%             | 2025-04-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                     | Evergy Kansas Central Inc                                                        | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27998.70     | 0.00%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    415000 | PA      | $418166.45    | 0.01%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JOY TRSR ASSETS HLD                                       | Joy Treasure Assets Holdings Inc                                                 | CUSIP: 000000000<br>LEI: 2549002TXU15P8D3F498 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $571188.00    | 0.01%             | 2024-09-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                  | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181201.95    | 0.00%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                               | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524000.00    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    251000 | PA      | $231936.55    | 0.00%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $562116.90    | 0.01%             | 2025-08-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                     | Nabors Industries Inc                                                            | CUSIP: 62957HAH8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89462.56     | 0.00%             | 2025-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                        | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    300000 | PA      | $313071.00    | 0.01%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 43858AAG5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $205186.00    | 0.00%             | 2028-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                     | Keysight Technologies Inc                                                        | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    176000 | PA      | $175158.72    | 0.00%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION MERGER SUB                                  | Constellation Merger Sub Inc                                                     | CUSIP: 210374AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $160215.55    | 0.00%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                     | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1111424.64   | 0.02%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                 | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    263000 | PA      | $258037.19    | 0.01%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                       | Africa Finance Corp                                                              | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $382596.00    | 0.01%             | 2026-04-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $645700.80    | 0.01%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                  | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71915.25     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BK OF CHINA/JOHANNESBURG                                  | Bank of China Ltd/Johannesburg                                                   | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $189222.00    | 0.00%             | 2025-02-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1105324.00   | 0.02%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                             | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    636000 | PA      | $623877.84    | 0.01%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                     | Novartis Capital Corp                                                            | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154139.20    | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                   | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    730000 | PA      | $666234.50    | 0.01%             | 2030-09-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Affinion Group, Inc.                                      | AFFINION WARRNAT A                                                               | CUSIP: 000000000<br>LEI: T9OUIBIU0EIG4W07U515 | N/A              | DE               |  | US        |       108 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1945390.62   | 0.04%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                                  | BCPE Ulysses Intermediate Inc                                                    | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $126925.40    | 0.00%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11685851 | PA      | $10985230.74  | 0.22%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    622000 | PA      | $614585.76    | 0.01%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JP0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1340000 | PA      | $1257067.40   | 0.02%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DELHI INTL AIRPORT                                        | Delhi International Airport Ltd                                                  | CUSIP: 000000000<br>LEI: 335800HBF5DARYMEUD12 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $194084.00    | 0.00%             | 2026-10-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                | USI Inc/NY                                                                       | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $290563.36    | 0.01%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCEAN LAUREL CO LTD                                       | Ocean Laurel Co Ltd                                                              | CUSIP: 000000000<br>LEI: 300300R2QRRSUO439N33 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $180512.00    | 0.00%             | 2025-10-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                       | Dollar General Corp                                                              | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250280.00    | 0.00%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    320000 | PA      | $319097.60    | 0.01%             | 2025-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490897 | PA      | $474549.23    | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                             | TransDigm Inc                                                                    | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    420000 | PA      | $414762.60    | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    372000 | PA      | $344204.16    | 0.01%             | 2025-10-14      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                  | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AD3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19574.20     | 0.00%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                       | Toyota Auto Receivables 2022-B Owner Trust                                       | CUSIP: 89238FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4855403.20   | 0.10%             | 2026-09-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| RAK Capital                                               | RAK Capital                                                                      | CUSIP: 000000000<br>LEI: 549300F0KUUDMGB5G459 | Long             | DBT              | NUSS              | KY        |    500000 | PA      | $486585.00    | 0.01%             | 2025-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    365000 | PA      | $355119.45    | 0.01%             | 2027-08-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 29278GAL2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $600462.50    | 0.01%             | 2024-09-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                        | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    592000 | PA      | $556562.88    | 0.01%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AID-ISRAEL                                                | Israel Government AID Bond                                                       | CUSIP: 46513EFF4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    380000 | PA      | $380953.80    | 0.01%             | 2023-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY PART LP/FIN CO                                  | NGL Energy Partners LP / NGL Energy Finance Corp                                 | CUSIP: 62913TAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $147325.00    | 0.00%             | 2025-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| FED REPUBLIC OF BRAZIL                                    | Brazilian Government International Bond                                          | CUSIP: 105756BX7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1025000 | PA      | $1067178.75   | 0.02%             | 2026-04-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Starbucks Corp                                            | Starbucks Corp                                                                   | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    636000 | PA      | $625213.44    | 0.01%             | 2025-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                   | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33533.15     | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CHINA RESOURCES LAND LTD                                  | China Resources Land Ltd                                                         | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $578868.00    | 0.01%             | 2024-12-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132A9U21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544078 | PA      | $535680.83    | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBJ0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    742000 | PA      | $734876.80    | 0.01%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MASHREQBANK PSC                                           | Mashreqbank PSC                                                                  | CUSIP: 000000000<br>LEI: 5493000SA3K24EQKA103 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $197144.00    | 0.00%             | 2024-02-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                   | Simon Property Group LP                                                          | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    534000 | PA      | $476253.24    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                      | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     65000 | PA      | $61048.00     | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2A3<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   1680000 | PA      | $1522936.80   | 0.03%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1176596.28   | 0.02%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| IND & COM B C/DUBAI DIFC                                  | Industrial & Commercial Bank of China Ltd/Dubai DIFC                             | CUSIP: 000000000<br>LEI: 254900RYF4STUN5BW294 | Long             | DBT              | CORP              | CN        |    600000 | PA      | $601116.00    | 0.01%             | 2024-10-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                     | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    285000 | PA      | $265822.35    | 0.01%             | 2025-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                  | Met Tower Global Funding                                                         | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    635000 | PA      | $562229.00    | 0.01%             | 2026-09-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    398000 | PA      | $394740.38    | 0.01%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                             | DISH DBS Corp                                                                    | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $812037.80    | 0.02%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                           | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143489.64    | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RONGSHI INTERNATIONAL FI                                  | Rongshi International Finance Ltd                                                | CUSIP: 000000000<br>LEI: 5493002NOQBAWLD8YZ55 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $364544.00    | 0.01%             | 2025-11-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    455000 | PA      | $461611.15    | 0.01%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    542000 | PA      | $532981.12    | 0.01%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VCR3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    687000 | PA      | $673321.83    | 0.01%             | 2024-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    870000 | PA      | $807003.30    | 0.02%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301833.00    | 0.01%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK SIX                                        | CBB International Sukuk Co 6 Spc                                                 | CUSIP: 000000000<br>LEI: 549300P2F38IW8F2KB46 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $200082.00    | 0.00%             | 2025-03-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                    | Synovus Financial Corp                                                           | CUSIP: 87161CAN5<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    537000 | PA      | $536156.91    | 0.01%             | 2025-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209569.80    | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74776.20     | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                  | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $235996.10    | 0.00%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                    | AmerisourceBergen Corp                                                           | CUSIP: 03073EAL9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    414000 | PA      | $405980.82    | 0.01%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                  | CUSIP: 95000CBB8<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4799977.55   | 0.09%             | 2059-01-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                                              | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    780000 | PA      | $703053.00    | 0.01%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                          | BAT Capital Corp                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    277000 | PA      | $271576.34    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186990.00    | 0.00%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                              | Highmark Inc                                                                     | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    586000 | PA      | $525337.28    | 0.01%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                         | Tampa Electric Co                                                                | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $482135.50    | 0.01%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807984.00    | 0.02%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                                     | MAF Global Securities Ltd                                                        | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $208044.00    | 0.00%             | 2027-06-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                  | Stanley Black & Decker Inc                                                       | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187710.90    | 0.00%             | 2026-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HBZ7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335474.60    | 0.01%             | 2025-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    335000 | PA      | $300729.50    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    512000 | PA      | $485606.40    | 0.01%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                            | Albemarle Corp                                                                   | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198928.00    | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA FINANCE 2015                                  | China Cinda Finance 2015 I Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    800000 | PA      | $777104.00    | 0.02%             | 2025-04-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $15160937.50  | 0.30%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                          | Ryder System Inc                                                                 | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83362.50     | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $392708.00    | 0.01%             | 2027-01-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1595346.34   | 0.03%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Banco General SA                                          | Banco General SA                                                                 | CUSIP: 000000000<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $191794.00    | 0.00%             | 2027-08-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Vector Group Ltd                                          | Vector Group Ltd                                                                 | CUSIP: 92240MBJ6<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256703.40    | 0.01%             | 2026-11-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                      | CUSIP: 61762MBY6<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $947868.77    | 0.02%             | 2046-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                  | Development Bank of Kazakhstan JSC                                               | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $201204.00    | 0.00%             | 2025-05-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VANKE REAL ESTATE HK                                      | Vanke Real Estate Hong Kong Co Ltd                                               | CUSIP: 000000000<br>LEI: 25490078APAXS5NZGF08 | Long             | DBT              | CORP              | HK        |    600000 | PA      | $594588.00    | 0.01%             | 2024-03-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    400000 | PA      | $136780.00    | 0.00%             | 2024-06-28      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ETQP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135271 | PA      | $133490.03    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                    | HP Inc                                                                           | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447282.00    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HENAN RAILWAY INV                                         | Henan Railway Construction & Investment Group Co Ltd                             | CUSIP: 000000000<br>LEI: 300300EX8HF061VKMX60 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $183538.00    | 0.00%             | 2025-01-26      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                       | Silgan Holdings Inc                                                              | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    227000 | PA      | $202992.48    | 0.00%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    235000 | PA      | $248641.75    | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214502.40    | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                                         | ACI Worldwide Inc                                                                | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208011.30    | 0.00%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                      | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $224179.90    | 0.00%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $10974414.12  | 0.21%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368797.50    | 0.01%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN AIRLINES 13-1A                                   | Hawaiian Airlines 2013-1 Class A Pass Through Certificates                       | CUSIP: 419838AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73926 | PA      | $65061.96     | 0.00%             | 2026-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| GREENKO SOLAR MAURITIUS                                   | Greenko Solar Mauritius Ltd                                                      | CUSIP: 000000000<br>LEI: 2138007S1PL541B3KP92 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $192074.00    | 0.00%             | 2025-01-29      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                           | TripAdvisor Inc                                                                  | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231046.50    | 0.00%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    275000 | PA      | $267616.25    | 0.01%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                       | Kimco Realty OP LLC                                                              | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     25000 | PA      | $23880.75     | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                     | CUSIP: 747525AT0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    795000 | PA      | $778638.90    | 0.02%             | 2024-05-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 742718FY0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    850000 | PA      | $849745.00    | 0.02%             | 2026-01-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                       | CUSIP: 717081DM2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    577000 | PA      | $568702.74    | 0.01%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK PRGM SPC                                   | CBB International Sukuk Programme Co WLL                                         | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $194486.00    | 0.00%             | 2027-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLUESTAR FIN HOLDINGS                                     | Bluestar Finance Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 300300294ZKDSAV43I87 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192652.00    | 0.00%             | 2024-07-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                     | GFL Environmental Inc                                                            | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $222630.80    | 0.00%             | 2025-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 50048MCW8<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    800000 | PA      | $726216.00    | 0.01%             | 2025-09-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437795.00    | 0.01%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DAH SING BANK LTD                                         | Dah Sing Bank Ltd                                                                | CUSIP: 000000000<br>LEI: 54930092R8KXPUNCUI17 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $224775.00    | 0.00%             | 2031-11-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                    | Millennium Escrow Corp                                                           | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $236323.80    | 0.00%             | 2026-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL                                        | Dexia Credit Local SA                                                            | CUSIP: 25214BAY0<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |   1220000 | PA      | $1160805.60   | 0.02%             | 2024-10-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                      | East Ohio Gas Co/The                                                             | CUSIP: 27409LAA1<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    833000 | PA      | $760803.89    | 0.01%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                           | Murphy Oil Corp                                                                  | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113577.06    | 0.00%             | 2025-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                  | National Australia Bank Ltd/New York                                             | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    465000 | PA      | $433798.50    | 0.01%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                  | Discovery Communications LLC                                                     | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    174000 | PA      | $167737.74    | 0.00%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                                  | Indonesia Asahan Aluminium Persero PT                                            | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $396492.00    | 0.01%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30869.65     | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                   | Connecticut Light and Power Co/The                                               | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206756.90    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032427<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3174000 | PA      | $3094824.32   | 0.06%             | 2038-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avation Capital SA                                        | Avation Capital SA                                                               | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $21368.00     | 0.00%             | 2026-10-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                            | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    425000 | PA      | $360463.75    | 0.01%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCL AMERICA INC                                           | HCL America Inc                                                                  | CUSIP: 000000000<br>LEI: 549300CBM0L7W7N2EB94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178428.00    | 0.00%             | 2026-03-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMWW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     18669 | PA      | $18402.82     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $693386.40    | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3843125.00   | 0.08%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                         | General Motors Co                                                                | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    691000 | PA      | $708585.95    | 0.01%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                       | Churchill Downs Inc                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    285000 | PA      | $276612.45    | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA MERCHANTS FINANCE                                   | China Merchants Finance Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493009Q07FRBW4O2I15 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197664.00    | 0.00%             | 2025-08-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2245000 | PA      | $2054848.50   | 0.04%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OCI NV                                                    | OCI NV                                                                           | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |    164000 | PA      | $159758.96    | 0.00%             | 2025-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                        | Studio City Co Ltd                                                               | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    150000 | PA      | $144690.00    | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| NRG Energy Inc                                            | NRG Energy Inc                                                                   | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185155.40    | 0.00%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    400000 | PA      | $391268.00    | 0.01%             | 2026-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 298785JD9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2042000 | PA      | $1879865.20   | 0.04%             | 2025-07-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $326908.20    | 0.01%             | 2025-03-23      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                      | Boston Properties LP                                                             | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    810000 | PA      | $782111.70    | 0.02%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                              | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    635000 | PA      | $605872.55    | 0.01%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                               | Cummins Inc                                                                      | CUSIP: 231021AU0<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    245000 | PA      | $222927.95    | 0.00%             | 2025-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LONDON                                   | Deutsche Bank AG/London                                                          | CUSIP: 25152RXA6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    514000 | PA      | $510381.44    | 0.01%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                  | Transportadora de Gas del Sur SA                                                 | CUSIP: 000000000<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    300000 | PA      | $283323.00    | 0.01%             | 2025-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459056HV2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1184000 | PA      | $1131193.60   | 0.02%             | 2024-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1126282.95   | 0.02%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                      | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $276176.00    | 0.01%             | 2026-02-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $196658.00    | 0.00%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GZ MTR FIN BVI                                            | Guangzhou Metro Investment Finance BVI Ltd                                       | CUSIP: 000000000<br>LEI: 30030026WRIFBEGCB472 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $181522.00    | 0.00%             | 2025-09-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 45950KCX6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $17878.80     | 0.00%             | 2026-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                    | Asian Development Bank                                                           | CUSIP: 045167DN0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    580000 | PA      | $546191.80    | 0.01%             | 2026-04-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE NATIONAL BANK                                  | Philippine National Bank                                                         | CUSIP: 000000000<br>LEI: 549300AFS0UU6SDK2K95 | Long             | DBT              | CORP              | PH        |    400000 | PA      | $384064.00    | 0.01%             | 2024-09-27      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                                | Woori Bank                                                                       | CUSIP: 98105GAK8<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $530466.00    | 0.01%             | 2026-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MINERA Y METALURGICA DEL                                  | Minera y Metalurgica del Boleo SAPI de CV                                        | CUSIP: 000000000<br>LEI: 4469000001C0COTP8392 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $195396.00    | 0.00%             | 2024-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 45939EAD2<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $22588.00     | 0.00%             | 2026-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    695000 | PA      | $667165.25    | 0.01%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                        | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $298462.50    | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                            | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153606.40    | 0.00%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                  | Enbridge Energy Partners LP                                                      | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10230.90     | 0.00%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $18861718.80  | 0.37%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                  | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                       | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $318054.00    | 0.01%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National CineMedia LLC                                    | National CineMedia LLC                                                           | CUSIP: 63530QAH2<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |     50000 | PA      | $1127.50      | 0.00%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                           | TSMC Global Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $722240.00    | 0.01%             | 2025-09-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                                                   | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131549.60    | 0.00%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                                       | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    613000 | PA      | $599464.96    | 0.01%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                        | Turkey Government International Bond                                             | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $617574.00    | 0.01%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PIONEER REWARD LTD                                        | Pioneer Reward Ltd                                                               | CUSIP: 000000000<br>LEI: 213800S7P8CY8UE2TH93 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $736312.00    | 0.01%             | 2026-04-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                          | BOC Aviation Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $543552.00    | 0.01%             | 2026-01-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                            | BankUnited Inc                                                                   | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223121.25    | 0.00%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                         | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    350000 | PA      | $22799.00     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHOTO HOLDINGS MERGER SU                                  | Photo Holdings Merger Sub Inc                                                    | CUSIP: 719245AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $167445.30    | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC SWI                                          | Cloverie PLC for Swiss Reinsurance Co Ltd                                        | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $435919.50    | 0.01%             | 2044-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                   | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65321.10     | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO VOTORANTIM                                          | Banco Votorantim SA                                                              | CUSIP: 000000000<br>LEI: X2EUTZGMHS8RBQFIUS93 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $192582.00    | 0.00%             | 2025-07-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                   | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    390000 | PA      | $379099.50    | 0.01%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                           | Hanesbrands Inc                                                                  | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353966.40    | 0.01%             | 2024-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                    | Power Finance Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $192600.00    | 0.00%             | 2024-09-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAE3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $401480.50    | 0.01%             | 2024-05-21      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                    | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    535000 | PA      | $503809.50    | 0.01%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BEIJING GAS SG CAPITAL                                    | Beijing Gas Singapore Capital Corp                                               | CUSIP: 000000000<br>LEI: 2549007AZAX7HNEIGV36 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $187588.00    | 0.00%             | 2025-01-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254BN9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $575224.65    | 0.01%             | 2025-05-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                         | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175837.07    | 0.00%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $195718.00    | 0.00%             | 2027-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                  | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $250271.30    | 0.00%             | 2027-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                           | Hillenbrand Inc                                                                  | CUSIP: 431571AD0<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170858.50    | 0.00%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                     | DuPont de Nemours Inc                                                            | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    990000 | PA      | $989574.30    | 0.02%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                     | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1422533.00   | 0.03%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                   | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80223.36     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                   | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    566000 | PA      | $559140.08    | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                  | First Quantum Minerals Ltd                                                       | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $386960.00    | 0.01%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                  | NAK Naftogaz Ukraine via Kondor Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $41000.00     | 0.00%             | 2026-11-08      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $62216.05     | 0.00%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                   | Pakistan Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $168324.00    | 0.00%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 59217GEP0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    490000 | PA      | $456792.70    | 0.01%             | 2024-09-27      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802DAK2<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   3510000 | PA      | $3456507.60   | 0.07%             | 2024-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $195158.00    | 0.00%             | 2027-03-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLP POWER HK FINANCE LTD                                  | CLP Power HK Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 254900V6QHCRGVD95V85 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192300.00    | 0.00%             | 2025-02-06      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4035989 | PA      | $3678321.61   | 0.07%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                        | Ford Motor Co                                                                    | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    625000 | PA      | $608787.50    | 0.01%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| CGI INC                                                   | CGI Inc                                                                          | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8958.50      | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATT/FIN CO                                     | Sizzling Platter LLC / Sizzling Platter Finance Corp                             | CUSIP: 830146AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $143788.85    | 0.00%             | 2025-11-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| SM Energy Co                                              | SM Energy Co                                                                     | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191991.15    | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535382 | PA      | $524702.03    | 0.01%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13100000 | PA      | $12067351.63  | 0.24%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                   | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297522.50    | 0.01%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COSL SINGAPORE CAPITAL                                    | COSL Singapore Capital Ltd                                                       | CUSIP: 000000000<br>LEI: 300300WB9ZSCZYXDFJ80 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $558354.00    | 0.01%             | 2025-06-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                                      | Azul Investments LLP                                                             | CUSIP: 000000000<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $121020.00    | 0.00%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                           | Chevron USA Inc                                                                  | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114002.20    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                                     | SURA Asset Management SA                                                         | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    206000 | PA      | $204607.44    | 0.00%             | 2024-04-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XINGSHENG BVI CO LTD                                      | Xingsheng BVI Co Ltd                                                             | CUSIP: 000000000<br>LEI: 3003009S12D3O8EKHR65 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $188164.00    | 0.00%             | 2024-08-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    346000 | PA      | $339464.06    | 0.01%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                         | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    350000 | PA      | $22711.50     | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EWP0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212690.10    | 0.00%             | 2026-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $374796.00    | 0.01%             | 2026-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                    | Mexico City Airport Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $388392.00    | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                     | Civitas Resources Inc                                                            | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    172000 | PA      | $161004.04    | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21500000 | PA      | $20433398.55  | 0.40%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137B7MZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499723 | PA      | $495598.70    | 0.01%             | 2023-10-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| TOWER BERSAMA INFRASTRUC                                  | Tower Bersama Infrastructure Tbk PT                                              | CUSIP: 000000000<br>LEI: 213800ELUARKGNPAPY10 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $181218.00    | 0.00%             | 2027-05-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solut                                    | Mauser Packaging Solutions Holding Co                                            | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    570000 | PA      | $554404.80    | 0.01%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    614000 | PA      | $548437.08    | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                                     | Eco Material Technologies Inc                                                    | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $216657.00    | 0.00%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PL                                          | SEPLAT Energy PLC                                                                | CUSIP: 000000000<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |    400000 | PA      | $348156.00    | 0.01%             | 2026-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    528000 | PA      | $512075.52    | 0.01%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                             | B&G Foods Inc                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    230000 | PA      | $185922.80    | 0.00%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133G6HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264234 | PA      | $254644.78    | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIC                                                     | CITIC Ltd                                                                        | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $187422.00    | 0.00%             | 2027-02-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                              | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    663000 | PA      | $648785.28    | 0.01%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                            | NBK Tier 1 Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $177706.00    | 0.00%             | 2026-08-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                           | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    600000 | PA      | $551736.00    | 0.01%             | 2025-11-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy Inc                                                                  | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23897.75     | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                            | GoTo Group Inc                                                                   | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    405000 | PA      | $204010.65    | 0.00%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                      | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | XX        |    415000 | PA      | $370163.40    | 0.01%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                       | Meritage Homes Corp                                                              | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195900.90    | 0.00%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                  | Mars Inc                                                                         | CUSIP: 571676AA3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    509000 | PA      | $488965.76    | 0.01%             | 2025-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43348 | PA      | $41912.45     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $11588945.37  | 0.23%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                  | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $201738.00    | 0.00%             | 2024-10-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                  | PVH Corp                                                                         | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    420000 | PA      | $413011.20    | 0.01%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                       | Kobe US Midco 2 Inc                                                              | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $59132.00     | 0.00%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BQBZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153558 | PA      | $152717.01    | 0.00%             | 2023-03-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                            | PDC Energy Inc                                                                   | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $319133.10    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    890000 | PA      | $865266.90    | 0.02%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CB3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    685000 | PA      | $622233.45    | 0.01%             | 2025-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                             | CommScope Inc                                                                    | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    645000 | PA      | $618426.00    | 0.01%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Jordan                                         | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    400000 | PA      | $392280.00    | 0.01%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                   | Standard Industries Inc/NJ                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93671.00     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRANSHION BRILLIANT LTD                                   | Franshion Brilliant Ltd                                                          | CUSIP: 000000000<br>LEI: 549300E3ZP4GOU3D4G57 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $361172.00    | 0.01%             | 2026-04-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                      | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    537000 | PA      | $514854.12    | 0.01%             | 2026-02-24      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AES GENER SA                                              | AES Andes SA                                                                     | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $389436.00    | 0.01%             | 2079-03-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    680000 | PA      | $659559.20    | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KFC HLD/PIZZA HUT/TACO                                    | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                   | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317154.50    | 0.01%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1006386.75   | 0.02%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                         | Newell Brands Inc                                                                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231242.00    | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/HONG KONG                                   | Bank of China Ltd/Hong Kong                                                      | CUSIP: 000000000<br>LEI: 549300OGSFI8KL1WUU09 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $384800.00    | 0.01%             | 2024-02-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                    | Lumen Technologies Inc                                                           | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    325000 | PA      | $277936.75    | 0.01%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                       | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    415000 | PA      | $399636.70    | 0.01%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| NORTHRIVER MIDSTREAM FIN                                  | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAA8<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $230371.20    | 0.00%             | 2026-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                      | Waste Management Inc                                                             | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $435475.20    | 0.01%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                   | New Fortress Energy Inc                                                          | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $586225.65    | 0.01%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                              | World Omni Select Auto Trust 2020-A                                              | CUSIP: 98163DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97834 | PA      | $97102.84     | 0.00%             | 2025-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                          | Ventas Realty LP                                                                 | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    346000 | PA      | $335412.40    | 0.01%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                    | Cox Communications Inc                                                           | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    563000 | PA      | $546391.50    | 0.01%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                 | Hess Corp                                                                        | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    635000 | PA      | $620642.65    | 0.01%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                       | PayPal Holdings Inc                                                              | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    808000 | PA      | $756207.20    | 0.01%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15620000 | PA      | $15031199.26  | 0.29%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LT                                  | Dar Al-Arkan Sukuk Co Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $395748.00    | 0.01%             | 2025-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    805000 | PA      | $718599.35    | 0.01%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                  | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    272000 | PA      | $251556.48    | 0.00%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                         | Newell Brands Inc                                                                | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205193.10    | 0.00%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                     | Universal Health Services Inc                                                    | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    390000 | PA      | $343402.80    | 0.01%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A2J9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    433000 | PA      | $415298.96    | 0.01%             | 2024-06-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMIRATES DEVELOPMENT BAN                                  | Emirates Development Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 5493002OSL5GLN4HID57 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $362348.00    | 0.01%             | 2026-06-15      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                  | Microchip Technology Inc                                                         | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    915000 | PA      | $856833.45    | 0.02%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| University of California                                  | UNIV OF CALIFORNIA CA REVENUES                                                   | CUSIP: 91412HGE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $64385.65     | 0.00%             | 2025-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MHP Lux SA                                                | MHP Lux SA                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $96125.00     | 0.00%             | 2026-04-03      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $396248.00    | 0.01%             | 2025-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149579.20    | 0.00%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AECOM                                                     | AECOM                                                                            | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    430000 | PA      | $422470.70    | 0.01%             | 2027-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                      | Physicians Realty LP                                                             | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     25000 | PA      | $24217.50     | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                      | Huarong Finance 2019 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $383964.00    | 0.01%             | 2024-05-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9756250.00   | 0.19%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $190976.00    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                              | JELD-WEN Inc                                                                     | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    170000 | PA      | $150438.10    | 0.00%             | 2025-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FAB SUKUK COMPANY LTD                                     | Fab Sukuk Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300JEV79SSEDKS489 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $365636.00    | 0.01%             | 2026-01-14      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| XI YANG OVERSEAS                                          | Xi Yang Overseas Ltd                                                             | CUSIP: 000000000<br>LEI: 3003009ZR7DEOK6U2J71 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $389488.00    | 0.01%             | 2024-06-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                               | CUSIP: 437076BC5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    611000 | PA      | $605195.50    | 0.01%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                     | Owl Rock Capital Corp                                                            | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    379000 | PA      | $356786.81    | 0.01%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                 | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    257000 | PA      | $251816.31    | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                    | Asian Development Bank                                                           | CUSIP: 045167CY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     12000 | PA      | $11489.76     | 0.00%             | 2025-03-19      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Chevron Corp                                              | Chevron Corp                                                                     | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $206709.60    | 0.00%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                  | Wisconsin Public Service Corp                                                    | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    495000 | PA      | $504508.95    | 0.01%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1536000 | PA      | $1381248.00   | 0.03%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                                         | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296445.00    | 0.01%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                                      | Amkor Technology Inc                                                             | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250872.50    | 0.00%             | 2027-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    382000 | PA      | $351443.82    | 0.01%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                                       | GTCR AP Finance Inc                                                              | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $201297.70    | 0.00%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECOBANK TRANSNATIONAL                                     | Ecobank Transnational Inc                                                        | CUSIP: 000000000<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |    200000 | PA      | $200364.00    | 0.00%             | 2024-04-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                        | Diageo Capital PLC                                                               | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $796949.40    | 0.02%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                                         | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $860139.00    | 0.02%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                    | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    771000 | PA      | $706714.02    | 0.01%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                  | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171353.00    | 0.00%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| OVERSEA-CHINESE BANKING                                   | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAC3<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    485000 | PA      | $480358.55    | 0.01%             | 2024-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LANNETT CO INC                                            | Lannett Co Inc                                                                   | CUSIP: 51602UAD0<br>LEI: 5299001DJ6C90XX17G45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $38592.00     | 0.00%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CMB INTERNATIONAL LEASIN                                  | CMB International Leasing Management Ltd                                         | CUSIP: 000000000<br>LEI: 5493003RO1EBM4E5IG13 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $386860.00    | 0.01%             | 2024-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                  | Amcor Flexibles North America Inc                                                | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    327000 | PA      | $320165.70    | 0.01%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                                  | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op  | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $436964.00    | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI INFRA ESC HLDGS LLC                                  | FTAI Infra Escrow Holdings LLC                                                   | CUSIP: 30327TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $211413.30    | 0.00%             | 2027-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                   | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    650000 | PA      | $600457.00    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CMS INTNTNL GEMSTONE                                      | CMS International Gemstone Ltd                                                   | CUSIP: 000000000<br>LEI: 9845001AE6C993CB8D75 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $373764.00    | 0.01%             | 2024-09-16      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195211.70    | 0.00%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1085906.25   | 0.02%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 43858AAC4<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $721120.00    | 0.01%             | 2026-02-02      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                        | Murphy Oil USA Inc                                                               | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127652.20    | 0.00%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                          | Ventas Realty LP                                                                 | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     55000 | PA      | $53018.35     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                     | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPL1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    620000 | PA      | $592608.40    | 0.01%             | 2025-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                  | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AH2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158241.60    | 0.00%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                     | Unilever Capital Corp                                                            | CUSIP: 904764BB2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109355.68    | 0.00%             | 2025-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128283D0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $6947156.23   | 0.14%             | 2024-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                          | Ryder System Inc                                                                 | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    305000 | PA      | $273472.15    | 0.01%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                   | American Airlines Group Inc                                                      | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $219692.10    | 0.00%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BOXER PARENT CO INC                                       | Boxer Parent Co Inc                                                              | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268226.10    | 0.01%             | 2025-10-02      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1060341.30   | 0.02%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCT BANK/HK                                   | China Construction Bank Corp/Hong Kong                                           | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $190912.00    | 0.00%             | 2024-04-22      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    685000 | PA      | $676341.60    | 0.01%             | 2028-08-22      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                       | Delta Air Lines Inc                                                              | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    390000 | PA      | $372060.00    | 0.01%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J9D65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724221 | PA      | $700241.18    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $176566.00    | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                  | China Cinda 2020 I Management Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $375500.00    | 0.01%             | 2025-03-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                    | Chubb INA Holdings Inc                                                           | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87438.60     | 0.00%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1305915.60   | 0.03%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NANYANG COMMERCIAL BANK                                   | Nanyang Commercial Bank Ltd                                                      | CUSIP: 000000000<br>LEI: SC4P6WZO702RYEIU7J93 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $240447.50    | 0.00%             | 2029-11-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                     | Bausch Health Cos Inc                                                            | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $627105.60    | 0.01%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CICC HK FINANCE 2016 MTN                                  | CICC Hong Kong Finance 2016 MTN Ltd                                              | CUSIP: 000000000<br>LEI: 529900N4NO8N9ILCZC31 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $367432.00    | 0.01%             | 2026-01-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    820000 | PA      | $811824.60    | 0.02%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                         | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    525000 | PA      | $502860.75    | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                          | Gerdau Trade Inc                                                                 | CUSIP: 000000000<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $198560.00    | 0.00%             | 2027-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    335000 | PA      | $342969.65    | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KCA DEUTAG UK FINANCE PL                                  | KCA Deutag UK Finance PLC                                                        | CUSIP: 000000000<br>LEI: 529900T5G3VI71LSI184 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193580.00    | 0.00%             | 2025-12-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132LKA83<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     24215 | PA      | $23442.22     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $204407.55    | 0.00%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                  | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    935000 | PA      | $922068.95    | 0.02%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 99 ESCROW ISSUER INC                                      | 99 Escrow Issuer Inc                                                             | CUSIP: 65442QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $70841.20     | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    470000 | PA      | $482939.10    | 0.01%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Legrand France SA                                         | Legrand France SA                                                                | CUSIP: 524671AA2<br>LEI: 969500TJLHIZLFRWEQ48 | Long             | DBT              | CORP              | FR        |    373000 | PA      | $403097.37    | 0.01%             | 2025-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING                                           | Affinity Gaming                                                                  | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $200401.60    | 0.00%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                 | Hana Bank                                                                        | CUSIP: 000000000<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $195614.00    | 0.00%             | 2024-10-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $999011.15    | 0.02%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                       | SA Global Sukuk Ltd                                                              | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $568290.00    | 0.01%             | 2024-06-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1539013.77   | 0.03%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                        | Roche Holdings Inc                                                               | CUSIP: 771196BK7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189466.00    | 0.00%             | 2026-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMTJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    273630 | PA      | $264732.44    | 0.01%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    930000 | PA      | $866202.00    | 0.02%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GFH SUKUK LTD                                             | GFH Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    400000 | PA      | $401372.00    | 0.01%             | 2025-01-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    515000 | PA      | $466605.45    | 0.01%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                            | CUSIP: 882508BB9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    182000 | PA      | $177575.58    | 0.00%             | 2024-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9320.30      | 0.00%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                           | Hanesbrands Inc                                                                  | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    405000 | PA      | $378679.05    | 0.01%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Kilroy Realty LP                                          | Kilroy Realty LP                                                                 | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    360000 | PA      | $348210.00    | 0.01%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                        | Huarong Finance II Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $776624.00    | 0.02%             | 2025-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                   | DCP Midstream Operating LP                                                       | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    297000 | PA      | $302224.23    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     10000 | PA      | $9706.10      | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                       | Hudbay Minerals Inc                                                              | CUSIP: 000000000<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $368504.00    | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust Inc                                                      | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    230000 | PA      | $222538.80    | 0.00%             | 2025-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                           | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    950000 | PA      | $868281.00    | 0.02%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                               | CUSIP: 907818DY1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    273000 | PA      | $266879.34    | 0.01%             | 2025-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $221088.00    | 0.00%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| PROMONTORIA HOLDING                                       | Promontoria Holding 264 BV                                                       | CUSIP: 74349MAA4<br>LEI: 54930014SXEXD3RX1509 | Long             | DBT              | CORP              | NL        |    185000 | PA      | $174945.25    | 0.00%             | 2027-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                               | TJX Cos Inc/The                                                                  | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    205000 | PA      | $190803.75    | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                        | Viking Cruises Ltd                                                               | CUSIP: 92676XAC1<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    113000 | PA      | $103488.79    | 0.00%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                     | Lincoln National Corp                                                            | CUSIP: 534187BE8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    196000 | PA      | $190496.32    | 0.00%             | 2025-03-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                     | CMG Media Corp                                                                   | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $336186.90    | 0.01%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                       | Dollar General Corp                                                              | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158598.40    | 0.00%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 2027A0HR3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $197110.00    | 0.00%             | 2025-12-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 641062BA1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891171.00    | 0.02%             | 2025-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                    | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    355000 | PA      | $319098.85    | 0.01%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                   | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $227445.75    | 0.00%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                       | Diebold Nixdorf Inc                                                              | CUSIP: 253651AD5<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    309000 | PA      | $203343.63    | 0.00%             | 2025-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| BANCO BTG PACTUAL/CAYMAN                                  | Banco BTG Pactual SA/Cayman Islands                                              | CUSIP: 05971BAE9<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $386480.00    | 0.01%             | 2025-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ARIZONA PUBLIC SERVICE                                    | Arizona Public Service Co                                                        | CUSIP: 040555CS1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    132000 | PA      | $126859.92    | 0.00%             | 2025-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Videotron Ltd                                             | Videotron Ltd                                                                    | CUSIP: 92660FAG9<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249045.00    | 0.00%             | 2024-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                          | Greenko Dutch BV                                                                 | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    382000 | PA      | $341721.92    | 0.01%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                       | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265115.20    | 0.01%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    653000 | PA      | $623295.03    | 0.01%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    655000 | PA      | $635009.40    | 0.01%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2016-C35                                   | CUSIP: 95000FAT3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $934878.25    | 0.02%             | 2048-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                    | Fells Point Funding Trust                                                        | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $127470.28    | 0.00%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211304.15    | 0.00%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                                  | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $190958.00    | 0.00%             | 2027-03-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                               | Textron Inc                                                                      | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47891.50     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCD2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    485000 | PA      | $479771.70    | 0.01%             | 2025-07-13      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                               | Geopark Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $178110.00    | 0.00%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY LLC                                      | FORESIGHT ENERGY LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       112 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HYSAN MTN LTD                                             | Hysan MTN Ltd                                                                    | CUSIP: 000000000<br>LEI: 2549006HEQ2V3JUMNQ45 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $185892.00    | 0.00%             | 2027-06-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $703544.40    | 0.01%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                               | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169503.25    | 0.00%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                         | Korea International Bond                                                         | CUSIP: 50064FAE4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $204776.00    | 0.00%             | 2025-11-03      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $458679.00    | 0.01%             | 2024-07-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $172854.00    | 0.00%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                      | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     45000 | PA      | $41217.30     | 0.00%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                    | Northwest Pipeline LLC                                                           | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116212.80    | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                                       | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    597000 | PA      | $573621.48    | 0.01%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SGSP AUSTRALIA ASSETS                                     | SGSP Australia Assets Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $187934.00    | 0.00%             | 2026-07-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464544.30    | 0.01%             | 2027-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $179972.00    | 0.00%             | 2026-03-24      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    504000 | PA      | $483159.60    | 0.01%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Brink's Co/The                                            | Brink's Co/The                                                                   | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    280000 | PA      | $262648.40    | 0.01%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                  | NextEra Energy Operating Partners LP                                             | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235500.00    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    495000 | PA      | $457667.10    | 0.01%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2345309.00   | 0.05%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                  | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $215395.40    | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                    | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    324796 | PA      | $301826.43    | 0.01%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BK OF COMMUNICATIONS/HK                                   | Bank of Communications Co Ltd/Hong Kong                                          | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $365412.00    | 0.01%             | 2025-09-10      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $515812.50    | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                              | SM Energy Co                                                                     | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175773.60    | 0.00%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AN0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160742.40    | 0.00%             | 2025-01-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                   | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1550000 | PA      | $1389978.00   | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $21393281.36  | 0.42%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                       | Africa Finance Corp                                                              | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $187570.00    | 0.00%             | 2025-06-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust Inc                                                      | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    180000 | PA      | $171018.00    | 0.00%             | 2024-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                      | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90470.04     | 0.00%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    525000 | PA      | $480128.25    | 0.01%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                               | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218242.40    | 0.00%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                            | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $512475.00    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                  | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    745000 | PA      | $708904.75    | 0.01%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                   | Meituan                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $363744.00    | 0.01%             | 2025-10-28      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17329FXG4<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184846.35    | 0.00%             | 2024-06-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS                                   | Wesco Aircraft Holdings Inc                                                      | CUSIP: 97789LAB2<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |    470000 | PA      | $314730.80    | 0.01%             | 2026-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $627455.40    | 0.01%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                     | CUSIP: 863667AF8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    416000 | PA      | $408304.00    | 0.01%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                          | Enel Americas SA                                                                 | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    459000 | PA      | $448410.87    | 0.01%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                    | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    545000 | PA      | $533484.15    | 0.01%             | 2025-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                       | Moody's Corp                                                                     | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115759.88    | 0.00%             | 2024-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                  | Olympus Water US Holding Corp                                                    | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137097.80    | 0.00%             | 2027-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    405000 | PA      | $361822.95    | 0.01%             | 2026-02-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138MKSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138698 | PA      | $134283.46    | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    877000 | PA      | $888234.37    | 0.02%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J9W56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235608 | PA      | $232505.80    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    930000 | PA      | $875353.20    | 0.02%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406HCX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    492000 | PA      | $481663.08    | 0.01%             | 2024-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                  | EQM Midstream Partners LP                                                        | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167429.60    | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    801000 | PA      | $750761.28    | 0.01%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                   | Digital Realty Trust LP                                                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    785000 | PA      | $803266.95    | 0.02%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 902674YU8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    745000 | PA      | $697275.30    | 0.01%             | 2025-01-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                     | Owl Rock Capital Corp                                                            | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98906.90     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X4Z66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177353 | PA      | $174049.09    | 0.00%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                              | CubeSmart LP                                                                     | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     82000 | PA      | $79849.96     | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                    | Reliance Standard Life Global Funding II                                         | CUSIP: 75951AAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23632.25     | 0.00%             | 2025-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $386248.00    | 0.01%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DIANJIAN HAIYU LTD                                        | Dianjian Haiyu Ltd                                                               | CUSIP: 000000000<br>LEI: 30030053J86AJARAGD28 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197822.00    | 0.00%             | 2024-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                               | CUSIP: 05565EBK0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    864000 | PA      | $850703.04    | 0.02%             | 2025-04-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                         | USAA Capital Corp                                                                | CUSIP: 90327QD71<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    390000 | PA      | $370281.60    | 0.01%             | 2024-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $545172.00    | 0.01%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     63000 | PA      | $61896.24     | 0.00%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                          | Kuwait International Government Bond                                             | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2000000 | PA      | $1972440.00   | 0.04%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EnPro Industries Inc                                      | EnPro Industries Inc                                                             | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172509.75    | 0.00%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    305000 | PA      | $295828.65    | 0.01%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK PRGM SPC                                   | CBB International Sukuk Programme Co WLL                                         | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |    400000 | PA      | $394884.00    | 0.01%             | 2027-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $571722.00    | 0.01%             | 2027-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1385127.60   | 0.03%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| W & T OFFSHORE INC                                        | W&T Offshore Inc                                                                 | CUSIP: 92922PAM8<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127185.00    | 0.00%             | 2026-02-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NCB TIER 1 SUKUK LTD                                      | NCB Tier 1 Sukuk Ltd                                                             | CUSIP: 000000000<br>LEI: 549300DJLY2JZABDD193 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $557970.00    | 0.01%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23900000 | PA      | $22751679.81  | 0.45%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                                  | Agile Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $92757.00     | 0.00%             | 2024-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                   | Banco del Estado de Chile                                                        | CUSIP: 05968AAG1<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $382440.00    | 0.01%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    865000 | PA      | $818445.70    | 0.02%             | 2026-01-30      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| KUWAIT PROJECTS CO SPC L                                  | Kuwait Projects Co SPC Ltd                                                       | CUSIP: 000000000<br>LEI: 254900BQTJEWBK1TAN59 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $351104.00    | 0.01%             | 2026-10-29      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                                  | Enel Finance America LLC                                                         | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534875.00    | 0.01%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16460000 | PA      | $15015892.27  | 0.29%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                  | Brandywine Operating Partnership LP                                              | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     60000 | PA      | $51721.80     | 0.00%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    645000 | PA      | $623902.05    | 0.01%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                        | Sonoco Products Co                                                               | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    325000 | PA      | $295860.50    | 0.01%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMU35<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    108768 | PA      | $105266.89    | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2H9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    724000 | PA      | $656783.84    | 0.01%             | 2025-11-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                | Cigna Corp                                                                       | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    515000 | PA      | $506028.70    | 0.01%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                  | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711AW0<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    430000 | PA      | $420260.50    | 0.01%             | 2025-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                         | CUSIP: 571676AJ4<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123683.00    | 0.00%             | 2026-07-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                | Akbank TAS                                                                       | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $190466.00    | 0.00%             | 2025-03-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SFG INTERNATIONAL HLDN                                    | SFG International Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: 655600KRWZA1ZZVAWX21 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $350616.00    | 0.01%             | 2026-06-03      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $512470.00    | 0.01%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| JERA CO INC                                               | JERA Co Inc                                                                      | CUSIP: 000000000<br>LEI: 353800OO5E7W1FV1SB75 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $187384.00    | 0.00%             | 2027-04-14      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                   | Public Service Electric and Gas Co                                               | CUSIP: 74456QCF1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55906.64     | 0.00%             | 2026-03-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                    | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357147.45    | 0.01%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6251425.77   | 0.12%             | 2024-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                    | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    804000 | PA      | $817370.52    | 0.02%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                  | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    495000 | PA      | $440703.45    | 0.01%             | 2026-11-12      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $977059.80    | 0.02%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    205000 | PA      | $204913.90    | 0.00%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    290000 | PA      | $272028.70    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $368476.00    | 0.01%             | 2025-09-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                    | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    405000 | PA      | $392246.55    | 0.01%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| POWER SECTOR ASSETS & LI                                  | Power Sector Assets & Liabilities Management Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    500000 | PA      | $519285.00    | 0.01%             | 2024-12-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    455000 | PA      | $392856.10    | 0.01%             | 2028-04-14      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    364000 | PA      | $313848.08    | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                               | Exelon Corp                                                                      | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    365000 | PA      | $340807.80    | 0.01%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMG SUKUK LTD                                             | EMG SUKUK Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300ZBBW15DAXN4O07 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $396272.00    | 0.01%             | 2024-06-18      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                        | Ameren Illinois Co                                                               | CUSIP: 02361DAP5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89509.56     | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                   | Korea National Oil Corp                                                          | CUSIP: 50066RAB2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $372788.00    | 0.01%             | 2026-04-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    865000 | PA      | $855147.65    | 0.02%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAJ2<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $366332.25    | 0.01%             | 2026-01-23      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWC85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    784083 | PA      | $762677.85    | 0.01%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                              | Evergy Metro Inc                                                                 | CUSIP: 485134BP4<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111985.85    | 0.00%             | 2025-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    800000 | PA      | $779680.00    | 0.02%             | 2024-04-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    725000 | PA      | $685973.25    | 0.01%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                  | Packaging Corp of America                                                        | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143924.76    | 0.00%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                          | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    562000 | PA      | $522384.62    | 0.01%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    893000 | PA      | $912440.61    | 0.02%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROCC HOLDINGS LLC                                         | ROCC Holdings LLC                                                                | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187434.60    | 0.00%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                | VMware Inc                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    930000 | PA      | $824110.20    | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 756109AZ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    520000 | PA      | $459851.60    | 0.01%             | 2026-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp                                             | Rite Aid Corp                                                                    | CUSIP: 767754AJ3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     53000 | PA      | $24148.39     | 0.00%             | 2027-02-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| CNOOC FINANCE 2015 US                                     | CNOOC Finance 2015 USA LLC                                                       | CUSIP: 12634MAB6<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970800.00    | 0.02%             | 2025-05-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HEY4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    425000 | PA      | $398110.25    | 0.01%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VAZ2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $284481.00    | 0.01%             | 2025-03-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                  | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAA0<br>LEI: 549300Q10QN3IXF3HZ69 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220821.75    | 0.00%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449392.50    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                | Leidos Inc                                                                       | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    341000 | PA      | $331209.89    | 0.01%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALFA S.A.                                                 | Alfa SAB de CV                                                                   | CUSIP: 000000000<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $198940.00    | 0.00%             | 2024-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                    | National Securities Clearing Corp                                                | CUSIP: 637639AB1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    910000 | PA      | $850167.50    | 0.02%             | 2025-04-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1077000 | PA      | $1007878.14   | 0.02%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                       | Invesco Finance PLC                                                              | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    219000 | PA      | $215279.19    | 0.00%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                      | Republic of Italy Government International Bond                                  | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1280000 | PA      | $1133363.20   | 0.02%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                     | Pinnacle West Capital Corp                                                       | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    450000 | PA      | $413316.00    | 0.01%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406FAC7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175866.55    | 0.00%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                         | Hyatt Hotels Corp                                                                | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    237000 | PA      | $236421.72    | 0.00%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    605000 | PA      | $528128.70    | 0.01%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAL7<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    470000 | PA      | $460087.70    | 0.01%             | 2027-06-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                               | CUSIP: 05565EBU8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    232000 | PA      | $218704.08    | 0.00%             | 2024-08-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                       | Allegiant Travel Co                                                              | CUSIP: 01748XAC6<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50144.00     | 0.00%             | 2024-02-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                                | US Bancorp                                                                       | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46889.00     | 0.00%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1641828.30   | 0.03%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                       | Activision Blizzard Inc                                                          | CUSIP: 00507VAM1<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48032.50     | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                   | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     10000 | PA      | $9520.40      | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154DE6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $191438.00    | 0.00%             | 2024-02-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                   | Bank of New York Mellon/The                                                      | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317198.70    | 0.01%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                   | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAB4<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134495.10    | 0.00%             | 2026-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154DH9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $188958.00    | 0.00%             | 2024-06-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                     | Novartis Capital Corp                                                            | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1269980.88   | 0.02%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WESTWOOD GRP HOLD LTD                                     | Westwood Group Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 3003007KOE53GY4D8864 | Long             | DBT              | CORP              | HK        |    600000 | PA      | $540930.00    | 0.01%             | 2026-01-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GUOTAI JUNAN HOLDINGS                                     | Guotai Junan Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900LPP2WWVAHJTP31 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $183332.00    | 0.00%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                                    | GLP China Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $372344.00    | 0.01%             | 2024-02-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    837000 | PA      | $825507.99    | 0.02%             | 2024-02-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                           | Sands China Ltd                                                                  | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    756000 | PA      | $750624.84    | 0.01%             | 2025-08-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HORSE GALLOP FINANCE                                      | Horse Gallop Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 5493005LA8SD8BDUW128 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $550782.00    | 0.01%             | 2025-07-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $5160281.25   | 0.10%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP OVERSEAS DEV                                  | Sinopec Group Overseas Development 2016 Ltd                                      | CUSIP: 000000000<br>LEI: 5299002BJODD4TLAOX51 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $563196.00    | 0.01%             | 2026-09-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                   | Spectra Energy Partners LP                                                       | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209484.00    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    995000 | PA      | $899161.60    | 0.02%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP OVERSEA 2014                                  | Sinopec Group Overseas Development 2014 Ltd                                      | CUSIP: 000000000<br>LEI: 549300ZIMV82UUECOQ45 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $597204.00    | 0.01%             | 2024-04-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799864.00    | 0.02%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                       | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    400000 | PA      | $396204.00    | 0.01%             | 2024-03-19      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                      | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66105.90     | 0.00%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                       | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239357.50    | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN GAS NEGARA                                     | Perusahaan Gas Negara Tbk PT                                                     | CUSIP: 000000000<br>LEI: 549300OX1VFDX7ZPN240 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $398340.00    | 0.01%             | 2024-05-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52448.00     | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    647000 | PA      | $618253.79    | 0.01%             | 2027-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    520000 | PA      | $551980.00    | 0.01%             | 2027-08-15      | Fixed         | 11.63%                | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUM                                     | Reliance Steel & Aluminum Co                                                     | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    277000 | PA      | $253845.57    | 0.00%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    850000 | PA      | $848912.00    | 0.02%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1070674.00   | 0.02%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    380000 | PA      | $396564.20    | 0.01%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAB3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    425000 | PA      | $396797.00    | 0.01%             | 2024-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                             | CUSIP: 701094AM6<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    654000 | PA      | $634386.54    | 0.01%             | 2024-06-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                       | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $100378.72    | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                  | China Cinda 2020 I Management Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $371024.00    | 0.01%             | 2027-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                              | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $450886.50    | 0.01%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 2027A0HT9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    485000 | PA      | $459610.25    | 0.01%             | 2026-05-18      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                        | CA Magnum Holdings                                                               | CUSIP: 000000000<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    400000 | PA      | $373908.00    | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    855000 | PA      | $813686.40    | 0.02%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                                  | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208978.00    | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                     | Micron Technology Inc                                                            | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    531000 | PA      | $517682.52    | 0.01%             | 2027-02-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EVR7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    680000 | PA      | $612707.20    | 0.01%             | 2026-06-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1209216.80   | 0.02%             | 2025-05-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    591000 | PA      | $634119.36    | 0.01%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                     | Bausch Health Cos Inc                                                            | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $289756.50    | 0.01%             | 2027-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 87124VAE9<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     23000 | PA      | $22021.81     | 0.00%             | 2025-04-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Almarai Sukuk Ltd                                         | Almarai Sukuk Ltd                                                                | CUSIP: 000000000<br>LEI: 549300R2WJK99D0C8819 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198134.00    | 0.00%             | 2024-03-05      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                          | Radian Group Inc                                                                 | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    316000 | PA      | $300493.88    | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254CJ7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $551053.20    | 0.01%             | 2026-03-30      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2013-1 A PTT                                   | United Airlines 2013-1 Class A Pass Through Trust                                | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392020 | PA      | $372889.35    | 0.01%             | 2025-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                          | Berry Global Inc                                                                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    813000 | PA      | $734301.60    | 0.01%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                           | Hershey Co/The                                                                   | CUSIP: 427866BF4<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    392000 | PA      | $361612.16    | 0.01%             | 2025-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| NH INVESTMENT & SECS                                      | NH Investment & Securities Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $176478.00    | 0.00%             | 2026-10-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGE PARTNERS                                    | TransMontaigne Partners LP / TLP Finance Corp                                    | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $108748.75    | 0.00%             | 2026-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                     | Prospect Capital Corp                                                            | CUSIP: 74348TAU6<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164446.20    | 0.00%             | 2026-01-22      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EP5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130536 | PA      | $128831.30    | 0.00%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    570000 | PA      | $542463.30    | 0.01%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNG Holdings Inc                                          | CNG Holdings Inc                                                                 | CUSIP: 12612DAH9<br>LEI: 5493007UWN8DW8ZWF476 | Long             | DBT              | CORP              | US        |    135000 | PA      | $114380.10    | 0.00%             | 2024-06-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    555000 | PA      | $526356.45    | 0.01%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                 | CUSIP: 74256LEQ8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42069.60     | 0.00%             | 2024-08-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181314.80    | 0.00%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                     | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $376940.00    | 0.01%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DB1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168182.70    | 0.00%             | 2024-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1155000 | PA      | $1067612.70   | 0.02%             | 2026-06-16      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                  | Turk Telekomunikasyon AS                                                         | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    300000 | PA      | $283338.00    | 0.01%             | 2024-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303300.00    | 0.01%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                              | Arconic Corp                                                                     | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    333000 | PA      | $331331.67    | 0.01%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $360317.05    | 0.01%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL BK CHINA/NY                                  | Agricultural Bank of China Ltd/New York                                          | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $188112.00    | 0.00%             | 2025-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                                   | F-Brasile SpA / F-Brasile US LLC                                                 | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    200000 | PA      | $163932.00    | 0.00%             | 2026-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL BK CHINA/HK                                  | Agricultural Bank of China Ltd/Hong Kong                                         | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $189394.00    | 0.00%             | 2024-06-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |    200000 | PA      | $197622.00    | 0.00%             | 2025-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                | Eaton Corp                                                                       | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47348.00     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                    | MGM China Holdings Ltd                                                           | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    325000 | PA      | $291762.25    | 0.01%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants Inc                                                           | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9668.50      | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCA5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $468875.00    | 0.01%             | 2026-05-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                              | Chevron Corp                                                                     | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1491240.96   | 0.03%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    718000 | PA      | $757870.54    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                             | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    581000 | PA      | $577938.13    | 0.01%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                     | RPM International Inc                                                            | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62077.60     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                  | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                    | CUSIP: 86614WAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $103210.80    | 0.00%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                              | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160170.45    | 0.00%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $477195.00    | 0.01%             | 2024-10-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1008490.00   | 0.02%             | 2026-01-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    688000 | PA      | $676352.16    | 0.01%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Turk Ihracat KR BK                                        | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $196178.00    | 0.00%             | 2024-05-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                   | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $178519.45    | 0.00%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                       | Georgia-Pacific LLC                                                              | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35666.00     | 0.00%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35455.32     | 0.00%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    580000 | PA      | $515596.80    | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                   | QVC Inc                                                                          | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    259000 | PA      | $247855.23    | 0.00%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1170000 | PA      | $1097202.60   | 0.02%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $492519.50    | 0.01%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                      | RP Escrow Issuer LLC                                                             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $277375.40    | 0.01%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                         | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $640888.00    | 0.01%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                   | Korea National Oil Corp                                                          | CUSIP: 50066RAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $357480.00    | 0.01%             | 2026-04-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                      | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $304980.00    | 0.01%             | 2025-09-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC                                    | Home Point Capital Inc                                                           | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    225000 | PA      | $163145.25    | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    873000 | PA      | $826277.04    | 0.02%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                       | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    519000 | PA      | $516700.83    | 0.01%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp                                                                      | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87490.80     | 0.00%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                | Federal National Mortgage Association                                            | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  13000000 | PA      | $11945050.00  | 0.23%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                  | Kia Corp                                                                         | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $174772.00    | 0.00%             | 2026-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                   | GSK Consumer Healthcare Capital UK PLC                                           | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |    955000 | PA      | $918299.35    | 0.02%             | 2025-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    360000 | PA      | $327481.20    | 0.01%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                              | Kookmin Bank                                                                     | CUSIP: 50050HAM8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $185930.00    | 0.00%             | 2025-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                          | Credit Acceptance Corp                                                           | CUSIP: 225310AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $164085.25    | 0.00%             | 2024-12-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                        | Macquarie Bank Ltd                                                               | CUSIP: 55608PAQ7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    220000 | PA      | $215666.00    | 0.00%             | 2025-07-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    874000 | PA      | $785446.32    | 0.02%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $26072812.64  | 0.51%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $37687.60     | 0.00%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                          | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    451000 | PA      | $394593.43    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                    | Power Finance Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $195086.00    | 0.00%             | 2024-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    920000 | PA      | $852002.80    | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                    | BP Capital Markets America Inc                                                   | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291495.00    | 0.01%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                   | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $357021.00    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROFAC LTD                                              | Petrofac Ltd                                                                     | CUSIP: 716473AE3<br>LEI: 2138004624W8CKCSJ177 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $195786.00    | 0.00%             | 2026-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                                   | ENN Energy Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $393616.00    | 0.01%             | 2027-05-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                  | Perrigo Finance Unlimited Co                                                     | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $290439.00    | 0.01%             | 2024-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406HCV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    202000 | PA      | $198709.42    | 0.00%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                        | AMN Healthcare Inc                                                               | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208705.50    | 0.00%             | 2027-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    820000 | PA      | $805133.40    | 0.02%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                  | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $355976.00    | 0.01%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13548706 | PA      | $12348326.02  | 0.24%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    600000 | PA      | $576624.00    | 0.01%             | 2024-11-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                    | Calumet Specialty Products Partners LP / Calumet Finance Corp                    | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145746.00    | 0.00%             | 2027-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp                                        | Realty Income Corp                                                               | CUSIP: 756109AQ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    114000 | PA      | $112261.50    | 0.00%             | 2024-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1110000 | PA      | $1030746.00   | 0.02%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS FINANCE INC                                   | BAE Systems Finance Inc                                                          | CUSIP: 11041RAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $109792.00    | 0.00%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                          | Lazard Group LLC                                                                 | CUSIP: 52107QAG0<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    134000 | PA      | $130478.48    | 0.00%             | 2025-02-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1450485.00   | 0.03%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                              | Shinhan Bank Co Ltd                                                              | CUSIP: 82460EAJ9<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $189472.00    | 0.00%             | 2026-03-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                            | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104393.30    | 0.00%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                  | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    275000 | PA      | $281377.25    | 0.01%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39112.92     | 0.00%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $2752148.44   | 0.05%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    625000 | PA      | $617400.00    | 0.01%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                            | CUSIP: 3135G0ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2550000 | PA      | $2481991.50   | 0.05%             | 2024-09-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| QIB SUKUK LTD                                             | QIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300XDP1VCBZLCP049 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $184754.00    | 0.00%             | 2025-10-27      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                             | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    530000 | PA      | $512552.40    | 0.01%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                     | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    415000 | PA      | $416606.05    | 0.01%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                              | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446940.00    | 0.01%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                                           | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    374000 | PA      | $358968.94    | 0.01%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3075000 | PA      | $2879912.31   | 0.06%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    955000 | PA      | $958161.05    | 0.02%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NAMIBIA                                       | Republic Of Namibia                                                              | CUSIP: 000000000<br>LEI: 549300T6Y4CWK77SML15 | Long             | DBT              | NUSS              | NA        |    400000 | PA      | $379228.00    | 0.01%             | 2025-10-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KLX ENERGY SERVICES HOLD                                  | KLX Energy Services Holdings Inc                                                 | CUSIP: 48253LAA4<br>LEI: 5493004D4S7MAO1H3U27 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103953.30    | 0.00%             | 2025-11-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                                         | CUSIP: 21036PAN8<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    461000 | PA      | $460539.00    | 0.01%             | 2024-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENA ENERGY CAP PTE LTD                                   | Vena Energy Capital Pte Ltd                                                      | CUSIP: 000000000<br>LEI: 254900WSETM7TQMYGS40 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $278508.00    | 0.01%             | 2025-02-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                     | PACCAR Financial Corp                                                            | CUSIP: 69371RR73<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24136.25     | 0.00%             | 2025-04-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                        | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107865.60    | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                           | CALIFORNIA ST EARTHQUAKE AUTH                                                    | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203769.00    | 0.00%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lyb Finance Co Bv                                         | LYB Finance Co BV                                                                | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |    116000 | PA      | $128086.04    | 0.00%             | 2027-03-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42320000 | PA      | $39739471.98  | 0.78%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                       | Sirius XM Radio Inc                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    442500 | PA      | $398940.30    | 0.01%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                            | CUSIP: 3135G0U43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    800000 | PA      | $790640.00    | 0.02%             | 2023-09-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IDB TRUST SERVICES LTD                                    | IDB Trust Services Ltd                                                           | CUSIP: 000000000<br>LEI: 213800VKLEPJ95I3W549 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $486690.00    | 0.01%             | 2024-04-25      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                         | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167412.00    | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/HK                                    | Industrial & Commercial Bank of China Ltd/Hong Kong                              | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    600000 | PA      | $600666.00    | 0.01%             | 2024-09-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| VEDANTA UK INVESTMENTS                                    | Vedanta Resources Ltd                                                            | CUSIP: 000000000<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $453786.00    | 0.01%             | 2024-08-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                  | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $124814.30    | 0.00%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HPHT FINANCE 21                                           | HPHT Finance 21 Ltd                                                              | CUSIP: 000000000<br>LEI: 549300F5U2UH77I50R70 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $729960.00    | 0.01%             | 2026-03-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                                  | CNAC HK Finbridge Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $195810.00    | 0.00%             | 2024-06-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851DS0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305821.20    | 0.01%             | 2024-02-22      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFKV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    557184 | PA      | $529629.96    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1055097.40   | 0.02%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SMC GLOBAL POWER HLDGS                                    | SMC Global Power Holdings Corp                                                   | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |    400000 | PA      | $328324.00    | 0.01%             | 2026-01-21      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    982000 | PA      | $948720.02    | 0.02%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                               | NBK SPC Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $358920.00    | 0.01%             | 2027-09-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                        | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $202204.00    | 0.00%             | 2026-01-05      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                      | Matador Resources Co                                                             | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    335000 | PA      | $329737.15    | 0.01%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                    | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $191576.00    | 0.00%             | 2024-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    340000 | PA      | $324373.60    | 0.01%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406HDA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    271000 | PA      | $262907.94    | 0.01%             | 2025-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                              | Teleflex Inc                                                                     | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214958.25    | 0.00%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                    | IPALCO Enterprises Inc                                                           | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    241000 | PA      | $234873.78    | 0.00%             | 2024-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2014-GC20                                           | CUSIP: 36252WAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519276 | PA      | $513172.49    | 0.01%             | 2047-04-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308HK6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208926.25    | 0.00%             | 2024-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    215000 | PA      | $237865.25    | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $974792.00    | 0.02%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    759000 | PA      | $736267.95    | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                        | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    325000 | PA      | $248199.25    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GEORGIA-PACIFIC LLC                                       | Georgia-Pacific LLC                                                              | CUSIP: 37331NAM3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    728000 | PA      | $690500.72    | 0.01%             | 2024-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     50000 | PA      | $47794.50     | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    940000 | PA      | $942171.40    | 0.02%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                     | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $411670.74    | 0.01%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133L8ZW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9069050 | PA      | $8488662.84   | 0.17%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                             | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    207000 | PA      | $193623.66    | 0.00%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2014-C22                              | CUSIP: 46642NBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2926161.06   | 0.06%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $99245.00     | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                    | Boardwalk Pipelines LP                                                           | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    215000 | PA      | $209508.90    | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                    | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    632000 | PA      | $582716.64    | 0.01%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 63253WAK7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $247135.00    | 0.00%             | 2023-12-04      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 638602BP6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $291801.00    | 0.01%             | 2025-07-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    340000 | PA      | $330752.00    | 0.01%             | 2025-06-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $191150.00    | 0.00%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                         | Rakuten Group Inc                                                                | CUSIP: 75102WAD0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $218319.60    | 0.00%             | 2024-11-30      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                  | NextEra Energy Operating Partners LP                                             | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298674.30    | 0.01%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1000000 | PA      | $1040710.00   | 0.02%             | 2025-07-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                 | WRKCo Inc                                                                        | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    365000 | PA      | $355878.65    | 0.01%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2095416.00   | 0.04%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| BANCO INBURSA                                             | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa          | CUSIP: 000000000<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |    650000 | PA      | $642330.00    | 0.01%             | 2024-06-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                   | Pricoa Global Funding I                                                          | CUSIP: 74153WCR8<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    650000 | PA      | $640698.50    | 0.01%             | 2025-08-28      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KB SECURITIES CO LTD                                      | KB Securities Co Ltd                                                             | CUSIP: 000000000<br>LEI: 549300Q7SEZ32KPGBL06 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $176350.00    | 0.00%             | 2026-11-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                                    | Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC              | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $399761.30    | 0.01%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $29014.50     | 0.00%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                                  | ANZ Bank New Zealand Ltd                                                         | CUSIP: 00182YAA3<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    255000 | PA      | $254663.40    | 0.00%             | 2032-08-11      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BX1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1120000 | PA      | $1028316.80   | 0.02%             | 2025-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24460937.50  | 0.48%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHN CONSTRUCT BK/LONDON                                   | China Construction Bank Corp/London                                              | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $193202.00    | 0.00%             | 2025-05-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 902674YH7<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1155000 | PA      | $1027153.05   | 0.02%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                       | Buckeye Partners LP                                                              | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218642.60    | 0.00%             | 2025-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236264.60    | 0.00%             | 2026-03-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WeWork Cos Inc                                            | WeWork Cos Inc                                                                   | CUSIP: 96208LAA9<br>LEI: 549300D8U9TF7WBED521 | Long             | DBT              | CORP              | US        |    280000 | PA      | $151132.80    | 0.00%             | 2025-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $686243.40    | 0.01%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2065694 | PA      | $1961845.12   | 0.04%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Getty Images Inc                                          | Getty Images Inc                                                                 | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153773.95    | 0.00%             | 2027-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $23383.00     | 0.00%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                               | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    430000 | PA      | $383478.30    | 0.01%             | 2026-08-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8519765.67   | 0.17%             | 2025-01-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $597291.60    | 0.01%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                   | Guardian Life Global Funding                                                     | CUSIP: 40139LAF0<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248966.70    | 0.00%             | 2024-05-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                       | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    375000 | PA      | $392283.75    | 0.01%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                     | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    412000 | PA      | $366062.00    | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348595.80    | 0.01%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    275000 | PA      | $256668.50    | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                          | MGM Resorts International                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164893.75    | 0.00%             | 2026-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                  | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166202.75    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1293600.00   | 0.03%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                   | VF Corp                                                                          | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4646.85      | 0.00%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SEPCO VIRGIN LTD                                          | Sepco Virgin Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300QPKCSVLNE57D29 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $194172.00    | 0.00%             | 2024-10-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KOREA INV & SECS CO LTD                                   | Korea Investment & Securities Co Ltd                                             | CUSIP: 000000000<br>LEI: 549300R8VJDW3X6CD250 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $175234.00    | 0.00%             | 2026-07-19      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 500630CG1<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $580986.00    | 0.01%             | 2025-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                      | Swiss Re Finance Luxembourg SA                                                   | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $370368.00    | 0.01%             | 2024-09-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                 | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338443.00    | 0.01%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                   | Korea National Oil Corp                                                          | CUSIP: 50066RAR7<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $186446.00    | 0.00%             | 2025-04-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Entergy Louisiana LLC                                     | Entergy Louisiana LLC                                                            | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    320000 | PA      | $294585.60    | 0.01%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                         | Canada Government International Bond                                             | CUSIP: 427028AB1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    875000 | PA      | $791148.75    | 0.02%             | 2026-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                        | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    275000 | PA      | $272274.75    | 0.01%             | 2025-06-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                        | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    300000 | PA      | $295311.00    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                           | Rolls-Royce PLC                                                                  | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $373296.00    | 0.01%             | 2025-10-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CEMIG GERACAO E TRANSM                                    | Cemig Geracao e Transmissao SA                                                   | CUSIP: 000000000<br>LEI: 529900ZT0AVI5W1VFB58 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $411104.00    | 0.01%             | 2024-12-05      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                     | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200135.35    | 0.00%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                          | Ryder System Inc                                                                 | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    468000 | PA      | $460479.24    | 0.01%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                | Federal National Mortgage Association                                            | CUSIP: 3135G0V75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   6850000 | PA      | $6587713.50   | 0.13%             | 2024-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                           | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $384424.00    | 0.01%             | 2024-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 500630DB1<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $471810.00    | 0.01%             | 2025-02-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOCIALIST REP OF VIETNAM                                  | Vietnam Government International Bond                                            | CUSIP: 000000000<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |    454000 | PA      | $449001.46    | 0.01%             | 2024-11-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $635957.00    | 0.01%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23100000 | PA      | $19965257.93  | 0.39%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 298785JS6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    235000 | PA      | $227992.30    | 0.00%             | 2025-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                            | Aon Global Ltd                                                                   | CUSIP: 00185AAK0<br>LEI: 635400FALWQYX5E6QC64 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $695594.10    | 0.01%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                  | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    209000 | PA      | $199446.61    | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                            | BorgWarner Inc                                                                   | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    415000 | PA      | $381841.50    | 0.01%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    413000 | PA      | $390689.74    | 0.01%             | 2025-02-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Belo Corp                                                 | Belo Corp                                                                        | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $99869.70     | 0.00%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Financ                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAC2<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $477020.00    | 0.01%             | 2024-09-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                    | Synovus Financial Corp                                                           | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153522.85    | 0.00%             | 2029-02-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    485000 | PA      | $496222.90    | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WF2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6682 | PA      | $6594.00      | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                       | SA Global Sukuk Ltd                                                              | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $551058.00    | 0.01%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                                   | Sasol Financing USA LLC                                                          | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    699000 | PA      | $691150.23    | 0.01%             | 2024-03-27      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                           | WW Grainger Inc                                                                  | CUSIP: 384802AE4<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    460000 | PA      | $436388.20    | 0.01%             | 2025-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    915000 | PA      | $881172.45    | 0.02%             | 2026-03-18      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SHANGHAI ELC GRP GLB INV                                  | Shanghai Electric Group Global Investment Ltd                                    | CUSIP: 000000000<br>LEI: 529900Y3SWJ0FFDION78 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $370108.00    | 0.01%             | 2025-02-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDINGS INC                                         | Iris Holdings Inc                                                                | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60983.30     | 0.00%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CRH America Inc                                           | CRH America Inc                                                                  | CUSIP: 12626PAM5<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |    705000 | PA      | $685943.85    | 0.01%             | 2025-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    755000 | PA      | $694516.95    | 0.01%             | 2030-07-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                        | Harbour Energy PLC                                                               | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $207011.25    | 0.00%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1839687.20   | 0.04%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22200000 | PA      | $20110078.24  | 0.39%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                  | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $109220.80    | 0.00%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    155000 | PA      | $134081.20    | 0.00%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                  | Republic of South Africa Government International Bond                           | CUSIP: 836205AT1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    600000 | PA      | $588474.00    | 0.01%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                              | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284718.00    | 0.01%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KOREA MIDLAND POWER CO                                    | Korea Midland Power Co Ltd                                                       | CUSIP: 000000000<br>LEI: 988400Z1HCY1QUPS1W65 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $352612.00    | 0.01%             | 2026-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFKU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    527231 | PA      | $501157.69    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                   | Simon Property Group LP                                                          | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66627.40     | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    675000 | PA      | $602572.50    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                       | Emera US Finance LP                                                              | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $213358.50    | 0.00%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCE                                   | Sumitomo Mitsui Finance & Leasing Co Ltd                                         | CUSIP: 000000000<br>LEI: 5493004ZIDB3D67KKA03 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189298.00    | 0.00%             | 2025-01-22      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    212000 | PA      | $198315.40    | 0.00%             | 2026-08-16      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    898000 | PA      | $891902.58    | 0.02%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co Ltd                                  | CNAC HK Finbridge Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $383980.00    | 0.01%             | 2027-07-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                    | BP Capital Markets America Inc                                                   | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    365000 | PA      | $347136.90    | 0.01%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    530000 | PA      | $507581.00    | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                    | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    455000 | PA      | $464373.00    | 0.01%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                  | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAA0<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $543521.00    | 0.01%             | 2025-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VAW9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $372832.00    | 0.01%             | 2024-09-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154DL0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $187304.00    | 0.00%             | 2025-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    380000 | PA      | $370838.20    | 0.01%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                   | Marathon Petroleum Corp                                                          | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    871000 | PA      | $869963.51    | 0.02%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                              | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $1076174.00   | 0.02%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                  | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAX4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    287000 | PA      | $281997.59    | 0.01%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                    | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281865.00    | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J8RJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496498 | PA      | $479900.47    | 0.01%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                  | Tucson Electric Power Co                                                         | CUSIP: 898813AP5<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120617.50    | 0.00%             | 2025-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                       | Kasikornbank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    400000 | PA      | $359724.00    | 0.01%             | 2031-10-02      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3925055 | PA      | $3488336.08   | 0.07%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                       | Toyota Auto Receivables 2021-B Owner Trust                                       | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $689460.86    | 0.01%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    377000 | PA      | $349803.22    | 0.01%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                         | General Motors Co                                                                | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531585.00    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA/France                                                          | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $702915.00    | 0.01%             | 2027-02-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                                             | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501110.00    | 0.01%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | Bank Leumi Le-Israel BM                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $200438.00    | 0.00%             | 2027-07-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    560000 | PA      | $523560.80    | 0.01%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                  | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 00182EBK4<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    645000 | PA      | $634080.15    | 0.01%             | 2024-03-19      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1546108.06   | 0.03%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                         | Toyota Motor Corp                                                                | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    760000 | PA      | $726066.00    | 0.01%             | 2024-03-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                     | AvalonBay Communities Inc                                                        | CUSIP: 05348EAW9<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    110000 | PA      | $106477.80    | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                       | Ligado Networks LLC                                                              | CUSIP: 53225HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514454 | PA      | $61683.03     | 0.00%             | 2024-05-01      | Fixed         | 17.50%                | No            |                  2 | On Loan: —       |
| Navient Corp                                              | Navient Corp                                                                     | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309305.60    | 0.01%             | 2024-03-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                                  | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP               | CUSIP: 166754AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $176522.50    | 0.00%             | 2025-04-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    279000 | PA      | $227387.79    | 0.00%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                   | Pricoa Global Funding I                                                          | CUSIP: 74153WCP2<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    985000 | PA      | $879270.10    | 0.02%             | 2026-09-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT                                   | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    398000 | PA      | $389494.74    | 0.01%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    950000 | PA      | $838907.00    | 0.02%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $193534.00    | 0.00%             | 2029-04-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMB INTERNATIONAL LEASIN                                  | CMB International Leasing Management Ltd                                         | CUSIP: 000000000<br>LEI: 5493003RO1EBM4E5IG13 | Long             | DBT              | CORP              | HK        |    600000 | PA      | $542562.00    | 0.01%             | 2026-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                               | Equifax Inc                                                                      | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    157000 | PA      | $147408.87    | 0.00%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88491.60     | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ESCROW RCN CORP                                           | ESCROW RCN CORP                                                                  | CUSIP: 749ESCAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $0.00         | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DEVON ENERGY CORPORATION                                  | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65429.00     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 62630CEE7<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    200000 | PA      | $179732.00    | 0.00%             | 2026-03-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                  | EnLink Midstream Partners LP                                                     | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208741.35    | 0.00%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                            | Air Lease Corp                                                                   | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206326.90    | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2013-CCRE12 Mortgage Trust                                                  | CUSIP: 12591KAE5<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1976899.98   | 0.04%             | 2046-10-10      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                        | Panama Government International Bond                                             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $349854.00    | 0.01%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833CU2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1060267.83   | 0.02%             | 2024-05-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                   | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226133.70    | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    661000 | PA      | $622285.23    | 0.01%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $339202.50    | 0.01%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Lebanese Republic                                         | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    370000 | PA      | $24057.40     | 0.00%             | 2027-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARABIAN CENTRES SUKUK II                                  | Arabian Centres Sukuk II Ltd                                                     | CUSIP: 000000000<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $379888.00    | 0.01%             | 2026-10-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                               | Phillips 66                                                                      | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    618000 | PA      | $608272.68    | 0.01%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                   | HCA Inc                                                                          | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    736000 | PA      | $737302.72    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    770000 | PA      | $740724.60    | 0.01%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                               | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    315000 | PA      | $303767.10    | 0.01%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64952WEK5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    425000 | PA      | $399674.25    | 0.01%             | 2025-01-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                               | Truist Bank                                                                      | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    660000 | PA      | $619000.80    | 0.01%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    965000 | PA      | $921903.10    | 0.02%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5842031.28   | 0.11%             | 2025-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WARBA SUKUK LTD                                           | Warba Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300BY1IZV1E6BKJ60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193364.00    | 0.00%             | 2024-09-24      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| HARMAN INTL IND                                           | Harman International Industries Inc                                              | CUSIP: 413086AH2<br>LEI: 1VWDHRIRERCQ5D5M5681 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56091.99     | 0.00%             | 2025-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A2L4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    513000 | PA      | $484631.10    | 0.01%             | 2025-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                                      | Elect Global Investments Ltd                                                     | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $381344.00    | 0.01%             | 2025-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                  | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $171120.30    | 0.00%             | 2025-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                  | National Australia Bank Ltd/New York                                             | CUSIP: 63254ABG2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252482.50    | 0.00%             | 2024-11-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp                                            | Korea Gas Corp                                                                   | CUSIP: 50066CAJ8<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $193160.00    | 0.00%             | 2025-07-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83368RAT9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    525000 | PA      | $515340.00    | 0.01%             | 2024-03-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AJ8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    480000 | PA      | $476385.60    | 0.01%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                 | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    347000 | PA      | $329865.14    | 0.01%             | 2024-04-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $633360.00    | 0.01%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                    | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    740000 | PA      | $752247.00    | 0.01%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                | Sprint LLC                                                                       | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    626000 | PA      | $649737.92    | 0.01%             | 2025-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                  | Apollo Management Holdings LP                                                    | CUSIP: 03765HAE1<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    237000 | PA      | $203473.98    | 0.00%             | 2050-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Verscend Escrow Corp                                      | Verscend Escrow Corp                                                             | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $502235.00    | 0.01%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96424.00     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solut                                    | Mauser Packaging Solutions Holding Co                                            | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599448.00    | 0.01%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    404000 | PA      | $354122.16    | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                           | Adams Homes Inc                                                                  | CUSIP: 00623PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86274.00     | 0.00%             | 2025-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    365000 | PA      | $341165.50    | 0.01%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                  | International Flavors & Fragrances Inc                                           | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    703000 | PA      | $631645.50    | 0.01%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    134000 | PA      | $120307.88    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                              | QatarEnergy                                                                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    600000 | PA      | $540774.00    | 0.01%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                               | Staples Inc                                                                      | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    425000 | PA      | $321984.25    | 0.01%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| CEMEX SAB DE CV                                           | Cemex SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $205052.00    | 0.00%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                              | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    149000 | PA      | $145710.08    | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOC Holding AS                                            | KOC Holding AS                                                                   | CUSIP: 000000000<br>LEI: 7890005U0H950VH19H45 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $395072.00    | 0.01%             | 2025-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                               | Phillips 66                                                                      | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124642.70    | 0.00%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86968.00     | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                        | Honda Auto Receivables 2020-2 Owner Trust                                        | CUSIP: 43813DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2672439.83   | 0.05%             | 2026-10-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                              | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    405000 | PA      | $400435.65    | 0.01%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK OF AZ                                  | International Bank of Azerbaijan OJSC                                            | CUSIP: 000000000<br>LEI: 549300Y3ZQ0BCCDJGI40 | Long             | DBT              | CORP              | AZ        |    330000 | PA      | $316806.60    | 0.01%             | 2024-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                       | Ashtead Capital Inc                                                              | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    455000 | PA      | $400181.60    | 0.01%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                  | Constellation Brands Inc                                                         | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    444000 | PA      | $438632.04    | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAS8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9685.20      | 0.00%             | 2025-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                                  | Industrial Bank of Korea                                                         | CUSIP: 45604HAH0<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $182440.00    | 0.00%             | 2025-06-22      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                                   | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 000000000<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $186474.00    | 0.00%             | 2026-10-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71734 | PA      | $71523.01     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bed Bath & Beyond Inc                                     | Bed Bath & Beyond Inc                                                            | CUSIP: 075896AA8<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | DBT              | CORP              | US        |    110000 | PA      | $6112.70      | 0.00%             | 2024-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    386000 | PA      | $372042.24    | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QNB Finansbank AS/Turkey                                  | QNB Finansbank AS                                                                | CUSIP: 000000000<br>LEI: 789000Q21SW842S9IJ58 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $202648.00    | 0.00%             | 2024-09-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                   | PPL Capital Funding Inc                                                          | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    122000 | PA      | $115725.54    | 0.00%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SK BATTERY AMERICA INC                                    | SK Battery America Inc                                                           | CUSIP: 000000000<br>LEI: 54930012FBFVNU7RWO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350072.00    | 0.01%             | 2026-01-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $436549.45    | 0.01%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                | Viasat Inc                                                                       | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282039.00    | 0.01%             | 2025-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                      | ERAC USA Finance LLC                                                             | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    525000 | PA      | $510888.00    | 0.01%             | 2024-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    750000 | PA      | $720022.50    | 0.01%             | 2024-12-03      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                  | Empresa Nacional del Petroleo                                                    | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    284000 | PA      | $277999.08    | 0.01%             | 2024-10-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                             | JDE Peet's NV                                                                    | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $442088.40    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                  | Florida Power & Light Co                                                         | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58135.80     | 0.00%             | 2025-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GEELY FINANCE HK LTD                                      | Geely Finance Hong Kong Ltd                                                      | CUSIP: 000000000<br>LEI: 254900NA82QGYW26UQ06 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $185922.00    | 0.00%             | 2025-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                    | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    195000 | PA      | $172060.20    | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                           | Xcel Energy Inc                                                                  | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    745000 | PA      | $670529.80    | 0.01%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J8K93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565661 | PA      | $546824.07    | 0.01%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                     | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    699000 | PA      | $685411.44    | 0.01%             | 2024-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHINHAN CARD CO LTD                                       | Shinhan Card Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400VPS0FMK2WR8F98 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $179078.00    | 0.00%             | 2025-10-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LIKEWIZE CORP                                             | Likewize Corp                                                                    | CUSIP: 10947XAA0<br>LEI: TF9O1XIG83ZLXX7WN472 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174695.50    | 0.00%             | 2025-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                      | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1064369.54   | 0.02%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                          | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    155000 | PA      | $139865.80    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              |  | US        |    345000 | PA      | $333176.85    | 0.01%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                                 | Infor Inc                                                                        | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    553000 | PA      | $502898.20    | 0.01%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $794432.00    | 0.02%             | 2025-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 125094AU6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1260000 | PA      | $1161090.00   | 0.02%             | 2025-06-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                    | CUSIP: 571903AW3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    126000 | PA      | $123036.48    | 0.00%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    705000 | PA      | $639498.45    | 0.01%             | 2025-09-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962700.00    | 0.02%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| CHINA HUADIAN OVERSEAS                                    | China Huadian Overseas Development 2018 Ltd                                      | CUSIP: 000000000<br>LEI: 254900VYKHYMLL9E9T73 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $383104.00    | 0.01%             | 2025-06-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532869.75    | 0.01%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132KFWH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    411247 | PA      | $390951.14    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    592000 | PA      | $511233.44    | 0.01%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    862000 | PA      | $848526.94    | 0.02%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282006.00    | 0.01%             | 2024-12-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BLOSSOM JOY LTD                                           | Blossom Joy Ltd                                                                  | CUSIP: 000000000<br>LEI: 300300LGCJ91O86HIU38 | Long             | DBT              | CORP              | HK        |    600000 | PA      | $567132.00    | 0.01%             | 2025-07-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                              | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    285000 | PA      | $260324.70    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                     | Unilever Capital Corp                                                            | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190432.00    | 0.00%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                 | TEGNA Inc                                                                        | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228300.15    | 0.00%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $196264.20    | 0.00%             | 2081-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $363432.00    | 0.01%             | 2026-10-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                          | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143831.30    | 0.00%             | 2025-10-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QHP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1573806 | PA      | $1475206.43   | 0.03%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd                                             | MUFG Bank Ltd                                                                    | CUSIP: 064255BJ0<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $291891.00    | 0.01%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIB SUKUK LTD                                             | DIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300U3ZMUHC2JQLL56 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $364328.00    | 0.01%             | 2026-06-22      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                   | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAV4<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195403.95    | 0.00%             | 2024-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KOREA GAS CORP                                            | Korea Gas Corp                                                                   | CUSIP: 50066CAQ2<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $528978.00    | 0.01%             | 2026-07-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                           | MEG Energy Corp                                                                  | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $271868.80    | 0.01%             | 2027-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    760000 | PA      | $758221.60    | 0.01%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                    | BBVA Bancomer SA/Texas                                                           | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $197878.00    | 0.00%             | 2024-04-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    252000 | PA      | $245707.56    | 0.00%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $403957.14    | 0.01%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                                                   | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223527.80    | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                                  | Owl Rock Technology Finance Corp                                                 | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    163000 | PA      | $149886.65    | 0.00%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1142240.55   | 0.02%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    515000 | PA      | $494966.50    | 0.01%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                        | Macquarie Bank Ltd                                                               | CUSIP: 55608PAW4<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    440000 | PA      | $432678.40    | 0.01%             | 2026-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                  | NIKE Inc                                                                         | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    623000 | PA      | $602852.18    | 0.01%             | 2025-03-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                           | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $423319.60    | 0.01%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY PART LP/FIN CO                                  | NGL Energy Partners LP / NGL Energy Finance Corp                                 | CUSIP: 62913TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $110186.64    | 0.00%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| MOSS CREEK RESOURCES HLD                                  | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAB1<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184556.50    | 0.00%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ATI INC                                                   | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145092.00    | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    921596 | PA      | $885110.15    | 0.02%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                     | General Dynamics Corp                                                            | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9716.70      | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $6600257.80   | 0.13%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140E9J80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83063 | PA      | $80286.03     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                       | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    182000 | PA      | $170839.76    | 0.00%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                          | Ryder System Inc                                                                 | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    314000 | PA      | $311842.82    | 0.01%             | 2025-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                  | American Water Capital Corp                                                      | CUSIP: 03040WAK1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    329000 | PA      | $325127.67    | 0.01%             | 2024-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    515000 | PA      | $508459.50    | 0.01%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34209.00     | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                           | Israel Government International Bond                                             | CUSIP: 46513CXR2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $384004.00    | 0.01%             | 2026-03-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                               | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    555000 | PA      | $522033.00    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SLOVENIA                                      | Slovenia Government International Bond                                           | CUSIP: 831594AG1<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    400000 | PA      | $399824.00    | 0.01%             | 2024-02-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                  | Constellation Brands Inc                                                         | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350224.00    | 0.01%             | 2026-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                   | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    605000 | PA      | $304708.25    | 0.01%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    880000 | PA      | $871816.00    | 0.02%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 639832AG9<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   1330000 | PA      | $1264949.70   | 0.02%             | 2025-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    130000 | PA      | $121080.70    | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                   | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584763 | PA      | $590622.66    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CF9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $360302.30    | 0.01%             | 2026-04-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                            | Air Lease Corp                                                                   | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4702.90      | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                  | CUSIP: 126650CW8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $466334.00    | 0.01%             | 2025-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                                    | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    445000 | PA      | $431405.25    | 0.01%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                            | Wynn Macau Ltd                                                                   | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    430000 | PA      | $401968.30    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                   | CarMax Auto Owner Trust 2021-4                                                   | CUSIP: 14317JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2130511.79   | 0.04%             | 2026-09-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| CHINA MODERN DAIRY HOLDI                                  | China Modern Dairy Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 549300TAELI2JXTKK009 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $343992.00    | 0.01%             | 2026-07-14      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1291780.36   | 0.03%             | 2025-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                     | Banijay Entertainment SASU                                                       | CUSIP: 060335AA4<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192942.00    | 0.00%             | 2025-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    900000 | PA      | $886851.00    | 0.02%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05578AAV0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    455000 | PA      | $426462.40    | 0.01%             | 2025-01-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QLUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3103997 | PA      | $2909567.49   | 0.06%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                           | DAE Funding LLC                                                                  | CUSIP: 000000000<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189026.00    | 0.00%             | 2025-03-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ICBCIL Finance Co Ltd                                     | ICBCIL Finance Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $394404.00    | 0.01%             | 2024-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                   | PRA Health Sciences Inc                                                          | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $215036.75    | 0.00%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $563256.00    | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                            | Capital One NA                                                                   | CUSIP: 14042TCT2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    425000 | PA      | $401735.50    | 0.01%             | 2026-01-28      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                      | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46616.95     | 0.00%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABJA Investment Co                                        | ABJA Investment Co Pte Ltd                                                       | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $399632.00    | 0.01%             | 2024-07-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                  | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $377769.40    | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SINGTEL GROUP TREASURY                                    | SingTel Group Treasury Pte Ltd                                                   | CUSIP: 000000000<br>LEI: 2549002FQJ4364A54N70 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $387400.00    | 0.01%             | 2025-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS                                      | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  13743469 | NS      | $13751715.11  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                  | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AH1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    232000 | PA      | $227601.28    | 0.00%             | 2024-11-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $29578359.53  | 0.58%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83368RAU6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    635000 | PA      | $605510.60    | 0.01%             | 2024-10-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                       | Eastman Chemical Co                                                              | CUSIP: 277432AR1<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    470000 | PA      | $458809.30    | 0.01%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1012000 | PA      | $965124.16    | 0.02%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1701335 | PA      | $1511995.30   | 0.03%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                       | Kimco Realty OP LLC                                                              | CUSIP: 49446RAR0<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    438000 | PA      | $426966.78    | 0.01%             | 2024-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TACORA RESOURCES INC                                      | Tacora Resources Inc                                                             | CUSIP: 87356LAA8<br>LEI: 549300L67A19OXSFBA84 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $69124.50     | 0.00%             | 2026-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJN6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    685000 | PA      | $643146.50    | 0.01%             | 2024-09-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                    | Indian Railway Finance Corp Ltd                                                  | CUSIP: 000000000<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $189084.00    | 0.00%             | 2027-12-13      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                   | SPCM SA                                                                          | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $132250.50    | 0.00%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                             | Wachovia Corp                                                                    | CUSIP: 337358BH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    175000 | PA      | $189612.50    | 0.00%             | 2026-08-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                          | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $420332.00    | 0.01%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                     | Hanwha Life Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $351952.00    | 0.01%             | 2032-02-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAD0<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    480000 | PA      | $449145.60    | 0.01%             | 2025-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                                  | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $172540.00    | 0.00%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $556754.00    | 0.01%             | 2027-01-18      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                 | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    941000 | PA      | $920928.47    | 0.02%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    590000 | PA      | $529525.00    | 0.01%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    534000 | PA      | $507844.68    | 0.01%             | 2025-02-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    575000 | PA      | $561056.25    | 0.01%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    747000 | PA      | $707102.73    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                      | ERAC USA Finance LLC                                                             | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211736.25    | 0.00%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X5DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424283 | PA      | $408898.20    | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTL BV                                     | Clear Channel International BV                                                   | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    160000 | PA      | $156848.00    | 0.00%             | 2025-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                          | Berry Global Inc                                                                 | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231016.75    | 0.00%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $716321.20    | 0.01%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                   | Legacy LifePoint Health LLC                                                      | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $248520.45    | 0.00%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2020 A LTD                                  | RKPF Overseas 2020 A Ltd                                                         | CUSIP: 000000000<br>LEI: 254900LKOLISWWIE7W36 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $328600.00    | 0.01%             | 2026-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KAS2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $245452.50    | 0.00%             | 2024-03-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| YUNDA HOLDING INV                                         | Yunda Holding Investment Ltd                                                     | CUSIP: 000000000<br>LEI: 300300YSHTUKQFZYWD77 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $361132.00    | 0.01%             | 2025-08-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                                | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    432000 | PA      | $420405.12    | 0.01%             | 2024-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    815000 | PA      | $824625.15    | 0.02%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEST FRASER TIMBER CO                                     | West Fraser Timber Co Ltd                                                        | CUSIP: 952845AE5<br>LEI: 5493005WD1ZK6WBVR988 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $68534.20     | 0.00%             | 2024-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47403.00     | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                       | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1193263.92   | 0.02%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    842000 | PA      | $833201.10    | 0.02%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    570000 | PA      | $560703.30    | 0.01%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $443510.00    | 0.01%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FWD LTD                                                   | FWD Ltd                                                                          | CUSIP: 000000000<br>LEI: 254900FMA87JW77SVS91 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195614.00    | 0.00%             | 2024-09-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                               | Unisys Corp                                                                      | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |    205000 | PA      | $155410.50    | 0.00%             | 2027-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3137EAEN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4195000 | PA      | $4161607.80   | 0.08%             | 2023-06-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                                  | CNAC HK Finbridge Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $367628.00    | 0.01%             | 2025-09-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                                     | Polar US Borrower LLC / Schenectady International Group Inc                      | CUSIP: 73103PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $59467.20     | 0.00%             | 2026-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851BW3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    310000 | PA      | $300448.90    | 0.01%             | 2025-05-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VANKE REAL ESTATE HK                                      | Vanke Real Estate Hong Kong Co Ltd                                               | CUSIP: 000000000<br>LEI: 25490078APAXS5NZGF08 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $195126.00    | 0.00%             | 2024-06-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARAGVI FINANCE INTL                                       | Aragvi Finance International DAC                                                 | CUSIP: 000000000<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $185345.00    | 0.00%             | 2026-04-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    680000 | PA      | $614638.40    | 0.01%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                | VMware Inc                                                                       | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135790.29    | 0.00%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                   | International Game Technology PLC                                                | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $336360.10    | 0.01%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                         | Republic of Kenya Government International Bond                                  | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    900000 | PA      | $846675.00    | 0.02%             | 2024-06-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701596 | PA      | $666324.50    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                                               | REC Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $180820.00    | 0.00%             | 2027-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                  | Teledyne Technologies Inc                                                        | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    339000 | PA      | $322989.03    | 0.01%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                        | Regal Rexnord Corp                                                               | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60900.60     | 0.00%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449402 | PA      | $426808.79    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                  | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    850000 | PA      | $858134.50    | 0.02%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17600000 | PA      | $17089187.46  | 0.33%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DIB SUKUK LTD                                             | DIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300U3ZMUHC2JQLL56 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $370488.00    | 0.01%             | 2027-02-16      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $564882.00    | 0.01%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                   | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $388496.00    | 0.01%             | 2027-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                  | Element Fleet Management Corp                                                    | CUSIP: 286181AD4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     61000 | PA      | $58524.62     | 0.00%             | 2025-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18859.60     | 0.00%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $431813.00    | 0.01%             | 2026-07-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    430000 | PA      | $373618.40    | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 55608PBE3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    545000 | PA      | $519684.75    | 0.01%             | 2025-01-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    735000 | PA      | $720549.90    | 0.01%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                           | Nissan Motor Co Ltd                                                              | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $802510.50    | 0.02%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| WUHAN METRO                                               | Wuhan Metro Group Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300CGD0XKNKRS4R50 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $383696.00    | 0.01%             | 2024-09-24      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 471048CJ5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1007000 | PA      | $919219.81    | 0.02%             | 2025-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $519020.00    | 0.01%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Arrow Bidco LLC                                           | Arrow Bidco LLC                                                                  | CUSIP: 042728AA3<br>LEI: 549300YHZN08M0H3O128 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145672.80    | 0.00%             | 2024-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    460000 | PA      | $449985.80    | 0.01%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0CM8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1728000 | PA      | $1658949.12   | 0.03%             | 2025-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QMPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1248298 | PA      | $1109833.80   | 0.02%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERTEX CAPITAL INV LTD                                    | Vertex Capital Investment Ltd                                                    | CUSIP: 000000000<br>LEI: 5493001HK43YLEL0IF70 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $386148.00    | 0.01%             | 2024-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                          | WPP Finance 2010                                                                 | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |    561000 | PA      | $548730.93    | 0.01%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                        | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87412.35     | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    845000 | PA      | $861190.20    | 0.02%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                      | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    245000 | PA      | $225012.90    | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    835000 | PA      | $744143.65    | 0.01%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $531398.84    | 0.01%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                       | Braskem Netherlands Finance BV                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205358.00    | 0.00%             | 2081-01-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                         | Rakuten Group Inc                                                                | CUSIP: 75102WAA6<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $286000.00    | 0.01%             | 2026-04-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                               | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    280000 | PA      | $259635.60    | 0.01%             | 2026-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                      | Talos Production Inc                                                             | CUSIP: 87485LAC8<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    295000 | PA      | $312853.40    | 0.01%             | 2026-01-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422473.80    | 0.01%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19482812.60  | 0.38%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    575000 | PA      | $564701.75    | 0.01%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                     | AvalonBay Communities Inc                                                        | CUSIP: 05348EAU3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    307000 | PA      | $299806.99    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     52000 | PA      | $49608.52     | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                       | Century Communities Inc                                                          | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217760.40    | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                              | NMI Holdings Inc                                                                 | CUSIP: 629209AA5<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    191000 | PA      | $193160.21    | 0.00%             | 2025-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19600000 | PA      | $18910937.50  | 0.37%             | 2024-11-15      | Fixed         | 2.25%                 | 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        |   1175000 | PA      | $1132805.75   | 0.02%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1160178.48   | 0.02%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                  | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1149820.05   | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                              | AES Corp/The                                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    587000 | PA      | $528851.78    | 0.01%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 50048MDF4<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1420000 | PA      | $1292981.00   | 0.03%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    855000 | PA      | $812959.65    | 0.02%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21440000 | PA      | $20641025.11  | 0.40%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                 | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462982.50    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods Inc                                                                  | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144180.84    | 0.00%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUSKY III HOLDING LTD                                     | Husky III Holding Ltd                                                            | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $185314.00    | 0.00%             | 2025-02-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| TRUIST BANK                                               | Truist Bank                                                                      | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $315705.00    | 0.01%             | 2025-09-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    820000 | PA      | $725749.20    | 0.01%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SINOCHEM OFFSHORE CAPITA                                  | Sinochem Offshore Capital Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3003004LKKZ33WMP2P47 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $181482.00    | 0.00%             | 2025-10-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2263954 | PA      | $2015424.40   | 0.04%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                       | SVB Financial Group                                                              | CUSIP: 78486QAD3<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35923.30     | 0.00%             | 2025-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                                     | Sharjah Sukuk Program Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |    800000 | PA      | $767976.00    | 0.02%             | 2026-04-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     10000 | PA      | $9029.70      | 0.00%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1367830.95   | 0.03%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 298785JB3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2424000 | PA      | $2298533.76   | 0.05%             | 2025-03-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                         | SITE Centers Corp                                                                | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    369000 | PA      | $352280.61    | 0.01%             | 2025-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                           | Sealed Air Corp                                                                  | CUSIP: 81211KAX8<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169151.70    | 0.00%             | 2025-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $509515.00    | 0.01%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CITIC                                                     | CITIC Ltd                                                                        | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $379248.00    | 0.01%             | 2025-02-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    305000 | PA      | $286849.45    | 0.01%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                               | Cargill Inc                                                                      | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    770000 | PA      | $775775.00    | 0.02%             | 2025-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                        | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    465000 | PA      | $448222.80    | 0.01%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                         | SITE Centers Corp                                                                | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |     65000 | PA      | $62362.95     | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                    | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    230000 | PA      | $222568.70    | 0.00%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    735000 | PA      | $660867.90    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1765000 | PA      | $1577062.80   | 0.03%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1AA                                  | Delta Air Lines 2019-1 Class AA Pass Through Trust                               | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $151786.85    | 0.00%             | 2024-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                         | CUSIP: 91127KAD4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $180398.00    | 0.00%             | 2026-04-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| FIBRIA OVERSEAS FINANCE                                   | Fibria Overseas Finance Ltd                                                      | CUSIP: 31572UAG1<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |    252000 | PA      | $246362.76    | 0.00%             | 2025-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129581.10    | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                  | SCIL IV LLC / SCIL USA Holdings LLC                                              | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $299877.50    | 0.01%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHANGHAI ELC GRP GLB INV                                  | Shanghai Electric Group Global Investment Ltd                                    | CUSIP: 000000000<br>LEI: 529900Y3SWJ0FFDION78 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $188258.00    | 0.00%             | 2024-11-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29509.20     | 0.00%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    600000 | PA      | $524790.00    | 0.01%             | 2027-09-10      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                     | Scentre Group Trust 2                                                            | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |    450000 | PA      | $419130.00    | 0.01%             | 2080-09-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                | VMware Inc                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    605000 | PA      | $581604.65    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                       | Honduras Government International Bond                                           | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    350000 | PA      | $309575.00    | 0.01%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J8ZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803630 | PA      | $763229.14    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS & ELECTRIC                                  | Rochester Gas and Electric Corp                                                  | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131427.80    | 0.00%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Suncorp-Metway Ltd                                        | Suncorp-Metway Ltd                                                               | CUSIP: 8672EMAL8<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |    317000 | PA      | $310108.42    | 0.01%             | 2024-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399273.90    | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                  | Baxter International Inc                                                         | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4659.10      | 0.00%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                       | Ithaca Energy North Sea PLC                                                      | CUSIP: 46567TAB0<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $261403.95    | 0.01%             | 2026-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    950000 | PA      | $950893.00    | 0.02%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                               | Netflix Inc                                                                      | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198620.40    | 0.00%             | 2025-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                  | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     55000 | PA      | $57076.25     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Brambles USA Inc                                          | Brambles USA Inc                                                                 | CUSIP: 10510KAC1<br>LEI: 549300ELM3HO6HFZSW59 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190173.75    | 0.00%             | 2025-10-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                         | Vornado Realty LP                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    260000 | PA      | $226309.20    | 0.00%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-CCRE20 Mortgage Trust                                                  | CUSIP: 12592LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3305111 | PA      | $3220820.98   | 0.06%             | 2047-11-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                             | AIA Group Ltd                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $363708.00    | 0.01%             | 2026-04-07      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                  | Coty Inc                                                                         | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    395000 | PA      | $378382.35    | 0.01%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    197000 | PA      | $194925.59    | 0.00%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                                      | Arab Petroleum Investments Corp                                                  | CUSIP: 000000000<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $725816.00    | 0.01%             | 2026-02-10      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government International Bond                           | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $192636.00    | 0.00%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CHINA CONSTRUCT BANK/HK                                   | China Construction Bank Corp/Hong Kong                                           | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    600000 | PA      | $545580.00    | 0.01%             | 2026-04-22      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                               | Nutrien Ltd                                                                      | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $979108.00    | 0.02%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WHITE CAP PARENT LLC                                      | White Cap Parent LLC                                                             | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $118536.60    | 0.00%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                  | Interstate Power and Light Co                                                    | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    570000 | PA      | $554416.20    | 0.01%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                      | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $122353.40    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11600000 | PA      | $11043562.50  | 0.22%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI                                  | Cooper-Standard Automotive Inc                                                   | CUSIP: 216762AH7<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    268250 | PA      | $278309.38    | 0.01%             | 2027-03-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                      | Aramark Services Inc                                                             | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236522.40    | 0.00%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    525000 | PA      | $498954.75    | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                         | Service Corp International/US                                                    | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67358.20     | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                   | Columbia Pipeline Group Inc                                                      | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    231000 | PA      | $229071.15    | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $468985.00    | 0.01%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                  | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    245000 | PA      | $220571.05    | 0.00%             | 2026-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                                   | Panasonic Holdings Corp                                                          | CUSIP: 69832AAB2<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    360000 | PA      | $346474.80    | 0.01%             | 2024-07-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                        | Raytheon Technologies Corp                                                       | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137709.40    | 0.00%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                     | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    529000 | PA      | $491202.95    | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                   | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    762000 | PA      | $741517.44    | 0.01%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                       | Artera Services LLC                                                              | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    420000 | PA      | $359137.80    | 0.01%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: —       |
| TURKIYE VAKIFLAR BANKASI                                  | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $373092.00    | 0.01%             | 2026-01-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                               | Baxalta Inc                                                                      | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186473.60    | 0.00%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                   | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $145755.80    | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                  | FMC Corp                                                                         | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4750.50      | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                             | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    732000 | PA      | $727381.08    | 0.01%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ODEON FINCO PLC                                           | Odeon Finco PLC                                                                  | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $147486.40    | 0.00%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                       | Delta Air Lines Inc                                                              | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    959000 | PA      | $986897.31    | 0.02%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                     | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    932000 | PA      | $901467.68    | 0.02%             | 2024-08-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bond                                             | CUSIP: 91086QBG2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $1187988.00   | 0.02%             | 2026-01-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                  | Huntington National Bank/The                                                     | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303069.00    | 0.01%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1616152.08   | 0.03%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                | CUSIP: 478160CJ1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    481000 | PA      | $466098.62    | 0.01%             | 2025-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                   | CUSIP: 57636QAB0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    733000 | PA      | $722781.98    | 0.01%             | 2024-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                                  | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $140835.00    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                   | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $181092.00    | 0.00%             | 2024-07-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2431000 | PA      | $2226188.25   | 0.04%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CD2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $63181.95     | 0.00%             | 2024-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28900000 | PA      | $27150195.46  | 0.53%             | 2024-10-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    752000 | PA      | $662790.24    | 0.01%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140EY4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81502 | PA      | $78170.97     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAR SUKUK LTD                                             | MAR Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 5493000TGLZ3JMN09026 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $561468.00    | 0.01%             | 2025-09-02      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                     | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57303.60     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 50046PBN4<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    600000 | PA      | $573030.00    | 0.01%             | 2024-02-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    640000 | PA      | $587795.20    | 0.01%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140E7KF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27484 | PA      | $26564.82     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                            | Wynn Macau Ltd                                                                   | CUSIP: 98313RAC0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $250117.40    | 0.00%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    455000 | PA      | $422781.45    | 0.01%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK                                   | China Construction Bank Corp                                                     | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |   1200000 | PA      | $1133160.00   | 0.02%             | 2030-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    695000 | PA      | $700045.70    | 0.01%             | 2024-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1185272.20   | 0.02%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| CIMB BANK BHD                                             | CIMB Bank Bhd                                                                    | CUSIP: 12570TAA9<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $180166.00    | 0.00%             | 2027-07-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    767000 | PA      | $743084.94    | 0.01%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Transocean Proteus Ltd                                    | Transocean Proteus Ltd                                                           | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $111128.60    | 0.00%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                                  | NIKE Inc                                                                         | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    228000 | PA      | $216577.20    | 0.00%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    653000 | PA      | $625495.64    | 0.01%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                     | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460200 | PA      | $449021.74    | 0.01%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY                                  | Infrabuild Australia Pty Ltd                                                     | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |    139000 | PA      | $132038.88    | 0.00%             | 2024-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                      | Aramark Services Inc                                                             | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    685000 | PA      | $684945.20    | 0.01%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4081949 | PA      | $4018946.02   | 0.08%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                     | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $234690.00    | 0.00%             | 2024-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                   | Darling Ingredients Inc                                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224282.20    | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466335.00    | 0.01%             | 2025-01-07      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                  | Johnson Controls International plc                                               | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     20000 | PA      | $19631.40     | 0.00%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                              | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    923000 | PA      | $882037.26    | 0.02%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    580000 | PA      | $521130.00    | 0.01%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIA                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAA8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $321633.00    | 0.01%             | 2024-04-02      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SIB TIER 1 SUKUK CO                                       | SIB Tier 1 Sukuk Co                                                              | CUSIP: 000000000<br>LEI: 549300ZK67JZJXTH2F28 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194626.00    | 0.00%             | 2025-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WFAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22509 | PA      | $21375.48     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lamar Funding Ltd                                         | Lamar Funding Ltd                                                                | CUSIP: 000000000<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |    514000 | PA      | $492797.50    | 0.01%             | 2025-05-07      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                         | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215701.20    | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                  | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAC6<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123176.40    | 0.00%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2016-1 B PTT                                   | United Airlines 2016-1 Class B Pass Through Trust                                | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                            | CUSIP: 3135G0V34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    705000 | PA      | $689024.70    | 0.01%             | 2024-02-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CADENCE BANK                                              | Cadence Bank                                                                     | CUSIP: 05971JAA0<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109756.00    | 0.00%             | 2029-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1241225.44   | 0.02%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    210000 | PA      | $205938.60    | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                        | Coterra Energy Inc                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11523.72     | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                    | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2L4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    280000 | PA      | $286854.40    | 0.01%             | 2025-01-09      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                            | Bombardier Inc                                                                   | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $503030.50    | 0.01%             | 2026-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $785544.00    | 0.02%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                         | Golub Capital BDC Inc                                                            | CUSIP: 38173MAA0<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63040.90     | 0.00%             | 2024-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    630000 | PA      | $593359.20    | 0.01%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    365000 | PA      | $365700.80    | 0.01%             | 2026-08-09      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40380000 | PA      | $36547054.89  | 0.72%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                     | MidAmerican Energy Co                                                            | CUSIP: 595620AM7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    362000 | PA      | $355864.10    | 0.01%             | 2024-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                      | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    949000 | PA      | $941075.85    | 0.02%             | 2024-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                          | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    731000 | PA      | $730203.21    | 0.01%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 298785GQ3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     47000 | PA      | $45585.30     | 0.00%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                | Woori Bank                                                                       | CUSIP: 98105HAC4<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $197960.00    | 0.00%             | 2024-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    998000 | PA      | $901124.14    | 0.02%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $989531.40    | 0.02%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3815000.00   | 0.07%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $257871.23    | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1147938.75   | 0.02%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AL4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    475000 | PA      | $460303.50    | 0.01%             | 2025-04-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                  | Jackson National Life Global Funding                                             | CUSIP: 46849LTK7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    592000 | PA      | $569438.88    | 0.01%             | 2024-06-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PT ADARO INDONESIA                                        | Adaro Indonesia PT                                                               | CUSIP: 000000000<br>LEI: 2549009Z0YED3S2BID40 | Long             | DBT              | CORP              | ID        |    300000 | PA      | $289539.00    | 0.01%             | 2024-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                 | WRKCo Inc                                                                        | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    431000 | PA      | $416018.44    | 0.01%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                          | Ventas Realty LP                                                                 | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    345000 | PA      | $329316.30    | 0.01%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1194662.96   | 0.02%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY LTD                                    | Adani Green Energy Ltd                                                           | CUSIP: 000000000<br>LEI: 335800ZBBU81OH211H17 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $310352.00    | 0.01%             | 2024-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHINA EVERBRIGHT BK/LUX                                   | China Everbright Bank Co Ltd/Luxembourg                                          | CUSIP: 000000000<br>LEI: 549300U6PKQ4H1P34E17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $187706.00    | 0.00%             | 2024-09-14      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| KAR Auction Services Inc                                  | KAR Auction Services Inc                                                         | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162171.90    | 0.00%             | 2025-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| WESCO DISTRIBUTION INC                                    | WESCO Distribution Inc                                                           | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    640000 | PA      | $650182.40    | 0.01%             | 2025-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI A.S                                    | Turkiye Is Bankasi AS                                                            | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $394220.00    | 0.01%             | 2024-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                      | Kallpa Generacion SA                                                             | CUSIP: 000000000<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $194484.00    | 0.00%             | 2026-05-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2014-C18                              | CUSIP: 46641JAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $220493.16    | 0.00%             | 2047-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                       | Select Medical Corp                                                              | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    535000 | PA      | $522464.95    | 0.01%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINMETALS BOUNTEOUS FIN                                   | Minmetals Bounteous Finance BVI Ltd                                              | CUSIP: 000000000<br>LEI: 3003005FATJ63Y0MR949 | Long             | DBT              | CORP              | VG        |    500000 | PA      | $486210.00    | 0.01%             | 2024-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                                   | Castlelake Aviation Finance DAC                                                  | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |    180000 | PA      | $164129.40    | 0.00%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                 | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    462000 | PA      | $435508.92    | 0.01%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                             | Aircastle Ltd                                                                    | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    232000 | PA      | $227141.92    | 0.00%             | 2024-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oil India Ltd                                             | Oil India Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800XXEP14XISP1A16 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $199596.00    | 0.00%             | 2024-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| China Cinda Finance 2017                                  | China Cinda Finance 2017 I Ltd                                                   | CUSIP: 000000000<br>LEI: 549300FRGSV52FLG5T09 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $387584.00    | 0.01%             | 2027-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                                        | Banco de Bogota SA                                                               | CUSIP: 000000000<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $397280.00    | 0.01%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                             | Discover Bank                                                                    | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    710000 | PA      | $679569.40    | 0.01%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1021610.61   | 0.02%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $1853188.20   | 0.04%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI                                  | Cooper-Standard Automotive Inc                                                   | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    185000 | PA      | $88807.40     | 0.00%             | 2027-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                  | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $289380.45    | 0.01%             | 2025-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                     | Arrow Electronics Inc                                                            | CUSIP: 042735BE9<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71354.58     | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE BANK INDIA/LONDON                                   | State Bank of India/London                                                       | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $357632.00    | 0.01%             | 2026-07-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands Inc                                                               | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    728000 | PA      | $720414.24    | 0.01%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                         | ITC Holdings Corp                                                                | CUSIP: 465685AJ4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    107000 | PA      | $104928.48    | 0.00%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                              | Vontier Corp                                                                     | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    340000 | PA      | $295735.40    | 0.01%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    620000 | PA      | $576581.40    | 0.01%             | 2026-05-25      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BV6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14685.15     | 0.00%             | 2025-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                  | Empresa Nacional del Petroleo                                                    | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $376792.00    | 0.01%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KAE3<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    865000 | PA      | $840970.30    | 0.02%             | 2025-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 30231GAF9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $727650.00    | 0.01%             | 2025-03-06      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                   | Digital Realty Trust LP                                                          | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14266.80     | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                  | SLM Corp                                                                         | CUSIP: 78442PGD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $215399.60    | 0.00%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    657000 | PA      | $581701.23    | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3897220 | PA      | $3701461.11   | 0.07%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                                  | Telefonica Celular del Paraguay SA                                               | CUSIP: 000000000<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    200000 | PA      | $187642.00    | 0.00%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $54554.40     | 0.00%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                     | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86191.20     | 0.00%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                              | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    472000 | PA      | $431313.60    | 0.01%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                | Carvana Co                                                                       | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    275000 | PA      | $123758.25    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1163831.20   | 0.02%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63307A2T1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $352285.50    | 0.01%             | 2025-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 65562QBT1<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $193506.00    | 0.00%             | 2025-04-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10450000 | PA      | $10156910.21  | 0.20%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    871000 | PA      | $882723.66    | 0.02%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                  | Abu Dhabi National Energy Co PJSC                                                | CUSIP: 000000000<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $394816.00    | 0.01%             | 2024-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                             | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404559.30    | 0.01%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 29278GAV0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    385000 | PA      | $377677.30    | 0.01%             | 2025-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                      | Unigel Luxembourg SA                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $202348.00    | 0.00%             | 2026-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                               | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38507.20     | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                              | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158632.10    | 0.00%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDNG/HEARTHSIDE                                  | H-Food Holdings LLC / Hearthside Finance Co Inc                                  | CUSIP: 577088AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $106058.75    | 0.00%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 94974BGA2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1007309.10   | 0.02%             | 2024-09-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                            | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    365000 | PA      | $354714.30    | 0.01%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1816190 | PA      | $1610566.83   | 0.03%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                  | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    520000 | PA      | $522896.40    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCT BANK/HK                                   | China Construction Bank Corp/Hong Kong                                           | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    800000 | PA      | $735056.00    | 0.01%             | 2025-08-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                             | Marubeni Corp                                                                    | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195590.00    | 0.00%             | 2024-04-26      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                     | Owl Rock Capital Corp                                                            | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    397000 | PA      | $374307.48    | 0.01%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 911312BL9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107021.20    | 0.00%             | 2024-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                  | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1471175.13   | 0.03%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION BK OF PHILIPPINES                                   | Union Bank of the Philippines                                                    | CUSIP: 000000000<br>LEI: 549300J97JXR3URQK322 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $183470.00    | 0.00%             | 2025-10-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                   | Pakistan Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $228296.00    | 0.00%             | 2024-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    452000 | PA      | $437504.36    | 0.01%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                 | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    896000 | PA      | $867095.04    | 0.02%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                                | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96810.00     | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                       | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158285.75    | 0.00%             | 2027-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    925000 | PA      | $915861.00    | 0.02%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                  | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2J7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    910000 | PA      | $894884.90    | 0.02%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                         | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48288.50     | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                 | CUSIP: 74256LES4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $421923.50    | 0.01%             | 2026-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                          | Peruvian Government International Bond                                           | CUSIP: 715638AS1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1200000 | PA      | $1264800.00   | 0.02%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                       | Otis Worldwide Corp                                                              | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32111.10     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust              | American Express Credit Account Master Trust                                     | CUSIP: 02582JHU7<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2994122.34   | 0.06%             | 2025-10-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368FAG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $776824.00    | 0.02%             | 2024-03-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                | Mattel Inc                                                                       | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    290000 | PA      | $271268.90    | 0.01%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies Inc                                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4854.70      | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO                                  | PTTEP Treasury Center Co Ltd                                                     | CUSIP: 000000000<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $182998.00    | 0.00%             | 2027-06-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                       | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    859000 | PA      | $840608.81    | 0.02%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4819.90      | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                        | Panama Government International Bond                                             | CUSIP: 698299BE3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    705000 | PA      | $686148.30    | 0.01%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | Tencent Holdings Ltd                                                             | CUSIP: 88032XAT1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $548850.00    | 0.01%             | 2026-01-26      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                               | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    555000 | PA      | $537811.65    | 0.01%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810768.00    | 0.02%             | 2026-01-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BU8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139330.56    | 0.00%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                    | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    520000 | PA      | $521721.20    | 0.01%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK OF CHINA                                    | Industrial & Commercial Bank of China Ltd                                        | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |   3000000 | PA      | $2853810.00   | 0.06%             | 2026-09-24      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                  | Commonwealth Bank of Australia/New York NY                                       | CUSIP: 20271RAQ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $806280.00    | 0.02%             | 2025-01-10      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBF8<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    559000 | PA      | $545662.26    | 0.01%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    402000 | PA      | $386760.18    | 0.01%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06367WMQ3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    657000 | PA      | $635995.71    | 0.01%             | 2024-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                     | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAK8<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138899.85    | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                  | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85560.00     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                   | GE Capital International Funding Co Unlimited Co                                 | CUSIP: 36164Q6M5<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    335000 | PA      | $324919.85    | 0.01%             | 2025-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| DIB Tier 1 Sukuk 3 Ltd                                    | DIB Tier 1 Sukuk 3 Ltd                                                           | CUSIP: 000000000<br>LEI: 5493003VEAI5Y13OH244 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $605022.00    | 0.01%             | 2025-01-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FAR EAST HORIZON LTD                                      | Far East Horizon Ltd                                                             | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $189970.00    | 0.00%             | 2024-03-03      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                  | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99218.90     | 0.00%             | 2025-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 45905US70<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $19328.80     | 0.00%             | 2025-02-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                   | International Game Technology PLC                                                | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $280775.10    | 0.01%             | 2026-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/HK                                    | Industrial & Commercial Bank of China Ltd/Hong Kong                              | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    800000 | PA      | $734984.00    | 0.01%             | 2025-07-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $510179.95    | 0.01%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     98000 | PA      | $93290.12     | 0.00%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                      | Ciudad Autonoma De Buenos Aires/Government Bonds                                 | CUSIP: 000000000<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |    200000 | PA      | $187334.00    | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $323397.90    | 0.01%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     88000 | PA      | $91542.00     | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                      | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    375000 | PA      | $323347.50    | 0.01%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                      | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    396000 | PA      | $383264.64    | 0.01%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JW ALUMINUM CONT CAST CO                                  | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAA6<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161937.60    | 0.00%             | 2026-06-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1422914.00   | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                     | General Dynamics Corp                                                            | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    660000 | PA      | $643896.00    | 0.01%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHAOXING CITY INV GRP                                     | Shaoxing City Investment Group Ltd                                               | CUSIP: 000000000<br>LEI: 3003006W7JO7TLFNRW68 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $349292.00    | 0.01%             | 2026-08-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                          | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65724.75     | 0.00%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                    | TCI Communications Inc                                                           | CUSIP: 872287AF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38405.85     | 0.00%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                    | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $542112.00    | 0.01%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                  | Jackson National Life Global Funding                                             | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557480.00    | 0.01%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    525000 | PA      | $487982.25    | 0.01%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     60000 | PA      | $59714.40     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                           | EMD Finance LLC                                                                  | CUSIP: 26867LAL4<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1099318.56   | 0.02%             | 2025-03-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                         | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    300000 | PA      | $19551.00     | 0.00%             | 2024-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                  | OWL Rock Core Income Corp                                                        | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211501.50    | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JU9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $166022.00    | 0.00%             | 2025-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                  | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAG4<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $490815.00    | 0.01%             | 2025-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                            | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    529000 | PA      | $518541.67    | 0.01%             | 2025-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                               | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1033198.18   | 0.02%             | 2024-08-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                   | Southwestern Electric Power Co                                                   | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55771.20     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUNTORY HOLDINGS LTD                                      | Suntory Holdings Ltd                                                             | CUSIP: 86803UAD3<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $365361.15    | 0.01%             | 2024-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                  | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $291924.00    | 0.01%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                                  | Owl Rock Technology Finance Corp                                                 | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39862.35     | 0.00%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBE8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $402956.00    | 0.01%             | 2027-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                           | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $182816.00    | 0.00%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                    | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    420000 | PA      | $414678.60    | 0.01%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    950000 | PA      | $880602.50    | 0.02%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                             | Sempra Energy                                                                    | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9441.10      | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                         | Union Electric Co                                                                | CUSIP: 906548CK6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49255.50     | 0.00%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EKWV4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     35000 | PA      | $33572.35     | 0.00%             | 2024-07-26      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    565000 | PA      | $497307.35    | 0.01%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A2N0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    245000 | PA      | $226509.85    | 0.00%             | 2025-06-29      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                                        | CCL Industries Inc                                                               | CUSIP: 124900AB7<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4596.30      | 0.00%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                 | Olin Corp                                                                        | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242727.50    | 0.00%             | 2027-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENTERCOM MEDIA CORP                                       | Audacy Capital Corp                                                              | CUSIP: 29365DAA7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |    210000 | PA      | $34584.90     | 0.00%             | 2027-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $373546.90    | 0.01%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                         | Chile Government International Bond                                              | CUSIP: 168863BW7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $194414.00    | 0.00%             | 2025-03-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| CADILLAC FAIRVIEW PRP TR                                  | Ontario Teachers' Cadillac Fairview Properties Trust                             | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    305000 | PA      | $285007.25    | 0.01%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                   | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $598038.00    | 0.01%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472670.00    | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| HENAN WATER INVESTMENT                                    | Henan Water Conservancy Investment Group Co Ltd                                  | CUSIP: 000000000<br>LEI: 300300CMQQAWD9QA4A15 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $363396.00    | 0.01%             | 2025-09-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20350000 | PA      | $19170335.94  | 0.38%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1444776.39   | 0.03%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                       | LYB International Finance III LLC                                                | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $485004.25    | 0.01%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 500630CY2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $191774.00    | 0.00%             | 2024-10-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                  | Puma International Financing SA                                                  | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $367284.00    | 0.01%             | 2026-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                             | Life Time Inc                                                                    | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    207000 | PA      | $201017.70    | 0.00%             | 2026-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| AGRICULTURAL BK CHINA/HK                                  | Agricultural Bank of China Ltd/Hong Kong                                         | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $185528.00    | 0.00%             | 2027-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tullow Oil PLC                                            | Tullow Oil PLC                                                                   | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $285488.00    | 0.01%             | 2025-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                  | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    770000 | PA      | $733563.60    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KB Home                                                   | KB Home                                                                          | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132909.40    | 0.00%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    378000 | PA      | $360543.96    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                                              | CUSIP: 929160AS8<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25863.76     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                  | Martin Marietta Materials Inc                                                    | CUSIP: 573284AN6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    154000 | PA      | $153015.94    | 0.00%             | 2024-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNGENTA FINANCE NV                                       | Syngenta Finance NV                                                              | CUSIP: 87164KAG9<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $427248.30    | 0.01%             | 2025-04-24      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                | CUSIP: 17275RBL5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4729.95      | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                       | American International Group Inc                                                 | CUSIP: 026874CY1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    439000 | PA      | $436690.86    | 0.01%             | 2024-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CoreCivic Inc                                             | CoreCivic Inc                                                                    | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92076.60     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    517000 | PA      | $482645.35    | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                              | Avangrid Inc                                                                     | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    169000 | PA      | $163402.72    | 0.00%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1201780.90   | 0.02%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                         | TSMC Arizona Corp                                                                | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    375000 | PA      | $368171.25    | 0.01%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                       | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277944.80    | 0.01%             | 2026-07-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    180000 | PA      | $161550.00    | 0.00%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UHI CAPITAL                                               | UHI Capital Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900B360NXLSCR5W24 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $194288.00    | 0.00%             | 2024-06-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                          | Ventas Realty LP                                                                 | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47061.00     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WGVM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49292 | PA      | $48578.62     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                              | Ecopetrol SA                                                                     | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    515000 | PA      | $498932.00    | 0.01%             | 2025-01-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| OMNICOM GP/OMNICOM CAP                                    | Omnicom Group Inc / Omnicom Capital Inc                                          | CUSIP: 68217FAA0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    470000 | PA      | $455420.60    | 0.01%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QNZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248038 | PA      | $232477.24    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TCL TECHNOLOGY INVEST                                     | TCL Technology Investments Ltd                                                   | CUSIP: 000000000<br>LEI: 2549004564BZEAL33Q65 | Long             | DBT              | CORP              | VG        |    212000 | PA      | $193782.84    | 0.00%             | 2025-07-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                              | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    461000 | PA      | $451079.28    | 0.01%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                  | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $188428.00    | 0.00%             | 2025-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                 | Aflac Inc                                                                        | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72177.60     | 0.00%             | 2026-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                     | Healthpeak Properties Inc                                                        | CUSIP: 40414LAN9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    445000 | PA      | $437003.35    | 0.01%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    104000 | PA      | $95925.44     | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                       | PayPal Holdings Inc                                                              | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    370000 | PA      | $363869.10    | 0.01%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $66819.90     | 0.00%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                        | Roche Holdings Inc                                                               | CUSIP: 771196BT8<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    920000 | PA      | $878416.00    | 0.02%             | 2025-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                      | ERAC USA Finance LLC                                                             | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    440000 | PA      | $424793.60    | 0.01%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                                             | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271630.80    | 0.01%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    274000 | PA      | $269870.82    | 0.01%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BLUE BRIGHT LTD                                           | Blue Bright Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900UL07MB60VPV351 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $364576.00    | 0.01%             | 2026-02-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13900000 | PA      | $13424359.38  | 0.26%             | 2024-07-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ABQ FINANCE                                               | ABQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300EKNBMBS9DNYE37 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193232.00    | 0.00%             | 2024-09-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                        | Panama Government International Bond                                             | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $531845.00    | 0.01%             | 2026-01-29      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BEASLEY MEZ HLDGS LLC                                     | Beasley Mezzanine Holdings LLC                                                   | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $78064.80     | 0.00%             | 2026-02-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                        | Huarong Finance II Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $378420.00    | 0.01%             | 2025-11-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77641.60     | 0.00%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                          | CSC Holdings LLC                                                                 | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    323000 | PA      | $316443.10    | 0.01%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 91087BAJ9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $297771.00    | 0.01%             | 2025-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 62944BBG8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     32000 | PA      | $30378.24     | 0.00%             | 2026-03-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                            | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    317000 | PA      | $274560.04    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                                     | LD Holdings Group LLC                                                            | CUSIP: 521088AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $160994.40    | 0.00%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644ABG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    928541 | PA      | $902146.66    | 0.02%             | 2048-02-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PT                                           | Bank Mandiri Persero Tbk PT                                                      | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $181384.00    | 0.00%             | 2026-04-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24572265.75  | 0.48%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                    | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAA1<br>LEI: N/A                  | Long             | DBT              |  | US        |    280000 | PA      | $283914.40    | 0.01%             | 2025-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26957 | PA      | $26064.87     | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                               | ONE Gas Inc                                                                      | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91083.15     | 0.00%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                       | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44348.26     | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20                    | CUSIP: 46642CBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146559.60    | 0.00%             | 2047-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    705000 | PA      | $677892.75    | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                    | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    430000 | PA      | $415074.70    | 0.01%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                  | Inter-American Investment Corp                                                   | CUSIP: 000000000<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    950000 | PA      | $907174.00    | 0.02%             | 2024-10-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                   | Spectra Energy Partners LP                                                       | CUSIP: 84756NAF6<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    261000 | PA      | $253556.28    | 0.00%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOM FINANCE                                    | Liquid Telecommunications Financing Plc                                          | CUSIP: 000000000<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $307280.00    | 0.01%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                    | Mid-America Apartments LP                                                        | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     55000 | PA      | $53973.70     | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1656258.96   | 0.03%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2123610 | PA      | $1987649.89   | 0.04%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $361808.00    | 0.01%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1485000 | PA      | $1456339.50   | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                    | AmerisourceBergen Corp                                                           | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261368.10    | 0.01%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1692003.48   | 0.03%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    532000 | PA      | $529132.52    | 0.01%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                            | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4759.75      | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $185520.00    | 0.00%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ZHONGAN ONLINE P&C INSUR                                  | ZhongAn Online P&C Insurance Co Ltd                                              | CUSIP: 000000000<br>LEI: 5299006845ISFI2WAI41 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $355968.00    | 0.01%             | 2026-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $1131450.00   | 0.02%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BNSF Funding Trust I                                      | BNSF Funding Trust I                                                             | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48505.00     | 0.00%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828V80<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10732734.43  | 0.21%             | 2024-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    545000 | PA      | $516556.45    | 0.01%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                       | Gray Television Inc                                                              | CUSIP: 389375AJ5<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275049.00    | 0.01%             | 2026-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                                        | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: 000000000<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $160652.00    | 0.00%             | 2025-01-13      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                         | Motion Bondco DAC                                                                | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    175000 | PA      | $158203.50    | 0.00%             | 2027-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12554140.69  | 0.25%             | 2026-01-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                                           | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    511000 | PA      | $466083.10    | 0.01%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205954.00    | 0.00%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                              | Enerflex Ltd                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $274862.70    | 0.01%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    260000 | PA      | $240203.60    | 0.00%             | 2025-09-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                  | Western Alliance Bancorp                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17454.80     | 0.00%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                                          | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    677000 | PA      | $663805.27    | 0.01%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                        | STL Holding Co LLC                                                               | CUSIP: 861036AA9<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96528.30     | 0.00%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $957267.50    | 0.02%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    835000 | PA      | $809023.15    | 0.02%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    650000 | PA      | $612924.00    | 0.01%             | 2024-05-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CN HUANENG GP HK TREASUR                                  | China Huaneng Group Hong Kong Treasury Management Holding Ltd                    | CUSIP: 000000000<br>LEI: 254900S9905REJFRBF91 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $367596.00    | 0.01%             | 2026-01-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2200000 | PA      | $2122736.00   | 0.04%             | 2026-10-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $16925625.00  | 0.33%             | 2025-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust              | American Express Credit Account Master Trust                                     | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2929417.86   | 0.06%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $364355.40    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                            | HB Fuller Co                                                                     | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139345.50    | 0.00%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ALLIANCE RES OP/FINANCE                                   | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp         | CUSIP: 01879NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $168881.40    | 0.00%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                   | Capital One Multi-Asset Execution Trust                                          | CUSIP: 14041NFW6<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1878341.04   | 0.04%             | 2026-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                    | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    209000 | PA      | $204663.25    | 0.00%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                     | Freedom Mortgage Corp                                                            | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    260000 | PA      | $228846.80    | 0.00%             | 2026-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    622000 | PA      | $588101.00    | 0.01%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                         | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93724.00     | 0.00%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315648.00    | 0.01%             | 2024-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $610824.00    | 0.01%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    704000 | PA      | $660640.64    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    715000 | PA      | $637300.95    | 0.01%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                    | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $754304.00    | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| XP INC                                                    | XP Inc                                                                           | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $359548.00    | 0.01%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 718286AL1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $217360.00    | 0.00%             | 2024-10-21      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                            | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270347.00    | 0.01%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $504415.00    | 0.01%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                            | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312723.20    | 0.01%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                         | Service Corp International/US                                                    | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    255000 | PA      | $243672.90    | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WHQK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738305 | PA      | $701188.25    | 0.01%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WKXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117670 | PA      | $115889.89    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1160578.80   | 0.02%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                | CUSIP: 20826FAD8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    216000 | PA      | $211822.56    | 0.00%             | 2024-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154DB2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $757104.00    | 0.01%             | 2025-02-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                          | Ventas Realty LP                                                                 | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    387000 | PA      | $380397.78    | 0.01%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL BK CHINA/HK                                  | Agricultural Bank of China Ltd/Hong Kong                                         | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $359428.00    | 0.01%             | 2026-06-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1253936.97   | 0.02%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                                         | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    395000 | PA      | $379535.75    | 0.01%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                      | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1746921.92   | 0.03%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial Inc                                                               | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96199.00     | 0.00%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148234.50    | 0.00%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                     | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210130.80    | 0.00%             | 2026-04-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    832000 | PA      | $776189.44    | 0.02%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                      | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143455.50    | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                       | Boxer Parent Co Inc                                                              | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147752.20    | 0.00%             | 2026-03-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                        | CNX Resources Corp                                                               | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159280.00    | 0.00%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    720000 | PA      | $732081.60    | 0.01%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KBD7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    388000 | PA      | $379638.60    | 0.01%             | 2025-06-09      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                             | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    536000 | PA      | $521790.64    | 0.01%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394200 | PA      | $369520.12    | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                               | Vistra Operations Co LLC                                                         | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    440000 | PA      | $428648.00    | 0.01%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WHARF REIC FINANCE BVI                                    | Wharf REIC Finance BVI Ltd                                                       | CUSIP: 000000000<br>LEI: 254900N6PHCMYYNUWV59 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192016.00    | 0.00%             | 2024-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                    | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $550547.60    | 0.01%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 00254ENA6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $187802.00    | 0.00%             | 2024-07-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                          | CUSIP: 44891CAK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183378.00    | 0.00%             | 2026-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804FQ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42374.35     | 0.00%             | 2024-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| HKT CAPITAL NO 2 LTD                                      | HKT Capital No 2 Ltd                                                             | CUSIP: 000000000<br>LEI: 254900H0XCXGQBS2GA24 | Long             | DBT              | CORP              | VG        |    500000 | PA      | $483090.00    | 0.01%             | 2025-04-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LIFESTORAGE LP                                            | LifeStorage LP/CA                                                                | CUSIP: 84610WAB1<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |     50000 | PA      | $47567.00     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                       | CUSIP: 717081DV2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    382000 | PA      | $365493.78    | 0.01%             | 2026-06-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                 | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     77000 | PA      | $70822.29     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                          | FirstEnergy Corp                                                                 | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    121000 | PA      | $113516.15    | 0.00%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                       | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330176.00    | 0.01%             | 2025-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 86765BAT6<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240722.50    | 0.00%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS                                  | Resolute Forest Products Inc                                                     | CUSIP: 76117WAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $133805.25    | 0.00%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                    | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    354000 | PA      | $345199.56    | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                           | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    600000 | PA      | $493578.00    | 0.01%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                                     | Banco Santander Chile                                                            | CUSIP: 05971WAC7<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    350000 | PA      | $335744.50    | 0.01%             | 2025-01-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| PNC BANK NA                                               | PNC Bank NA                                                                      | CUSIP: 05552JAA7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290391.00    | 0.01%             | 2024-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    923000 | PA      | $831853.75    | 0.02%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| MEDCO OAK TREE PTE LTD                                    | Medco Oak Tree Pte Ltd                                                           | CUSIP: 000000000<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199418.00    | 0.00%             | 2026-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                            | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    800000 | PA      | $781488.00    | 0.02%             | 2025-04-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $915567.00    | 0.02%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                  | Hyundai Capital Services Inc                                                     | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $176966.00    | 0.00%             | 2026-02-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                                  | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AP3<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231757.00    | 0.00%             | 2025-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                                                     | CUSIP: 174610AK1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190421.40    | 0.00%             | 2025-12-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 298785HV1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2358000 | PA      | $2305204.38   | 0.05%             | 2024-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538679 | PA      | $504191.58    | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    232000 | PA      | $216873.60    | 0.00%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                               | Trimble Inc                                                                      | CUSIP: 896239AA8<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387663.90    | 0.01%             | 2024-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                 | GATX Corp                                                                        | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    142000 | PA      | $134199.94    | 0.00%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                   | PTC Inc                                                                          | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225397.90    | 0.00%             | 2025-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                                  | NTPC Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $196558.00    | 0.00%             | 2024-11-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 05591F2D1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    905000 | PA      | $884728.00    | 0.02%             | 2024-02-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    315000 | PA      | $304255.35    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    556000 | PA      | $536667.88    | 0.01%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                             | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    110000 | PA      | $103510.00    | 0.00%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135CE4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    891000 | PA      | $865463.94    | 0.02%             | 2025-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERSIN ULUSLARARASI LIMA                                  | Mersin Uluslararasi Liman Isletmeciligi AS                                       | CUSIP: 000000000<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $192936.00    | 0.00%             | 2024-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                     | Bausch Health Cos Inc                                                            | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $161868.00    | 0.00%             | 2027-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 45950KCR9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1221000 | PA      | $1160743.65   | 0.02%             | 2024-10-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                            | Tullow Oil PLC                                                                   | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $537737.50    | 0.01%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                                                  | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255428.10    | 0.01%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                           | TSMC Global Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $400868.00    | 0.01%             | 2027-07-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                               | Hexcel Corp                                                                      | CUSIP: 428291AM0<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220108.50    | 0.00%             | 2025-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31410LUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143207 | PA      | $141040.57    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                    | MGM China Holdings Ltd                                                           | CUSIP: 55300RAE1<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $190776.00    | 0.00%             | 2025-06-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                | CUSIP: 857477BM4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149289.80    | 0.00%             | 2026-03-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                  | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $349757.10    | 0.01%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    330000 | PA      | $305824.20    | 0.01%             | 2024-09-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1088669.30   | 0.02%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJK2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    680000 | PA      | $610021.20    | 0.01%             | 2026-06-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                         | Korea International Bond                                                         | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $191008.00    | 0.00%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF COMMUNICATION HK                                  | Bank of Communications Hong Kong Ltd                                             | CUSIP: 000000000<br>LEI: 254900BIDL79UKUMX541 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $364828.00    | 0.01%             | 2031-07-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMU76<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     63420 | PA      | $61378.79     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC CAPITAL                                     | Mitsubishi HC Capital Inc                                                        | CUSIP: 60682LAE2<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196356.00    | 0.00%             | 2024-02-28      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                            | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    419000 | PA      | $425360.42    | 0.01%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERICAST CORP                                             | Vericast Corp                                                                    | CUSIP: 92348BAA1<br>LEI: 549300J73P7FL8TVF308 | Long             | DBT              | CORP              | US        |    551322 | PA      | $596949.41    | 0.01%             | 2026-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                | CUSIP: 17275RBC5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    305000 | PA      | $294325.00    | 0.01%             | 2026-02-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14913Q2V0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    358000 | PA      | $349973.64    | 0.01%             | 2024-05-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64952WDQ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    248000 | PA      | $227031.60    | 0.00%             | 2025-06-24      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                     | Bath & Body Works Inc                                                            | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $149921.80    | 0.00%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                 | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    144000 | PA      | $132396.48    | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KAX1<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    462000 | PA      | $441879.90    | 0.01%             | 2024-03-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    635000 | PA      | $557568.10    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-CCRE27 Mortgage Trust                                                  | CUSIP: 12635QBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1335000 | PA      | $1284507.88   | 0.03%             | 2048-10-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                   | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $180365.75    | 0.00%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                      | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    490000 | PA      | $525495.60    | 0.01%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA                                             | Bank of China Ltd                                                                | CUSIP: 06120TAA6<br>LEI: 54930053HGCFWVHYZX42 | Long             | DBT              | CORP              | CN        |   1600000 | PA      | $1601872.00   | 0.03%             | 2024-11-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                    | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1683269.28   | 0.03%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                     | PACCAR Financial Corp                                                            | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344525.40    | 0.01%             | 2025-10-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     85000 | PA      | $80412.55     | 0.00%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $9035.60      | 0.00%             | 2025-12-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                                  | Univar Solutions USA Inc/Washington                                              | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218459.25    | 0.00%             | 2027-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NTPC Ltd                                                  | NTPC Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $392768.00    | 0.01%             | 2024-04-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                     | Texas Instruments Inc                                                            | CUSIP: 882508BR4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200664.00    | 0.00%             | 2024-11-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1A PTT                                    | Air Canada 2015-1 Class A Pass Through Trust                                     | CUSIP: 009090AA9<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     23476 | PA      | $21365.71     | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    445000 | PA      | $426492.45    | 0.01%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER MEXICO                                    | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 000000000<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $701337.00    | 0.01%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                           | CUSIP: 219868CD6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     62000 | PA      | $57204.92     | 0.00%             | 2025-09-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                  | Corp Financiera de Desarrollo SA                                                 | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $173222.00    | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                                        | Total Play Telecomunicaciones SA de CV                                           | CUSIP: 000000000<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $187060.00    | 0.00%             | 2025-11-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31334.10     | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     35000 | PA      | $30955.05     | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                              | Chevron Corp                                                                     | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $316723.80    | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $296778.00    | 0.01%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                    | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122683.60    | 0.00%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                | Ecolab Inc                                                                       | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    515000 | PA      | $535095.30    | 0.01%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                             | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    555000 | PA      | $553185.15    | 0.01%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                    | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211787.10    | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                        | Union Pacific Corp                                                               | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46108.50     | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                       | Georgia-Pacific LLC                                                              | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    454000 | PA      | $420680.94    | 0.01%             | 2025-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                         | Tunisian Republic                                                                | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    428000 | PA      | $278473.92    | 0.01%             | 2025-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1617015 | PA      | $1475532.40   | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY UP                                     | Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $185536.00    | 0.00%             | 2024-12-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                          | Vail Resorts Inc                                                                 | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281554.00    | 0.01%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    237000 | PA      | $230973.09    | 0.00%             | 2024-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                   | Surgery Center Holdings Inc                                                      | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77512.50     | 0.00%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167EW9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2082000 | PA      | $1895661.00   | 0.04%             | 2025-09-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL BK CHINA/SG                                  | Agricultural Bank Of China Ltd/Singapore                                         | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $181392.00    | 0.00%             | 2026-03-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    400000 | PA      | $369360.00    | 0.01%             | 2025-11-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                | JD.com Inc                                                                       | CUSIP: 47215PAC0<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $241372.50    | 0.00%             | 2026-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83367TBR9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $121915.00    | 0.00%             | 2025-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GAIF BOND ISSUER P/L                                      | GAIF Bond Issuer Pty Ltd                                                         | CUSIP: 361435AA8<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |    547000 | PA      | $514311.28    | 0.01%             | 2026-09-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    706000 | PA      | $670784.72    | 0.01%             | 2024-04-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                  | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $291072.40    | 0.01%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14564.55     | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                     | Owl Rock Capital Corp                                                            | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $235235.00    | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1268740.20   | 0.02%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FAX5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    355000 | PA      | $327473.30    | 0.01%             | 2025-02-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                        | Diageo Capital PLC                                                               | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $673103.80    | 0.01%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1199138.25   | 0.02%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                           | Access Bank PLC                                                                  | CUSIP: 000000000<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    200000 | PA      | $174970.00    | 0.00%             | 2026-09-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $509178.80    | 0.01%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                  | Abu Dhabi National Energy Co PJSC                                                | CUSIP: 000000000<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $399568.00    | 0.01%             | 2026-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FERROGLOBE / GLOBE SPEC                                   | Ferroglobe PLC / Globe Specialty Metals Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201344.00    | 0.00%             | 2025-12-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                          | Credit Acceptance Corp                                                           | CUSIP: 225310AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $155543.20    | 0.00%             | 2026-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Dominican Republic                                        | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    575000 | PA      | $573832.75    | 0.01%             | 2025-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT                                   | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212361.75    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1058759.62   | 0.02%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAA3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195042.00    | 0.00%             | 2025-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $32845312.50  | 0.64%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14364.30     | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277930 | PA      | $268727.48    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                            | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    139000 | PA      | $128112.13    | 0.00%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                  | Stanley Black & Decker Inc                                                       | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    330000 | PA      | $289743.30    | 0.01%             | 2060-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                      | Colgate-Palmolive Co                                                             | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130886.55    | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                  | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    660000 | PA      | $609840.00    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZHENGZHOU URBAN CONSTRUC                                  | Zhengzhou Urban Construction Investment Group Co Ltd                             | CUSIP: 000000000<br>LEI: 300300KEJJ0EE1MVS913 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $193856.00    | 0.00%             | 2025-08-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                                              | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38786.40     | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp                                                                  | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213445.55    | 0.00%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                         | Atmos Energy Corp                                                                | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4757.65      | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCBL CAYMAN 1 CORP                                        | CCBL Cayman 1 Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 549300PPQILFPZT13E12 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $360064.00    | 0.01%             | 2026-07-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709DL3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    325000 | PA      | $344841.25    | 0.01%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24655.25     | 0.00%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                        | Turkey Government International Bond                                             | CUSIP: 900123CX6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $741848.00    | 0.01%             | 2025-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TURKIYE VAKIFLAR BANKASI                                  | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $377176.00    | 0.01%             | 2025-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $231807.50    | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFF29<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     60537 | PA      | $59673.60     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14913R3B1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709443.00    | 0.01%             | 2026-01-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                        | F&G Global Funding                                                               | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    395000 | PA      | $353224.80    | 0.01%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                     | American Airlines 2015-1 Class A Pass Through Trust                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265965 | PA      | $228992.83    | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                  | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $323881.35    | 0.01%             | 2026-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANCO INBURSA                                             | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa          | CUSIP: 000000000<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $144334.50    | 0.00%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                         | Ralph Lauren Corp                                                                | CUSIP: 751212AC5<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90993.06     | 0.00%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                            | Brunswick Corp/DE                                                                | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    491000 | PA      | $457729.84    | 0.01%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                    | Penn Entertainment Inc                                                           | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $164459.75    | 0.00%             | 2027-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                | Hasbro Inc                                                                       | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157212.00    | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $206628.00    | 0.00%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $565200.80    | 0.01%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1001368.71   | 0.02%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                              | CUSIP: 285512AD1<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95686.85     | 0.00%             | 2026-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                                    | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    800000 | PA      | $768952.00    | 0.02%             | 2025-02-11      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                   | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1774937.74   | 0.03%             | 2025-11-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO                                           | Ares Finance Co III LLC                                                          | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $206059.92    | 0.00%             | 2051-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                             | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279743.75    | 0.01%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    490000 | PA      | $487932.20    | 0.01%             | 2025-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMS20<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    301256 | PA      | $286408.43    | 0.01%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LINK FINANCE CAYMAN 2009                                  | Link Finance Cayman 2009 Ltd/The                                                 | CUSIP: 000000000<br>LEI: 254900J10LHB6JOSNR19 | Long             | DBT              |  | KY        |    200000 | PA      | $196302.00    | 0.00%             | 2024-09-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1096853.52   | 0.02%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                  | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $292047.05    | 0.01%             | 2025-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                           | CUSIP: 225433AR2<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |   1060000 | PA      | $978093.80    | 0.02%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                    | Protective Life Global Funding                                                   | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331140.80    | 0.01%             | 2027-07-06      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                   | Legacy LifePoint Health LLC                                                      | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $227305.00    | 0.00%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                    | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    260000 | PA      | $247322.40    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                  | United Airlines Holdings Inc                                                     | CUSIP: 910047AK5<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171888.50    | 0.00%             | 2025-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| XPO ESCROW SUB LLC                                        | XPO Escrow Sub LLC                                                               | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118183.20    | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                  | Flex Ltd                                                                         | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    142000 | PA      | $140731.94    | 0.00%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232761 | PA      | $232076.53    | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAF3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $602670.00    | 0.01%             | 2026-03-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                                    | Pingan Real Estate Capital Ltd                                                   | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $315972.00    | 0.01%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 718286AP2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    700000 | PA      | $790412.00    | 0.02%             | 2025-03-16      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                      | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245792.50    | 0.00%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 961214ER0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    985000 | PA      | $881772.00    | 0.02%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| THREE GORGES FIN I KY                                     | Three Gorges Finance I Cayman Islands Ltd                                        | CUSIP: 000000000<br>LEI: 549300FD0MPTWEITI779 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $549552.00    | 0.01%             | 2025-09-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                            | CUSIP: 22160KAL9<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    483000 | PA      | $473311.02    | 0.01%             | 2024-05-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                                              | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    372000 | PA      | $355126.08    | 0.01%             | 2025-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CSSC CAPITAL 2015 LTD                                     | CSSC Capital 2015 Ltd                                                            | CUSIP: 000000000<br>LEI: 549300K934XNVEY4JJ41 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $377392.00    | 0.01%             | 2025-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21                                    | CK Hutchison International 21 Ltd                                                | CUSIP: 12565WAA9<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |    460000 | PA      | $416737.00    | 0.01%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                  | Kia Corp                                                                         | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $190070.00    | 0.00%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                       | Shriram Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $386472.00    | 0.01%             | 2024-03-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    487000 | PA      | $461880.54    | 0.01%             | 2024-05-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                          | Ventas Realty LP                                                                 | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    406000 | PA      | $397218.22    | 0.01%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                     | LyondellBasell Industries NV                                                     | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    255000 | PA      | $256295.40    | 0.01%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $463453.65    | 0.01%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 00216LAF0<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    300000 | PA      | $306120.00    | 0.01%             | 2027-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKN4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180639.00    | 0.00%             | 2025-01-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                        | Analog Devices Inc                                                               | CUSIP: 032654AZ8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19198.40     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                    | Stena International SA                                                           | CUSIP: 85858EAB9<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $151582.40    | 0.00%             | 2025-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $382571.00    | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1370000 | PA      | $1262783.80   | 0.02%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CUMULUS MEDIA NEW HLDGS                                   | Cumulus Media New Holdings Inc                                                   | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $150274.80    | 0.00%             | 2026-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509356 | PA      | $477445.15    | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    890000 | PA      | $876089.30    | 0.02%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    550000 | PA      | $536261.00    | 0.01%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    505000 | PA      | $485173.70    | 0.01%             | 2025-11-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121284.80    | 0.00%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    202000 | PA      | $192843.34    | 0.00%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                     | PACCAR Financial Corp                                                            | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193053.00    | 0.00%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139041.00    | 0.00%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWG32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    585285 | PA      | $564004.34    | 0.01%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9297656.30   | 0.18%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                             | CUSIP: 88032XAP9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $398716.00    | 0.01%             | 2024-04-11      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $449740.20    | 0.01%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq Inc                                                                       | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185459.00    | 0.00%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                  | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    218000 | PA      | $222185.60    | 0.00%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                     | Healthpeak Properties Inc                                                        | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50369.28     | 0.00%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                               | CUSIP: 05565EBH7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    590000 | PA      | $577669.00    | 0.01%             | 2024-04-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                    | Brazilian Government International Bond                                          | CUSIP: 105756BV1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1800000 | PA      | $1779246.00   | 0.03%             | 2025-01-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                  | LYB International Finance II BV                                                  | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $247512.20    | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1127734.85   | 0.02%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                               | Staples Inc                                                                      | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    845000 | PA      | $750191.00    | 0.01%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                        | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    400000 | PA      | $376316.00    | 0.01%             | 2026-04-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HBF1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    432000 | PA      | $426051.36    | 0.01%             | 2024-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIC                                                     | CITIC Ltd                                                                        | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $389440.00    | 0.01%             | 2027-02-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                                  | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP               | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $251956.32    | 0.00%             | 2026-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                   | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 80622GAC8<br>LEI: N/A                  | Long             | DBT              |  | AU        |    560000 | PA      | $527167.20    | 0.01%             | 2027-03-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNNY EXPRESS                                             | Sunny Express Enterprises Corp                                                   | CUSIP: 000000000<br>LEI: 254900RHBSC69QS5NZ68 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $377120.00    | 0.01%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                                | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    144000 | PA      | $139425.12    | 0.00%             | 2025-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORR COMM/HLDGS                                    | Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc                | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    146000 | PA      | $145439.36    | 0.00%             | 2024-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                         | Ghana Government International Bond                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $77536.00     | 0.00%             | 2027-03-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                       | Cosan Luxembourg SA                                                              | CUSIP: 000000000<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200756.00    | 0.00%             | 2027-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA                                  | Horizon Therapeutics USA Inc                                                     | CUSIP: 44055PAA4<br>LEI: 254900IS87RLPXY88S03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255240.00    | 0.00%             | 2027-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                   | Grand Canyon University                                                          | CUSIP: 38528UAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $209140.80    | 0.00%             | 2024-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                      | Abu Dhabi Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1200000 | PA      | $1153236.00   | 0.02%             | 2024-09-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                    | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $371664.00    | 0.01%             | 2027-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                 | WRKCo Inc                                                                        | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    649000 | PA      | $646806.38    | 0.01%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1044000 | PA      | $988605.36    | 0.02%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHN CLEAN ENERGY DEVELOP                                  | China Clean Energy Development Ltd                                               | CUSIP: 000000000<br>LEI: 3003002B8IFJYQS02Y36 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $388580.00    | 0.01%             | 2025-11-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES                                    | Mirae Asset Securities Co Ltd                                                    | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $193634.00    | 0.00%             | 2024-05-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                 | iStar Inc                                                                        | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              |  | US        |    333000 | PA      | $331348.32    | 0.01%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254AZ3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194870.00    | 0.00%             | 2026-04-12      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CK PROPERTY FINANCE MTN                                   | CK Property Finance MTN Ltd                                                      | CUSIP: 000000000<br>LEI: 254900ESTS3Z50QX6978 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $178806.00    | 0.00%             | 2026-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11100000 | PA      | $10808625.00  | 0.21%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                                      | Sinopec Group Overseas Development 2018 Ltd                                      | CUSIP: 000000000<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $754224.00    | 0.01%             | 2025-05-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CN HUANENG GP HK TREASUR                                  | China Huaneng Group Hong Kong Treasury Management Holding Ltd                    | CUSIP: 000000000<br>LEI: 254900S9905REJFRBF91 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $188850.00    | 0.00%             | 2025-12-09      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CHINA RESOURCES LAND LTD                                  | China Resources Land Ltd                                                         | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $388864.00    | 0.01%             | 2024-08-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                            | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    465000 | PA      | $441410.55    | 0.01%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1610893 | PA      | $1468172.44   | 0.03%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CDBL Funding 1                                            | CDBL Funding 1                                                                   | CUSIP: 000000000<br>LEI: 254900PLOF8VWTAH3F83 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $392608.00    | 0.01%             | 2024-12-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLIFFORD CAPITAL PTE LTD                                  | Clifford Capital Pte Ltd                                                         | CUSIP: 000000000<br>LEI: 549300H4QHGSBXBALF78 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $191028.00    | 0.00%             | 2024-09-10      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                  | Kia Corp                                                                         | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $180428.00    | 0.00%             | 2027-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                  | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $331721.25    | 0.01%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1346826.60   | 0.03%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 471048AP3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1720000 | PA      | $1643700.80   | 0.03%             | 2025-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                        | Essex Portfolio LP                                                               | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24570.25     | 0.00%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                          | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    743000 | PA      | $741588.30    | 0.01%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                      | Smithfield Foods Inc                                                             | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    407000 | PA      | $380589.77    | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FAGE INTL / FAGE USA                                      | FAGE International SA / FAGE USA Dairy Industry Inc                              | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     20000 | PA      | $18790.00     | 0.00%             | 2026-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                    | Asian Development Bank                                                           | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     65000 | PA      | $62136.10     | 0.00%             | 2027-01-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                               | Workday Inc                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    360000 | PA      | $344502.00    | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                  | Graphic Packaging International LLC                                              | CUSIP: 38869PAM6<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123005.00    | 0.00%             | 2024-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                               | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    387000 | PA      | $359879.04    | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    761000 | PA      | $731442.76    | 0.01%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                             | CUSIP: 70109HAL9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166401.81    | 0.00%             | 2024-11-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                    | Southwestern Energy Co                                                           | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183555.15    | 0.00%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| GUITAR CENTER INC                                         | Guitar Center Inc                                                                | CUSIP: 40204BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $200902.70    | 0.00%             | 2026-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                        | Discover Card Execution Note Trust                                               | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1957207.78   | 0.04%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    615000 | PA      | $620541.15    | 0.01%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FAY3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    530000 | PA      | $471403.20    | 0.01%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK NEW YORK                                   | Signature Bank/New York NY                                                       | CUSIP: 82669GCK8<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109743.60    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                      | Provincia de Cordoba                                                             | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    300000 | PA      | $258327.00    | 0.01%             | 2025-12-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                      | Range Resources Corp                                                             | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    345000 | PA      | $334953.60    | 0.01%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                   | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAE4<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    774276 | PA      | $746232.99    | 0.01%             | 2048-10-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                   | New Fortress Energy Inc                                                          | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528600 | PA      | $507117.70    | 0.01%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560000 | PA      | $1507314.62   | 0.03%             | 2048-07-10      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| DONGXING VOYAGE CO LTD                                    | Dongxing Voyage Co Ltd                                                           | CUSIP: 000000000<br>LEI: 254900LE25G16TQU4618 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $191770.00    | 0.00%             | 2024-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                       | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $116413.70    | 0.00%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                     | ICBCIL Finance Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $377144.00    | 0.01%             | 2024-11-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                    | Bunge Ltd Finance Corp                                                           | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42693.75     | 0.00%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAIN CII CARBON LLC/CII                                   | Rain CII Carbon LLC / CII Carbon Corp                                            | CUSIP: 75079RAC2<br>LEI: 5493002CIT11OW5J8846 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245102.00    | 0.00%             | 2025-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENERGY VEN/ENVEN FIN                                      | Energy Ventures Gom LLC / EnVen Finance Corp                                     | CUSIP: 29278MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $142288.64    | 0.00%             | 2026-04-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                      | Abu Dhabi Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1200000 | PA      | $1166544.00   | 0.02%             | 2026-05-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LIGHT SERVICOS ENERGIA                                    | Light Servicos de Eletricidade SA/Light Energia SA                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    400000 | PA      | $236064.00    | 0.00%             | 2026-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                            | BorgWarner Inc                                                                   | CUSIP: 099724AM8<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183619.90    | 0.00%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                  | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $227896.05    | 0.00%             | 2026-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                      | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361116.65    | 0.01%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                  | Banco do Brasil SA/Cayman                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $395048.00    | 0.01%             | 2024-03-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25500000 | PA      | $23954062.50  | 0.47%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                          | Black Hills Corp                                                                 | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28205.70     | 0.00%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                               | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $477366.10    | 0.01%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                    | CUSIP: 690742AE1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    312000 | PA      | $307142.16    | 0.01%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                  | First Quantum Minerals Ltd                                                       | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $643896.50    | 0.01%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                       | CUSIP: 034863AP5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $233620.55    | 0.00%             | 2025-05-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                   | Sensata Technologies BV                                                          | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $296637.00    | 0.01%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    700000 | PA      | $150412.50    | 0.00%             | 2026-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    501000 | PA      | $478189.47    | 0.01%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment Inc                                  | Golden Entertainment Inc                                                         | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172036.26    | 0.00%             | 2026-04-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    537000 | PA      | $513866.04    | 0.01%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                   | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2H0<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $329841.15    | 0.01%             | 2025-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    966000 | PA      | $881156.22    | 0.02%             | 2025-08-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                    | Export-Import Bank of India                                                      | CUSIP: 30216KAA0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $377452.00    | 0.01%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| STANDARD INDUSTRIES INC                                   | Standard Industries Inc/NJ                                                       | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    385000 | PA      | $366623.95    | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15400000 | PA      | $14509085.98  | 0.28%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                         | Golub Capital BDC Inc                                                            | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $285164.75    | 0.01%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0DZ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    297000 | PA      | $278526.60    | 0.01%             | 2024-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                    | Southwestern Energy Co                                                           | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182483.00    | 0.00%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $866632.00    | 0.02%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487700.00    | 0.01%             | 2025-06-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6912025 | PA      | $6299637.12   | 0.12%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                              | SK Hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $191238.00    | 0.00%             | 2024-09-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCBL CAYMAN 1 CORP                                        | CCBL Cayman 1 Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 549300PPQILFPZT13E12 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $391948.00    | 0.01%             | 2024-05-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DE TELE                                  | Empresa Nacional de Telecomunicaciones SA                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    400000 | PA      | $392300.00    | 0.01%             | 2026-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHALCO HK INVESTMENT                                      | Chalco Hong Kong Investment Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300F6W7ZYN8BF2K08 | Long             | DBT              | CORP              | VG        |    300000 | PA      | $272358.00    | 0.01%             | 2026-07-28      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64952WEQ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $431122.50    | 0.01%             | 2027-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                    | Reliance Standard Life Global Funding II                                         | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $614019.00    | 0.01%             | 2026-09-28      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $204952.85    | 0.00%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $353251.50    | 0.01%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                        | Huarong Finance II Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $370272.00    | 0.01%             | 2026-06-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     81000 | PA      | $74762.19     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    635000 | PA      | $622141.25    | 0.01%             | 2027-06-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOUTHEAST SUPPLY HEADER                                   | Southeast Supply Header LLC                                                      | CUSIP: 841504AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $142932.00    | 0.00%             | 2024-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                     | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAJ1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    239000 | PA      | $234882.03    | 0.00%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    966000 | PA      | $944023.50    | 0.02%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    335000 | PA      | $352517.15    | 0.01%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ALDAR SUKUK LTD                                           | Aldar Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003RAF9LEP7I8L38 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199712.00    | 0.00%             | 2025-09-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                   | Reliance Industries Ltd                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    250000 | PA      | $236765.00    | 0.00%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                   | Simon Property Group LP                                                          | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    457000 | PA      | $444076.04    | 0.01%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                          | CUSIP: 44891CAZ6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222349.50    | 0.00%             | 2024-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FAWR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2866505 | PA      | $2774627.49   | 0.05%             | 2027-03-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                       | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $196608.00    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                            | Halliburton Co                                                                   | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    222000 | PA      | $218319.24    | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1586018.59   | 0.03%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                               | Chemours Co/The                                                                  | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199081.40    | 0.00%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                        | Discover Card Execution Note Trust                                               | CUSIP: 254683CR4<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2179211.52   | 0.04%             | 2027-02-15      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17418607 | PA      | $15480112.87  | 0.30%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RIZAL COMMERCIAL BANKING                                  | Rizal Commercial Banking Corp                                                    | CUSIP: 000000000<br>LEI: CIKZWI6KV077KV2E2J69 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $191150.00    | 0.00%             | 2024-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                                | Sodexo Inc                                                                       | CUSIP: 833794AA8<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    380000 | PA      | $344135.60    | 0.01%             | 2026-04-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAP2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    407000 | PA      | $380842.11    | 0.01%             | 2025-01-15      | Fixed         | 2.70%                 | 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        |    422000 | PA      | $414809.12    | 0.01%             | 2025-06-13      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                   | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    630000 | PA      | $500736.60    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                   | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    400000 | PA      | $221444.00    | 0.00%             | 2027-01-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238327.50    | 0.00%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods Inc                                                                  | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    902000 | PA      | $887558.98    | 0.02%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CA0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    247000 | PA      | $224157.44    | 0.00%             | 2026-03-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bond                                             | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $383892.00    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                    | Cox Communications Inc                                                           | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49538.32     | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                   | Grand Canyon University                                                          | CUSIP: 38528UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $78804.35     | 0.00%             | 2026-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                         | Gabon Government International Bond                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    400000 | PA      | $387812.00    | 0.01%             | 2025-06-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                    | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $98782.15     | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 57629WDG2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407762.00    | 0.01%             | 2025-03-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17260000 | PA      | $16581736.02  | 0.32%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                  | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $380428.00    | 0.01%             | 2024-11-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AD4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    820000 | PA      | $783821.60    | 0.02%             | 2024-09-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                            | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240772.50    | 0.00%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                       | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $65646.00     | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $15776718.84  | 0.31%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                        | Royalty Pharma PLC                                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $553465.20    | 0.01%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    387000 | PA      | $363400.74    | 0.01%             | 2026-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                     | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    630000 | PA      | $613872.00    | 0.01%             | 2025-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA TSUSHO CORP                                        | Toyota Tsusho Corp                                                               | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $383300.00    | 0.01%             | 2024-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    515000 | PA      | $505220.15    | 0.01%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                  | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $318932.25    | 0.01%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1364083.20   | 0.03%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                       | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    448000 | PA      | $438672.64    | 0.01%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 13-1 A PASS T                                  | American Airlines 2013-1 Class A Pass Through Trust                              | CUSIP: 023772AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101234 | PA      | $92108.16     | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    590000 | PA      | $577657.20    | 0.01%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                  | Archer-Daniels-Midland Co                                                        | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    337000 | PA      | $317855.03    | 0.01%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                    | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $485310.00    | 0.01%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                  | Hyundai Capital Services Inc                                                     | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $185068.00    | 0.00%             | 2027-08-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 78016FZT4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $502810.00    | 0.01%             | 2026-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                      | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176392.00    | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ULKER BISKUVI SANAYI AS                                   | Ulker Biskuvi Sanayi AS                                                          | CUSIP: 000000000<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $178668.00    | 0.00%             | 2025-10-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                      | Shelf Drilling Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |    395000 | PA      | $373251.30    | 0.01%             | 2025-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                              | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    320000 | PA      | $299254.40    | 0.01%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    539000 | PA      | $503598.48    | 0.01%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                    | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAB4<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    365000 | PA      | $352188.50    | 0.01%             | 2025-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                        | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $757328.00    | 0.01%             | 2026-11-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                                     | Mineral Resources Ltd                                                            | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    320000 | PA      | $322665.60    | 0.01%             | 2027-05-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    372000 | PA      | $351822.72    | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                          | Norinchukin Bank/The                                                             | CUSIP: 656029AG0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $217163.10    | 0.00%             | 2026-09-22      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1740522.15   | 0.03%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    460000 | PA      | $452902.20    | 0.01%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                   | Jersey Central Power & Light Co                                                  | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    415000 | PA      | $411526.45    | 0.01%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                  | EIDP Inc                                                                         | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    415000 | PA      | $387697.15    | 0.01%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                               | LG Chem Ltd                                                                      | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $193508.00    | 0.00%             | 2024-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1063239.60   | 0.02%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                    | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112731.60    | 0.00%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                              | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    611000 | PA      | $610963.34    | 0.01%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                            | TechnipFMC PLC                                                                   | CUSIP: 87854XAE1<br>LEI: 549300D5I93QWCJTCK36 | Long             | DBT              | CORP              | GB        |     17000 | PA      | $16894.43     | 0.00%             | 2026-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1234476.00   | 0.02%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9250000 | PA      | $8937812.50   | 0.18%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    945000 | PA      | $940747.50    | 0.02%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                   | Sierra Pacific Power Co                                                          | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14142.75     | 0.00%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 30216BHH8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1305000 | PA      | $1277660.25   | 0.03%             | 2024-02-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                           | CUSIP: 225433AC5<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |    730000 | PA      | $687426.40    | 0.01%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BN6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $966262.93    | 0.02%             | 2025-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    335000 | PA      | $354084.95    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                       | LSEGA Financing PLC                                                              | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $307944.00    | 0.01%             | 2024-04-06      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     25000 | PA      | $24795.25     | 0.00%             | 2027-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                | Cigna Corp                                                                       | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    525000 | PA      | $500582.25    | 0.01%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                                  | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op  | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $227404.80    | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $537410.50    | 0.01%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $93901.00     | 0.00%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                      | Southern Copper Corp                                                             | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438192.00    | 0.01%             | 2025-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $577837.00    | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833BG4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    859000 | PA      | $838873.63    | 0.02%             | 2025-05-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                      | WR Grace Holdings LLC                                                            | CUSIP: 92943GAC5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119389.20    | 0.00%             | 2024-10-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                    | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    297000 | PA      | $272479.68    | 0.01%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    895000 | PA      | $887732.60    | 0.02%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1839716 | PA      | $1788742.46   | 0.04%             | 2047-09-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    615000 | PA      | $584791.20    | 0.01%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1121162.50   | 0.02%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29400000 | PA      | $27706054.61  | 0.54%             | 2025-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                  | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    919000 | PA      | $869548.61    | 0.02%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $21705078.25  | 0.42%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                       | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $266376.00    | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LND TRS FIN I                                  | Sino-Ocean Land Treasure Finance I Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    400000 | PA      | $346560.00    | 0.01%             | 2024-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |    293000 | PA      | $269642.04    | 0.01%             | 2025-05-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $407455.30    | 0.01%             | 2024-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188919.90    | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   1000000 | PA      | $379810.00    | 0.01%             | 2027-02-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    536000 | PA      | $482475.04    | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                              | Shinhan Bank Co Ltd                                                              | CUSIP: 82460EAQ3<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $176070.00    | 0.00%             | 2026-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    760000 | PA      | $726392.80    | 0.01%             | 2024-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                    | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    566000 | PA      | $564743.48    | 0.01%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                             | Westlake Corp                                                                    | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    545000 | PA      | $520665.75    | 0.01%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                       | Suzano Austria GmbH                                                              | CUSIP: 000000000<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $202360.00    | 0.00%             | 2026-07-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    612000 | PA      | $582464.88    | 0.01%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                  | Harley-Davidson Financial Services Inc                                           | CUSIP: 41283LAY1<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    727000 | PA      | $690351.93    | 0.01%             | 2025-06-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                                  | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $243884.55    | 0.00%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| CMB INTERNATIONAL LEASIN                                  | CMB International Leasing Management Ltd                                         | CUSIP: 000000000<br>LEI: 5493003RO1EBM4E5IG13 | Long             | DBT              | CORP              | HK        |    600000 | PA      | $548976.00    | 0.01%             | 2025-08-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1595526.14   | 0.03%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302853.00    | 0.01%             | 2028-01-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                           | Hershey Co/The                                                                   | CUSIP: 427866BC1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $431478.00    | 0.01%             | 2024-11-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    240000 | PA      | $218378.40    | 0.00%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20900000 | PA      | $19642734.38  | 0.38%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693315.00    | 0.01%             | 2025-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                               | CUSIP: 05565EAT2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119316.25    | 0.00%             | 2027-04-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                             | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    501000 | PA      | $494837.70    | 0.01%             | 2024-03-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Trinity Industries Inc                                    | Trinity Industries Inc                                                           | CUSIP: 896522AH2<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193360.00    | 0.00%             | 2024-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                     | Texas Instruments Inc                                                            | CUSIP: 882508BH6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    581000 | PA      | $545988.94    | 0.01%             | 2025-03-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                               | Textron Inc                                                                      | CUSIP: 883203BV2<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    208000 | PA      | $203461.44    | 0.00%             | 2025-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                                            | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1046905.26   | 0.02%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                      | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $198392.00    | 0.00%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                      | Lockheed Martin Corp                                                             | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    695000 | PA      | $721785.30    | 0.01%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    560000 | PA      | $513844.80    | 0.01%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                              | Linde Inc/CT                                                                     | CUSIP: 74005PBQ6<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254293.00    | 0.00%             | 2026-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                                      | AP Moller - Maersk A/S                                                           | CUSIP: 00203QAD9<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |    270000 | PA      | $263123.10    | 0.01%             | 2025-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                                            | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723697.50    | 0.01%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    190000 | PA      | $185232.90    | 0.00%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                   | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    495000 | PA      | $487936.35    | 0.01%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                 | Nokia Oyj                                                                        | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    250000 | PA      | $240830.00    | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1153983.60   | 0.02%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    625000 | PA      | $633662.50    | 0.01%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                             | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    635000 | PA      | $624319.30    | 0.01%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KEHE DISTRIBUTORS LLC/FI                                  | KeHE Distributors LLC / KeHE Finance Corp                                        | CUSIP: 487526AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70189.00     | 0.00%             | 2026-10-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                    | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AH7<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    274000 | PA      | $269933.84    | 0.01%             | 2024-05-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK                                   | China Construction Bank Corp                                                     | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    600000 | PA      | $568458.00    | 0.01%             | 2032-01-21      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                    | Protective Life Global Funding                                                   | CUSIP: 74368CBF0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376204.00    | 0.01%             | 2024-07-05      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                  | LABL Inc                                                                         | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    310000 | PA      | $300436.50    | 0.01%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                        | Realty Income Corp                                                               | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    113000 | PA      | $110899.33    | 0.00%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMIRATES DEVELOPMENT BAN                                  | Emirates Development Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 5493002OSL5GLN4HID57 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $196324.00    | 0.00%             | 2024-03-06      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $286731.00    | 0.01%             | 2027-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                 | GATX Corp                                                                        | CUSIP: 361448AW3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124944.30    | 0.00%             | 2025-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $198288.00    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                    | Mid-America Apartments LP                                                        | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    300000 | PA      | $265386.00    | 0.01%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                             | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $671797.00    | 0.01%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    742000 | PA      | $772703.96    | 0.02%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEW DEVELOPM BANK BRICS                                   | New Development Bank/The                                                         | CUSIP: 000000000<br>LEI: 254900VPI91W77OOUM06 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $176050.00    | 0.00%             | 2026-04-27      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MIDLAND COGEN VENTURE                                     | Midland Cogeneration Venture LP                                                  | CUSIP: 59748TAA7<br>LEI: A7EF7IZXZY5NPHMMPV49 | Long             | DBT              | CORP              | US        |     72686 | PA      | $74111.59     | 0.00%             | 2025-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140E75F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24767 | PA      | $23939.19     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13392968.82  | 0.26%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                    | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $187892.43    | 0.00%             | 2025-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Fluor Corp                                                | Fluor Corp                                                                       | CUSIP: 343412AC6<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    151000 | PA      | $147205.37    | 0.00%             | 2024-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    650000 | PA      | $681668.00    | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1353184.70   | 0.03%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| SIAM COMMERCIAL BANK CAY                                  | Siam Commercial Bank PCL/Cayman Islands                                          | CUSIP: 000000000<br>LEI: 54930068OELHUBHH1U03 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $197962.00    | 0.00%             | 2024-02-11      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    445000 | PA      | $399013.70    | 0.01%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $465171.30    | 0.01%             | 2029-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    355000 | PA      | $317671.75    | 0.01%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                       | Moody's Corp                                                                     | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    151000 | PA      | $147884.87    | 0.00%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                    | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199192.35    | 0.00%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPW INDUSTRIES HOLD CORP                                  | JPW Industries Holding Corp                                                      | CUSIP: 48128TAA0<br>LEI: 2549006C25X8KUBSYI24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80325.00     | 0.00%             | 2024-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                               | Oracle Corp                                                                      | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1276544.91   | 0.02%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                  | CUSIP: 3136ALYF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47582 | PA      | $46636.65     | 0.00%             | 2024-08-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                    | CUSIP: 12572QAG0<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    438000 | PA      | $426546.30    | 0.01%             | 2025-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                    | Coca-Cola Consolidated Inc                                                       | CUSIP: 191098AK8<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143824.80    | 0.00%             | 2025-11-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | Walmart Inc                                                                      | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218970.40    | 0.00%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MALAYSIA SUKUK GLOBAL                                     | Malaysia Sukuk Global Bhd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    600000 | PA      | $583338.00    | 0.01%             | 2026-04-27      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1678626.24   | 0.03%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                  | Cintas Corp No 2                                                                 | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199911.90    | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                      | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360474.10    | 0.01%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                             | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    501000 | PA      | $496926.87    | 0.01%             | 2024-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                                      | CUSIP: 67077MAD0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $106606.62    | 0.00%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                                               | REC Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $177852.00    | 0.00%             | 2026-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                            | Stericycle Inc                                                                   | CUSIP: 858912AF5<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272527.75    | 0.01%             | 2024-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAQ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    155000 | PA      | $139934.00    | 0.00%             | 2026-01-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                  | Flex Ltd                                                                         | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    290000 | PA      | $280572.10    | 0.01%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    782000 | PA      | $752768.84    | 0.01%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144402.65    | 0.00%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CCM MERGER INC                                            | CCM Merger Inc                                                                   | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116076.00    | 0.00%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18987.60     | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER                                      | Korea Southern Power Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $177138.00    | 0.00%             | 2026-01-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| AVIS BUDGET CAR/FINANCE                                   | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $178685.50    | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5440000 | PA      | $5097182.24   | 0.10%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK RAKYAT INDONESIA                                     | Bank Rakyat Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $197178.00    | 0.00%             | 2024-03-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                 | iStar Inc                                                                        | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              |  | US        |    160000 | PA      | $161208.00    | 0.00%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                    | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAC8<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    259000 | PA      | $248634.82    | 0.00%             | 2025-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                  | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    317000 | PA      | $302703.30    | 0.01%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1410000 | PA      | $1265207.10   | 0.02%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| CHALCO HK INVESTMENT                                      | Chalco Hong Kong Investment Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300F6W7ZYN8BF2K08 | Long             | DBT              | CORP              | VG        |    300000 | PA      | $284367.00    | 0.01%             | 2024-07-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                           | Rolls-Royce PLC                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $437679.00    | 0.01%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                    | Potomac Electric Power Co                                                        | CUSIP: 737679DG2<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    365000 | PA      | $360178.35    | 0.01%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307PWW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    131997 | PA      | $127705.30    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    995000 | PA      | $928354.90    | 0.02%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                 | CUSIP: 74256LEE5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    360000 | PA      | $330616.80    | 0.01%             | 2025-06-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $966669.99    | 0.02%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                         | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    400000 | PA      | $26008.00     | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMM & FIN                                   | Midcontinent Communications / Midcontinent Finance Corp                          | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $146972.55    | 0.00%             | 2027-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    540000 | PA      | $511061.40    | 0.01%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    380000 | PA      | $391316.40    | 0.01%             | 2027-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA SCE GRP HLDGS LTD                                   | China SCE Group Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $108966.00    | 0.00%             | 2025-05-02      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    636000 | PA      | $593540.64    | 0.01%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                               | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M2K9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242212.50    | 0.00%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1038775.50   | 0.02%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                     | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    430000 | PA      | $418759.80    | 0.01%             | 2027-08-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140E2HL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15563 | PA      | $15357.92     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                   | Global Medical Response Inc                                                      | CUSIP: 37960BAA3<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    260000 | PA      | $183112.80    | 0.00%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47789.00     | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $47279.00     | 0.00%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                                      | Sinopec Group Overseas Development 2018 Ltd                                      | CUSIP: 000000000<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $196578.00    | 0.00%             | 2025-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $360415.60    | 0.01%             | 2025-07-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SNB SUKUK LTD                                             | SNB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300NDOY781U1WVO54 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $370636.00    | 0.01%             | 2027-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1093965.18   | 0.02%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                               | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1133994.78   | 0.02%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $765376.00    | 0.01%             | 2026-04-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $507475.00    | 0.01%             | 2026-01-09      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                          | Ryder System Inc                                                                 | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332588.00    | 0.01%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                              | CUSIP: 14149YBA5<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    399000 | PA      | $388989.09    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                       | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    599000 | PA      | $586462.93    | 0.01%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY COR                                  | Garda World Security Corp                                                        | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $267848.10    | 0.01%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3896162.28   | 0.08%             | 2047-09-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                               | Cargill Inc                                                                      | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    390000 | PA      | $379259.40    | 0.01%             | 2027-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                     | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    676000 | PA      | $655145.40    | 0.01%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CC1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    160000 | PA      | $143952.00    | 0.00%             | 2026-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYAN BANKING BHD                                       | Malayan Banking Bhd                                                              | CUSIP: 000000000<br>LEI: 5493004OT3TOY404V310 | Long             | DBT              | CORP              | MY        |    600000 | PA      | $600348.00    | 0.01%             | 2024-08-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                    | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216761.20    | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                      | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    333000 | PA      | $331148.52    | 0.01%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YANKUANG GROUP CAYMAN                                     | Yankuang Group Cayman Ltd                                                        | CUSIP: 000000000<br>LEI: 549300TM4QBVI14AXM65 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $378940.00    | 0.01%             | 2024-11-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                     | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337326.50    | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                           | WEA Finance LLC                                                                  | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    260000 | PA      | $229509.80    | 0.00%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94829.00     | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                              | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    445000 | PA      | $452253.50    | 0.01%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPHERE INVESTMENT                                   | Brightsphere Investment Group Inc                                                | CUSIP: 10948WAA1<br>LEI: 5493004FTLQNQTBOP608 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129974.60    | 0.00%             | 2026-07-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK/HK                                        | Industrial Bank Co Ltd/Hong Kong                                                 | CUSIP: 000000000<br>LEI: 3003007Y03W5HH1MXR96 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $379980.00    | 0.01%             | 2024-06-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                     | Novartis Capital Corp                                                            | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    995000 | PA      | $960662.55    | 0.02%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                  | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $837488.40    | 0.02%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1666512.90   | 0.03%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                  | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2A6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35850.40     | 0.00%             | 2026-01-14      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    714000 | PA      | $669946.20    | 0.01%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TEW1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37037.46     | 0.00%             | 2025-04-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                   | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    390000 | PA      | $331425.90    | 0.01%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030421<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    453000 | PA      | $434494.61    | 0.01%             | 2038-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                  | OWL Rock Core Income Corp                                                        | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39348.90     | 0.00%             | 2026-09-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                               | Nutrien Ltd                                                                      | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152397.00    | 0.00%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    545000 | PA      | $512997.60    | 0.01%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    655000 | PA      | $624699.70    | 0.01%             | 2024-03-01      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $640678.80    | 0.01%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                             | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $360576.00    | 0.01%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                  | Compass Minerals International Inc                                               | CUSIP: 20451NAE1<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107462.30    | 0.00%             | 2024-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64952WDW0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94605.00     | 0.00%             | 2026-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $275923.04    | 0.01%             | 2024-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                    | CUSIP: 581557BE4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    467000 | PA      | $460714.18    | 0.01%             | 2024-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                           | Mitsubishi Corp                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $194696.00    | 0.00%             | 2024-07-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                      | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    435000 | PA      | $430228.05    | 0.01%             | 2025-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIC                                                     | CITIC Ltd                                                                        | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $192878.00    | 0.00%             | 2026-06-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1594576.50   | 0.03%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                  | Huntington National Bank/The                                                     | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270542.25    | 0.01%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                     | ICBCIL Finance Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $199842.00    | 0.00%             | 2024-11-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SKILLZ INC                                                | Skillz Inc                                                                       | CUSIP: 83067LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $88431.20     | 0.00%             | 2026-12-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| CERDIA FINANZ GMBH                                        | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAA0<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    260000 | PA      | $220550.20    | 0.00%             | 2027-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                              | Ecopetrol SA                                                                     | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    700000 | PA      | $676368.00    | 0.01%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                | Cigna Corp                                                                       | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    664000 | PA      | $656503.44    | 0.01%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                 | CUSIP: 74256LEK1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $366228.40    | 0.01%             | 2026-01-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WHARF REIC FINANCE BVI                                    | Wharf REIC Finance BVI Ltd                                                       | CUSIP: 000000000<br>LEI: 254900N6PHCMYYNUWV59 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $187546.00    | 0.00%             | 2025-05-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                          | Campbell Soup Co                                                                 | CUSIP: 134429BA6<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    232000 | PA      | $224975.04    | 0.00%             | 2025-03-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RAS LAFFAN LNG 3                                          | Ras Laffan Liquefied Natural Gas Co Ltd 3                                        | CUSIP: 75405UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    205750 | PA      | $210360.86    | 0.00%             | 2027-09-30      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2V8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34216.00     | 0.00%             | 2025-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                 | Baidu Inc                                                                        | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $23704.75     | 0.00%             | 2027-07-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    470000 | PA      | $466879.20    | 0.01%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $63605.10     | 0.00%             | 2025-03-02      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                   | Korea Electric Power Corp                                                        | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $193498.00    | 0.00%             | 2027-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                                  | LSF9 Atlantis Holdings LLC / Victra Finance Corp                                 | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $323937.50    | 0.01%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HUAFA 2019 I CO LTD                                       | Huafa 2019 I Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300GIO5NWNZQ6MS82 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $376308.00    | 0.01%             | 2024-07-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0EE4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     92000 | PA      | $90390.92     | 0.00%             | 2024-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                     | Freedom Mortgage Corp                                                            | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    245000 | PA      | $203896.35    | 0.00%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    523295 | PA      | $513334.73    | 0.01%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1431524.75   | 0.03%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                  | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    405000 | PA      | $396584.10    | 0.01%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3581687 | PA      | $3265529.14   | 0.06%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                  | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    297000 | PA      | $287359.38    | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $187845.12    | 0.00%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 500630CJ5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $763928.00    | 0.01%             | 2026-01-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                         | Xerox Corp                                                                       | CUSIP: 984121CJ0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111109.55    | 0.00%             | 2024-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                         | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75064.50     | 0.00%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                                  | Holly Energy Partners LP / Holly Energy Finance Corp                             | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198100.00    | 0.00%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                     | JB Hunt Transport Services Inc                                                   | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220837.50    | 0.00%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1000000 | PA      | $831030.00    | 0.02%             | 2026-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                        | Huarong Finance II Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $369612.00    | 0.01%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                  | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    623000 | PA      | $607530.91    | 0.01%             | 2025-05-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $270707.40    | 0.01%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13790000 | PA      | $13394614.91  | 0.26%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                   | Guardian Life Global Funding                                                     | CUSIP: 40139LBF9<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382184.00    | 0.01%             | 2027-03-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                   | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    300000 | PA      | $292692.00    | 0.01%             | 2024-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                    | Cox Communications Inc                                                           | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    675000 | PA      | $640730.25    | 0.01%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                  | EQM Midstream Partners LP                                                        | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    215000 | PA      | $195204.95    | 0.00%             | 2026-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                         | GXO Logistics Inc                                                                | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $209032.80    | 0.00%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Stevens Holding Co Inc                                    | Stevens Holding Co Inc                                                           | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $167440.35    | 0.00%             | 2026-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                    | Boardwalk Pipelines LP                                                           | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    479000 | PA      | $475805.07    | 0.01%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                             | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    393000 | PA      | $391475.16    | 0.01%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283147.30    | 0.01%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    277000 | PA      | $272135.88    | 0.01%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                    | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437127.15    | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                      | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    513000 | PA      | $505012.59    | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138Y9SR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50227 | PA      | $47698.34     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                                     | MAF Global Securities Ltd                                                        | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $395840.00    | 0.01%             | 2024-05-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Transocean Phoenix 2 Ltd                                  | Transocean Phoenix 2 Ltd                                                         | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    101200 | PA      | $102572.01    | 0.00%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    447000 | PA      | $397798.71    | 0.01%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                 | CUSIP: 74256LET2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $485243.20    | 0.01%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    650000 | PA      | $664105.00    | 0.01%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                            | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    958000 | PA      | $926845.84    | 0.02%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    975000 | PA      | $870616.50    | 0.02%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                            | William Carter Co/The                                                            | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224415.60    | 0.00%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    445000 | PA      | $414028.00    | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JIC ZHIXIN LTD                                            | JIC Zhixin Ltd                                                                   | CUSIP: 000000000<br>LEI: 635400KSR4PKISBWRJ22 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $365944.00    | 0.01%             | 2025-08-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133GFCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1770754 | PA      | $1613830.25   | 0.03%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                              | Carnival PLC                                                                     | CUSIP: 693070AD6<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $79430.40     | 0.00%             | 2027-06-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HUAYI FINANCE I LTD                                       | Huayi Finance I Ltd                                                              | CUSIP: 000000000<br>LEI: 300300C32XWT5CNXD297 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $379456.00    | 0.01%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                         | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    445000 | PA      | $419910.90    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64952WDL4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    480000 | PA      | $455208.00    | 0.01%             | 2025-01-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                     | PACCAR Financial Corp                                                            | CUSIP: 69371RR40<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    290000 | PA      | $272629.00    | 0.01%             | 2024-08-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHENWAN HNGYUAN INTL FIN                                  | Shenwan Hongyuan International Finance Ltd                                       | CUSIP: 000000000<br>LEI: 655600HI7E64512O6T76 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $181846.00    | 0.00%             | 2026-07-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                      | Appalachian Power Co                                                             | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89162.72     | 0.00%             | 2025-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                              | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    468000 | PA      | $456875.64    | 0.01%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1238435.00   | 0.02%             | 2026-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HANWHA ENERGY USA HOLDN                                   | Hanwha Energy USA Holdings Corp                                                  | CUSIP: 000000000<br>LEI: 549300VVIE7XDIYNIT55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195302.00    | 0.00%             | 2025-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                       | Sirius XM Radio Inc                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    635000 | PA      | $600925.90    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                       | Inversiones CMPC SA                                                              | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $195062.00    | 0.00%             | 2027-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    810000 | PA      | $760144.50    | 0.01%             | 2026-06-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                      | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $78892.00     | 0.00%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                  | Stanley Black & Decker Inc                                                       | CUSIP: 854502AP6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233433.55    | 0.00%             | 2025-02-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                    | Asian Development Bank                                                           | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     60000 | PA      | $55888.80     | 0.00%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $200100.00    | 0.00%             | 2081-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                   | Shinhan Financial Group Co Ltd                                                   | CUSIP: 82460Q2A0<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $189442.00    | 0.00%             | 2030-02-05      | Fixed         | 3.34%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAW9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    282000 | PA      | $270920.22    | 0.01%             | 2025-07-16      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1070000 | PA      | $1059203.70   | 0.02%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                             | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272745.95    | 0.01%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 57629WDK3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    228000 | PA      | $224981.28    | 0.00%             | 2025-08-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                        | Honda Motor Co Ltd                                                               | CUSIP: 438127AA0<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $333347.00    | 0.01%             | 2025-03-10      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                          | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    475000 | PA      | $426963.25    | 0.01%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                           | TC PipeLines LP                                                                  | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9629.80      | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                    | Reliance Standard Life Global Funding II                                         | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $100610.40    | 0.00%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                              | Stryker Corp                                                                     | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    639000 | PA      | $590193.18    | 0.01%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $455017.75    | 0.01%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    824000 | PA      | $797079.92    | 0.02%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1069577.60   | 0.02%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                         | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    149000 | PA      | $143817.78    | 0.00%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA MERCHANTS BANK/LUX                                  | China Merchants Bank Co Ltd/Luxembourg Branch                                    | CUSIP: 000000000<br>LEI: 549300L51ZEIQOS58R74 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $178260.00    | 0.00%             | 2026-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 31808LAD4<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |    855000 | PA      | $814165.20    | 0.02%             | 2024-10-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1410000 | PA      | $1338202.80   | 0.03%             | 2025-01-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                                  | Renesas Electronics Corp                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $415900.50    | 0.01%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                    | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $370321.40    | 0.01%             | 2024-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234309.60    | 0.00%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                | CUSIP: 17275RAW2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44315.55     | 0.00%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                             | Allstate Corp/The                                                                | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24127.25     | 0.00%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769HX5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2670000 | PA      | $2610672.60   | 0.05%             | 2024-02-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    462000 | PA      | $428948.52    | 0.01%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                                     | Korea Expressway Corp                                                            | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $354364.00    | 0.01%             | 2026-05-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                   | Guardian Life Global Funding                                                     | CUSIP: 40139LBC6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    370000 | PA      | $330894.70    | 0.01%             | 2025-12-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                            | Sabre GLBL Inc                                                                   | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375493.20    | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                     | Vale Overseas Ltd                                                                | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    601000 | PA      | $627215.62    | 0.01%             | 2026-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    465000 | PA      | $461493.90    | 0.01%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                     | CD&R Smokey Buyer Inc                                                            | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $276717.35    | 0.01%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 02665WEA5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    905000 | PA      | $854211.40    | 0.02%             | 2025-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                     | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    346000 | PA      | $340450.16    | 0.01%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $582678.00    | 0.01%             | 2027-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                            | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $799992.00    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                           | Murphy Oil Corp                                                                  | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236649.60    | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    715000 | PA      | $652680.60    | 0.01%             | 2025-09-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1766607.65   | 0.03%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EWM7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155178.25    | 0.00%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                   | HCA Inc                                                                          | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    931000 | PA      | $928821.46    | 0.02%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SARANA MULTI INFRASTRUKT                                  | Sarana Multi Infrastruktur Persero PT                                            | CUSIP: 000000000<br>LEI: 2549005VY8H69J0NP032 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $176206.00    | 0.00%             | 2026-05-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                  | Brand Industrial Services Inc                                                    | CUSIP: 10524PAB6<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    420000 | PA      | $343665.00    | 0.01%             | 2025-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| MOSS CREEK RESOURCES HLD                                  | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277089.00    | 0.01%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRUPO INVERSIONES SURAME                                  | Grupo de Inversiones Suramericana SA                                             | CUSIP: 000000000<br>LEI: 549300AC1Q176TZL0305 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $194580.00    | 0.00%             | 2026-04-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CE7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    215000 | PA      | $208519.90    | 0.00%             | 2025-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                  | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $458398.75    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMSA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    119394 | PA      | $115582.38    | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                     | eG Global Finance PLC                                                            | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $301388.75    | 0.01%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    205000 | PA      | $194610.60    | 0.00%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                               | NVIDIA Corp                                                                      | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    813000 | PA      | $770447.58    | 0.02%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    342000 | PA      | $318292.56    | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                   | Connecticut Light and Power Co/The                                               | CUSIP: 207597EM3<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28823.36     | 0.00%             | 2025-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                     | WASH Multifamily Acquisition Inc                                                 | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    380000 | PA      | $351785.00    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRI POINTE GROUP / HOMES                                  | TRI Pointe Group Inc / TRI Pointe Homes Inc                                      | CUSIP: 962178AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $184600.40    | 0.00%             | 2024-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1791171 | PA      | $1632478.01   | 0.03%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                          | ERP Operating LP                                                                 | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    125000 | PA      | $117582.50    | 0.00%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    875000 | PA      | $832553.75    | 0.02%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                                   | Enova International Inc                                                          | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171244.80    | 0.00%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                           | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $298032.00    | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                    | Brazilian Government International Bond                                          | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $389224.00    | 0.01%             | 2028-01-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    887000 | PA      | $855396.19    | 0.02%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549642.50    | 0.01%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                               | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    357000 | PA      | $351152.34    | 0.01%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    910000 | PA      | $819637.00    | 0.02%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 298785JG2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1697000 | PA      | $1535326.81   | 0.03%             | 2025-12-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                  | Discovery Communications LLC                                                     | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193362.00    | 0.00%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13571.70     | 0.00%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19300000 | PA      | $19526171.88  | 0.38%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2247134 | PA      | $2112380.32   | 0.04%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    414000 | PA      | $404829.90    | 0.01%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2031328 | PA      | $1964586.78   | 0.04%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                     | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    515000 | PA      | $513655.85    | 0.01%             | 2026-01-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    428000 | PA      | $418532.64    | 0.01%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1260000 | PA      | $1236891.60   | 0.02%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                               | Truist Bank                                                                      | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    579000 | PA      | $569515.98    | 0.01%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                  | Main Street Capital Corp                                                         | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    447000 | PA      | $393833.82    | 0.01%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138MFPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30730 | PA      | $29614.35     | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                  | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $248718.60    | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    255000 | PA      | $228839.55    | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3499956 | PA      | $3201986.66   | 0.06%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAS LAFFAN LNG 3                                          | Ras Laffan Liquefied Natural Gas Co Ltd 3                                        | CUSIP: 75405UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    407150 | PA      | $413346.82    | 0.01%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                          | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289815.00    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GUOREN P&C INSURANCE                                      | Guoren Property & Casualty Insurance Co Ltd                                      | CUSIP: 000000000<br>LEI: 300300F1001211000064 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $175160.00    | 0.00%             | 2026-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI MOTOR MANU INDO                                   | Hyundai Motor Manufacturing Indonesia PT                                         | CUSIP: 000000000<br>LEI: 254900KOD0FA9PVF3N64 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $174454.00    | 0.00%             | 2026-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    760000 | PA      | $671946.40    | 0.01%             | 2027-10-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                            | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAS2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127474.10    | 0.00%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Park-Ohio Industries Inc                                  | Park-Ohio Industries Inc                                                         | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111072.00    | 0.00%             | 2027-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/LONDON                                      | Bank of China Ltd/London                                                         | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $187768.00    | 0.00%             | 2024-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI                                    | Crown Americas LLC / Crown Americas Capital Corp VI                              | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $365906.25    | 0.01%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                   | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 806213AB0<br>LEI: N/A                  | Long             | DBT              |  | AU        |    537000 | PA      | $518140.56    | 0.01%             | 2025-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                        | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    322000 | PA      | $310649.50    | 0.01%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33450000 | PA      | $31733074.39  | 0.62%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92160.00     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                  | National Australia Bank Ltd/New York                                             | CUSIP: 63253QAA2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $283376.80    | 0.01%             | 2026-01-12      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                           | Network i2i Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $181180.00    | 0.00%             | 2026-03-03      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                     | PACCAR Financial Corp                                                            | CUSIP: 69371RR32<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171324.90    | 0.00%             | 2026-05-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                    | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    250000 | PA      | $250010.00    | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                  | Inter-American Investment Corp                                                   | CUSIP: 45828Q2A4<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    210000 | PA      | $202326.60    | 0.00%             | 2025-04-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128283V0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9300000 | PA      | $8999203.13   | 0.18%             | 2025-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    367000 | PA      | $349255.55    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165420.20    | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    115000 | PA      | $114001.80    | 0.00%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13700000 | PA      | $13906570.38  | 0.27%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS                                     | TransDigm UK Holdings PLC                                                        | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $218101.40    | 0.00%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                         | Trinidad & Tobago Government International Bond                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    400000 | PA      | $395920.00    | 0.01%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 500630DF2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $377124.00    | 0.01%             | 2024-06-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                      | National Fuel Gas Co                                                             | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140599.20    | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    550000 | PA      | $523594.50    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    735000 | PA      | $698132.40    | 0.01%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                  | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                    | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $321159.30    | 0.01%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JM7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1540000 | PA      | $1466742.20   | 0.03%             | 2024-03-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                    | Federal Home Loan Banks                                                          | CUSIP: 313383YJ4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1105000 | PA      | $1095298.10   | 0.02%             | 2023-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    395000 | PA      | $384722.10    | 0.01%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1111969.50   | 0.02%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                    | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4447.40      | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 2027A0KH1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    880000 | PA      | $838076.80    | 0.02%             | 2025-03-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    975000 | PA      | $967024.50    | 0.02%             | 2024-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                   | Korea Electric Power Corp                                                        | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $193826.00    | 0.00%             | 2025-06-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                  | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055450AH3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $21192.60     | 0.00%             | 2026-03-01      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                   | Simon Property Group LP                                                          | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    893000 | PA      | $855788.69    | 0.02%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                     | PACCAR Financial Corp                                                            | CUSIP: 69371RR57<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164699.50    | 0.00%             | 2024-11-08      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco BV                                           | Sigma Holdco BV                                                                  | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |    215000 | PA      | $165534.95    | 0.00%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                  | Republic of South Africa Government International Bond                           | CUSIP: 836205AR5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    800000 | PA      | $805528.00    | 0.02%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    674000 | PA      | $668041.84    | 0.01%             | 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        |   1292000 | PA      | $1234518.92   | 0.02%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                     | ICBCIL Finance Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |    600000 | PA      | $551838.00    | 0.01%             | 2025-08-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                    | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2G5<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    937000 | PA      | $787267.40    | 0.02%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                      | GrubHub Holdings Inc                                                             | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $176607.20    | 0.00%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1101308.40   | 0.02%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $382516.00    | 0.01%             | 2024-09-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS CORP                                              | Olympus Corp                                                                     | CUSIP: 68163WAA7<br>LEI: 5299000Y52IFDI1I2A21 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $45035.50     | 0.00%             | 2026-12-08      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Formosa Group Cayman Ltd                                  | Formosa Group Cayman Ltd                                                         | CUSIP: 000000000<br>LEI: 254900F1H4XQO1YQV116 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $383396.00    | 0.01%             | 2025-04-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 222213AS9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    412000 | PA      | $402548.72    | 0.01%             | 2024-02-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHINHAN CARD CO LTD                                       | Shinhan Card Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400VPS0FMK2WR8F98 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $174594.00    | 0.00%             | 2026-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $283881.00    | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc                                     | Nabors Industries Inc                                                            | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218351.25    | 0.00%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CG2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     40000 | PA      | $40550.80     | 0.00%             | 2025-11-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BOCOM INTNTL BLOSSOM LTD                                  | BOCOM International Blossom Ltd                                                  | CUSIP: 000000000<br>LEI: 2138009XYMCVIMXQ9W78 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $180566.00    | 0.00%             | 2026-06-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    157000 | PA      | $151870.81    | 0.00%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                    | Lumen Technologies Inc                                                           | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    539000 | PA      | $454926.78    | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCBL CAYMAN 1 CORP                                        | CCBL Cayman 1 Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 549300PPQILFPZT13E12 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $178234.00    | 0.00%             | 2026-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                                     | CEC Entertainment LLC                                                            | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $254644.50    | 0.00%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                         | BA Credit Card Trust                                                             | CUSIP: 05522RDD7<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   3510000 | PA      | $3319392.50   | 0.06%             | 2026-09-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                     | Encompass Health Corp                                                            | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    138000 | PA      | $137388.66    | 0.00%             | 2025-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64952WEU3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    657000 | PA      | $639747.18    | 0.01%             | 2025-08-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                               | Equifax Inc                                                                      | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    572000 | PA      | $549846.44    | 0.01%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                    | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 000000000<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $169628.00    | 0.00%             | 2031-08-11      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                        | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    509000 | PA      | $480516.36    | 0.01%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 00254EMZ2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1425000 | PA      | $1309446.75   | 0.03%             | 2025-05-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                        | Turkey Government International Bond                                             | CUSIP: 900123CV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    900000 | PA      | $884025.00    | 0.02%             | 2024-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                     | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $187196.00    | 0.00%             | 2027-10-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FMS WERTMANAGEMENT                                        | FMS Wertmanagement                                                               | CUSIP: 000000000<br>LEI: HZFDOR6TCRSIQLKQTX32 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $379040.00    | 0.01%             | 2024-05-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                         | Toyota Motor Corp                                                                | CUSIP: 892331AM1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    737000 | PA      | $670817.40    | 0.01%             | 2026-03-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    520000 | PA      | $507400.40    | 0.01%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                     | Texas Instruments Inc                                                            | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161582.40    | 0.00%             | 2026-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                     | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $129652.65    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140EVT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522408 | PA      | $505110.74    | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                           | Chevron USA Inc                                                                  | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    338000 | PA      | $335123.62    | 0.01%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                    | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GAW7<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    305000 | PA      | $302221.45    | 0.01%             | 2024-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                     | KeySpan Gas East Corp                                                            | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364108.00    | 0.01%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                  | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    215000 | PA      | $193065.70    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                      | Republic of Italy Government International Bond                                  | CUSIP: 465410CD8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1220000 | PA      | $1148434.80   | 0.02%             | 2024-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    490000 | PA      | $488108.60    | 0.01%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                | CUSIP: 857477BZ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255897.60    | 0.01%             | 2026-01-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    310000 | PA      | $266795.30    | 0.01%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    635000 | PA      | $598976.45    | 0.01%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $27792187.50  | 0.54%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    392000 | PA      | $342882.40    | 0.01%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18229.20     | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Nuveen Finance LLC                                        | Nuveen Finance LLC                                                               | CUSIP: 87246YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $656727.30    | 0.01%             | 2024-11-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                    | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    506000 | PA      | $514505.86    | 0.01%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $634948.60    | 0.01%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                      | Colombia Government International Bond                                           | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $573882.00    | 0.01%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASE TRADE GLOBAL LTD                                     | Ease Trade Global Ltd                                                            | CUSIP: 000000000<br>LEI: 894500C01BXHHDWBXT88 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $188738.00    | 0.00%             | 2025-11-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    387000 | PA      | $389666.43    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                    | Fresenius Medical Care US Finance III Inc                                        | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86930.00     | 0.00%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                         | Waste Pro USA Inc                                                                | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199971.50    | 0.00%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 6325C0EB3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    570000 | PA      | $516026.70    | 0.01%             | 2027-01-12      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                         | Republic of Kenya Government International Bond                                  | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    400000 | PA      | $360840.00    | 0.01%             | 2027-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CGNPC INTERNATIONAL LTD                                   | CGNPC International Ltd                                                          | CUSIP: 000000000<br>LEI: 3003007JIKH4XTQVZT05 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $388012.00    | 0.01%             | 2027-12-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                   | Korea Electric Power Corp                                                        | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $548298.00    | 0.01%             | 2025-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                           | CSL Finance PLC                                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $199055.00    | 0.00%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1071175.70   | 0.02%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                     | Southwest Airlines Co                                                            | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    977000 | PA      | $983809.69    | 0.02%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1041919.68   | 0.02%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    602007 | PA      | $563480.26    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                 | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $348287.30    | 0.01%             | 2026-08-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                        | Conagra Brands Inc                                                               | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428010.00    | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                           | Ross Stores Inc                                                                  | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    673000 | PA      | $670651.23    | 0.01%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 298785HX7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1713000 | PA      | $1661986.86   | 0.03%             | 2024-06-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                           | DR Horton Inc                                                                    | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    525000 | PA      | $462483.00    | 0.01%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                   | United Airlines 2014-1 Class A Pass Through Trust                                | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420877 | PA      | $390489.82    | 0.01%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                            | Phillips 66 Co                                                                   | CUSIP: 718547AC6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    357000 | PA      | $348099.99    | 0.01%             | 2025-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    690000 | PA      | $615279.90    | 0.01%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                        | Seagate HDD Cayman                                                               | CUSIP: 81180WAT8<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    209000 | PA      | $206861.93    | 0.00%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK THAILND                                  | Export Import Bank of Thailand                                                   | CUSIP: 000000000<br>LEI: 549300ITFBNFH0H6FK36 | Long             | DBT              | NUSS              | TH        |    200000 | PA      | $181216.00    | 0.00%             | 2025-10-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                   | John Deere Capital Corp                                                          | CUSIP: 24422ESP5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187148.10    | 0.00%             | 2024-06-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                  | Diversified Healthcare Trust                                                     | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |    217000 | PA      | $212959.46    | 0.00%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83368RBM3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199728.00    | 0.00%             | 2027-06-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWQ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    674066 | PA      | $633652.97    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO                                    | Mutual of Omaha Insurance Co                                                     | CUSIP: 628312AD2<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192462.00    | 0.00%             | 2054-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    647000 | PA      | $595246.47    | 0.01%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                   | Korea National Oil Corp                                                          | CUSIP: 50066RAG1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $189470.00    | 0.00%             | 2027-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MUMTALAKAT SUKUK HOLDING                                  | Mumtalakat Sukuk Holding Co                                                      | CUSIP: 000000000<br>LEI: 549300EN7U0YPUUKDX15 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $398836.00    | 0.01%             | 2024-02-27      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CHINA STATE CONS FINANCE                                  | China State Construction Finance Cayman I Ltd                                    | CUSIP: 000000000<br>LEI: 213800XHCLLVOTK3TV79 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $373744.00    | 0.01%             | 2026-06-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                       | SVB Financial Group                                                              | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    340000 | PA      | $300896.60    | 0.01%             | 2026-10-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                     | GFL Environmental Inc                                                            | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $199483.45    | 0.00%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                                                       | CUSIP: 260003AM0<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52822.00     | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FE8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1183000 | PA      | $1118325.39   | 0.02%             | 2024-06-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    225000 | PA      | $219710.25    | 0.00%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140GYNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36413 | PA      | $35538.36     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                   | Magna International Inc                                                          | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    201000 | PA      | $197458.38    | 0.00%             | 2024-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                    | Brazilian Government International Bond                                          | CUSIP: 105756AR1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $416712.00    | 0.01%             | 2024-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $206570.00    | 0.00%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64952WEH2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    460000 | PA      | $430799.20    | 0.01%             | 2024-08-27      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    675000 | PA      | $671301.00    | 0.01%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                                         | Triumph Group Inc                                                                | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    220000 | PA      | $187165.00    | 0.00%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| NAVER CORP                                                | NAVER Corp                                                                       | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $357972.00    | 0.01%             | 2026-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                   | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1928104.20   | 0.04%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                   | Pricoa Global Funding I                                                          | CUSIP: 74153WCQ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    395000 | PA      | $368843.10    | 0.01%             | 2024-12-06      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VAT6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    305000 | PA      | $274786.70    | 0.01%             | 2025-09-12      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                  | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $189528.00    | 0.00%             | 2031-01-22      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    370000 | PA      | $353927.20    | 0.01%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100949.00    | 0.00%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MUANG THAI LIFE ASSURANC                                  | Muang Thai Life Assurance PCL                                                    | CUSIP: 000000000<br>LEI: 549300V70GAMNLTH3D74 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $177624.00    | 0.00%             | 2037-01-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 471048CR7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    390000 | PA      | $376759.50    | 0.01%             | 2025-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $67137.00     | 0.00%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                             | Sempra Energy                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    454000 | PA      | $394607.72    | 0.01%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BLMZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1129000 | PA      | $1093397.91   | 0.02%             | 2025-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                              | Navient Corp                                                                     | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222273.00    | 0.00%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                     | Louisville Gas and Electric Co                                                   | CUSIP: 546676AW7<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14495.40     | 0.00%             | 2025-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    847000 | PA      | $814466.73    | 0.02%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DIB SUKUK LTD                                             | DIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300U3ZMUHC2JQLL56 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $287205.00    | 0.01%             | 2025-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $298041.25    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $120291.25    | 0.00%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $210712.00    | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FINANCING 2                                    | NBK Tier 1 Financing 2 Ltd                                                       | CUSIP: 000000000<br>LEI: 549300HMWSJFNREWT164 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $376744.00    | 0.01%             | 2025-08-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 00205GAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    775000 | PA      | $756454.25    | 0.01%             | 2025-03-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                            | Transocean Inc                                                                   | CUSIP: 893830BK4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $142572.00    | 0.00%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                   | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    462000 | PA      | $415873.92    | 0.01%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 302154CY3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $387420.00    | 0.01%             | 2024-06-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                   | Duke Energy Florida LLC                                                          | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    415000 | PA      | $398744.45    | 0.01%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                        | Turkey Government International Bond                                             | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1200000 | PA      | $1062000.00   | 0.02%             | 2026-10-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17100000 | PA      | $16363898.52  | 0.32%             | 2024-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                  | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAC4<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365711.75    | 0.01%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 748148RZ8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1563000 | PA      | $1477191.30   | 0.03%             | 2025-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    140000 | PA      | $136712.80    | 0.00%             | 2024-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU                                  | Newcastle Coal Infrastructure Group Pty Ltd                                      | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $8990.80      | 0.00%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                 | Adobe Inc                                                                        | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    729000 | PA      | $693235.26    | 0.01%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $320266.80    | 0.01%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $749808.00    | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    905000 | PA      | $885479.15    | 0.02%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BCEG HONGKONG CO LTD                                      | BCEG HongKong Co Ltd                                                             | CUSIP: 000000000<br>LEI: 3003005SOPRBUDFEY106 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $363184.00    | 0.01%             | 2026-07-02      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | Tencent Holdings Ltd                                                             | CUSIP: 88032XAM6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191814.00    | 0.00%             | 2026-04-11      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                   | Park Aerospace Holdings Ltd                                                      | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    388000 | PA      | $385280.12    | 0.01%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 05591F2F6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    905000 | PA      | $860428.75    | 0.02%             | 2024-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| CHINALCO CAPITAL HOLDING                                  | Chinalco Capital Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 5493003PX4GYVUD3CQ19 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $392248.00    | 0.01%             | 2024-09-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 500630DG0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $175622.00    | 0.00%             | 2026-07-19      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256313.70    | 0.01%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                           | Sealed Air Corp                                                                  | CUSIP: 81211KAW0<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    183900 | PA      | $183204.86    | 0.00%             | 2024-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                  | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AK1<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169366.75    | 0.00%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1404534.24   | 0.03%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                                              | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    741000 | PA      | $782992.47    | 0.02%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| MSU ENERGY SA / UGEN SA                                   | MSU Energy SA / UGEN SA / UENSA SA                                               | CUSIP: 000000000<br>LEI: 529900D1ZX75KRP2HC66 | Long             | DBT              | CORP              | AR        |    250000 | PA      | $191952.50    | 0.00%             | 2025-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6814609.41   | 0.13%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                           | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $370536.00    | 0.01%             | 2025-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUATE SUKUK SPC LTD                                      | Equate Sukuk Spc Ltd                                                             | CUSIP: 000000000<br>LEI: 635400Z3EZF2GJPTDR68 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $197620.00    | 0.00%             | 2024-02-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                  | Cintas Corp No 2                                                                 | CUSIP: 17252MAP5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146146.50    | 0.00%             | 2025-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Gohl Capital Ltd                                          | Gohl Capital Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IM        |    800000 | PA      | $737720.00    | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                  | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |    275000 | PA      | $242341.00    | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                         | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1125517.26   | 0.02%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                    | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $147614.25    | 0.00%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                  | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    682000 | PA      | $687060.44    | 0.01%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                         | CF Industries Inc                                                                | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98737.00     | 0.00%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2017-C39                                   | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4704301.85   | 0.09%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10995937.56  | 0.22%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                                                          | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132607.80    | 0.00%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL BK CHINA/NY                                  | Agricultural Bank of China Ltd/New York                                          | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $364248.00    | 0.01%             | 2026-01-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                              | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135866.45    | 0.00%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                          | Black Hills Corp                                                                 | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89486.20     | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    480000 | PA      | $467001.60    | 0.01%             | 2025-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    970000 | PA      | $981009.50    | 0.02%             | 2026-10-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17180000 | PA      | $16406900.00  | 0.32%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINALCO CAPITAL HOLDING                                  | Chinalco Capital Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 5493003PX4GYVUD3CQ19 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $186500.00    | 0.00%             | 2027-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 29881WAC6<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |    905000 | PA      | $861397.10    | 0.02%             | 2024-09-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                        | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    460000 | PA      | $464995.60    | 0.01%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    905000 | PA      | $851052.95    | 0.02%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167EQ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1915000 | PA      | $1823616.20   | 0.04%             | 2024-10-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                      | Stillwater Mining Co                                                             | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185000.00    | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $166304.00    | 0.00%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                             | HTA Group Ltd/Mauritius                                                          | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $188038.00    | 0.00%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                   | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    502000 | PA      | $487813.48    | 0.01%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345178 | PA      | $314595.96    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                  | National Retail Properties Inc                                                   | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     15000 | PA      | $14022.30     | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                    | Asian Development Bank                                                           | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $4712.95      | 0.00%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1875043.08   | 0.04%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                       | Travel + Leisure Co                                                              | CUSIP: 98310WAP3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139287.40    | 0.00%             | 2024-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 80283LAJ2<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    794000 | PA      | $785829.74    | 0.02%             | 2024-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $502171.50    | 0.01%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 63859UBF9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $366047.10    | 0.01%             | 2025-08-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $384732.00    | 0.01%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                     | AvalonBay Communities Inc                                                        | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    150000 | PA      | $142495.50    | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434673.00    | 0.01%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CSI MTN LTD                                               | CSI MTN Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549008F29JNGIBO2O60 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192032.00    | 0.00%             | 2025-04-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    626000 | PA      | $586117.54    | 0.01%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                           | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1070000 | PA      | $888324.70    | 0.02%             | 2027-02-02      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    845000 | PA      | $796818.10    | 0.02%             | 2025-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                      | Colombia Government International Bond                                           | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $908520.00    | 0.02%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    540000 | PA      | $525295.80    | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                   | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94803.45     | 0.00%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $728280.00    | 0.01%             | 2025-10-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                | Kellogg Co                                                                       | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231698.40    | 0.00%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                                                     | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216942.90    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                    | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $105474.00    | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    360000 | PA      | $348840.00    | 0.01%             | 2025-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    427000 | PA      | $383001.92    | 0.01%             | 2026-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                | Nucor Corp                                                                       | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    435000 | PA      | $431654.85    | 0.01%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SMC GLOBAL POWER HLDGS                                    | SMC Global Power Holdings Corp                                                   | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |    400000 | PA      | $365148.00    | 0.01%             | 2025-10-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828XX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13508906.32  | 0.26%             | 2024-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                                             | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    402000 | PA      | $383841.66    | 0.01%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                  | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    405000 | PA      | $374604.75    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1 A PTT                                     | American Airlines 2014-1 Class A Pass Through Trust                              | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184234 | PA      | $162927.30    | 0.00%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 471048BY3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1235000 | PA      | $1199654.30   | 0.02%             | 2024-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Transelec SA                                              | Transelec SA                                                                     | CUSIP: 000000000<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $196148.00    | 0.00%             | 2025-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                                      | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9874.50      | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOUBYAN TIER 1 SUK LTD                                    | Boubyan Tier 1 Sukuk Ltd                                                         | CUSIP: 000000000<br>LEI: 549300Z4Q7ROZ0OUJO40 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $184586.00    | 0.00%             | 2026-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                      | CUSIP: 64110LAG1<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151606.50    | 0.00%             | 2024-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    217000 | PA      | $196617.19    | 0.00%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                                  | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                            | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $136984.50    | 0.00%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                       | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199026.00    | 0.00%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAPTOR ACQ/RAPTOR CO-ISS                                  | Raptor Acquisition Corp / Raptor Co-Issuer LLC                                   | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $153473.10    | 0.00%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                             | CUSIP: 961214EC3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    751000 | PA      | $739975.32    | 0.01%             | 2024-02-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    744000 | PA      | $672189.12    | 0.01%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3404858 | PA      | $3019547.35   | 0.06%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                  | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAB1<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    325000 | PA      | $308444.50    | 0.01%             | 2026-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                         | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    200000 | PA      | $12984.00     | 0.00%             | 2025-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    815000 | PA      | $803557.40    | 0.02%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058GQ0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2639000 | PA      | $2575664.00   | 0.05%             | 2024-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1476011.07   | 0.03%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                        | Turkey Government International Bond                                             | CUSIP: 900123CW8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1000000 | PA      | $961160.00    | 0.02%             | 2024-11-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK OF CHINA                                    | Industrial & Commercial Bank of China Ltd                                        | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    600000 | PA      | $599022.00    | 0.01%             | 2025-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YONGDA INVESTMENT LTD                                     | Yongda Investment Ltd                                                            | CUSIP: 000000000<br>LEI: 300300Y6LHOS618ULI27 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $372004.00    | 0.01%             | 2025-06-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                   | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAF5<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96245.82     | 0.00%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                  | Turk Telekomunikasyon AS                                                         | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $190146.00    | 0.00%             | 2025-02-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $591426.00    | 0.01%             | 2024-07-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                  | Harley-Davidson Financial Services Inc                                           | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64038.10     | 0.00%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                  | Fox Corp                                                                         | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    281000 | PA      | $270996.40    | 0.01%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIBRIA OVERSEAS FINANCE                                   | Fibria Overseas Finance Ltd                                                      | CUSIP: 31572UAF3<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |    338000 | PA      | $340660.06    | 0.01%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1452880.52   | 0.03%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1155000 | PA      | $1022891.10   | 0.02%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1733000 | PA      | $1576648.74   | 0.03%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                   | Dana Financing Luxembourg Sarl                                                   | CUSIP: 235822AB9<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |    175000 | PA      | $174006.00    | 0.00%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $5789500.03   | 0.11%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                         | ITC Holdings Corp                                                                | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    680000 | PA      | $688615.60    | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32800000 | PA      | $29768562.66  | 0.58%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1525000 | PA      | $1365698.50   | 0.03%             | 2027-01-13      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAD5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $417792.70    | 0.01%             | 2025-02-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1000000 | PA      | $964720.00    | 0.02%             | 2025-10-22      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $289422.00    | 0.01%             | 2027-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                       | Emera US Finance LP                                                              | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $169169.40    | 0.00%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50220.50     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $604644.00    | 0.01%             | 2029-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199332.00    | 0.00%             | 2027-07-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     50000 | PA      | $38107.50     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1759224 | PA      | $1563442.20   | 0.03%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CD9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    250000 | PA      | $234490.00    | 0.00%             | 2024-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    917000 | PA      | $868224.77    | 0.02%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $201558.00    | 0.00%             | 2028-01-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    500000 | PA      | $106656.25    | 0.00%             | 2027-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35700000 | PA      | $32791007.99  | 0.64%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KR SMES & STARTUPS AGEN                                   | Korea SMEs and Startups Agency                                                   | CUSIP: 000000000<br>LEI: 988400052G1DUHESDM19 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $180820.00    | 0.00%             | 2026-08-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    925000 | PA      | $960917.75    | 0.02%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                  | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAJ6<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    490000 | PA      | $459767.00    | 0.01%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                 | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    606000 | PA      | $596510.04    | 0.01%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1021662.60   | 0.02%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EAGLE INT GLO/EAGLE US                                    | Eagle Intermediate Global Holding BV/Eagle US Finance LLC                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    350000 | PA      | $221032.00    | 0.00%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1355000 | PA      | $1321816.05   | 0.03%             | 2024-11-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL CENTRAL COOLING                                  | National Central Cooling Co PJSC                                                 | CUSIP: 000000000<br>LEI: 254900E7M1Y3DXGQ1283 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $181308.00    | 0.00%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                          | Berry Global Inc                                                                 | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    827000 | PA      | $790578.92    | 0.02%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17300000 | PA      | $16943187.50  | 0.33%             | 2025-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                  | Altice France Holding SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    655000 | PA      | $562193.05    | 0.01%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                         | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    373000 | PA      | $371437.13    | 0.01%             | 2024-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NG6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4790.25      | 0.00%             | 2025-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                               | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    509000 | PA      | $496784.00    | 0.01%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HP INC                                                    | HP Inc                                                                           | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27902.10     | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWER BERSAMA INFRASTRUC                                  | Tower Bersama Infrastructure Tbk PT                                              | CUSIP: 000000000<br>LEI: 213800ELUARKGNPAPY10 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $184730.00    | 0.00%             | 2026-01-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                            | Whirlpool Corp                                                                   | CUSIP: 963320AR7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145412.40    | 0.00%             | 2024-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    205000 | PA      | $181757.10    | 0.00%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                     | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    825000 | PA      | $789475.50    | 0.02%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                        | Steel Dynamics Inc                                                               | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    430000 | PA      | $404771.90    | 0.01%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140GVKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23289 | PA      | $22936.69     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    390000 | PA      | $396169.80    | 0.01%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113851 | PA      | $112196.21    | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ETQU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224495 | PA      | $217061.76    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                     | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    600000 | PA      | $212868.00    | 0.00%             | 2025-06-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                                    | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    335000 | PA      | $313198.20    | 0.01%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                      | Verizon Master Trust                                                             | CUSIP: 92348KAA1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2870000 | PA      | $2711376.22   | 0.05%             | 2027-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                         | ITC Holdings Corp                                                                | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47501.50     | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 911312BT2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    415000 | PA      | $400064.15    | 0.01%             | 2024-09-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                   | Pakistan Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $103084.00    | 0.00%             | 2025-09-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $47180.00     | 0.00%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| DIB TIER 1 SUKUK 4                                        | DIB Tier 1 Sukuk 4 Ltd                                                           | CUSIP: 000000000<br>LEI: 549300IQG21X8RDVRG95 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193066.00    | 0.00%             | 2026-05-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                  | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    345000 | PA      | $282582.60    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                 | Timken Co/The                                                                    | CUSIP: 887389AJ3<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24590.25     | 0.00%             | 2024-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                       | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64806.30     | 0.00%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     64000 | PA      | $60508.16     | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTERCEMENT FIN OP BV                                     | InterCement Financial Operations BV                                              | CUSIP: 17186LAA1<br>LEI: 213800IVMAMWIHPCZJ07 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $159612.00    | 0.00%             | 2024-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 00216LAC7<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    390000 | PA      | $380601.00    | 0.01%             | 2024-05-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89987.04     | 0.00%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    540000 | PA      | $488100.60    | 0.01%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                    | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $191050.00    | 0.00%             | 2025-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83368RBG6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    885000 | PA      | $828572.40    | 0.02%             | 2026-01-21      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                  | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAE7<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17898.40     | 0.00%             | 2026-01-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                | Kellogg Co                                                                       | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95647.00     | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                                         | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14512.65     | 0.00%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                  | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63000.60     | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166531.75    | 0.00%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                     | TotalEnergies Capital International SA                                           | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    621000 | PA      | $614945.25    | 0.01%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1209598.28   | 0.02%             | 2026-02-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORA                                  | Owl Rock Capital Corp III                                                        | CUSIP: 69122JAC0<br>LEI: 5493003BCZ22YM5BRK17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4263.10      | 0.00%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                 | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    507000 | PA      | $492738.09    | 0.01%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS CALTEX CORP                                            | GS Caltex Corp                                                                   | CUSIP: 000000000<br>LEI: 988400KLBPXB4WMBUX18 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $387364.00    | 0.01%             | 2024-06-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                               | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    620000 | PA      | $612677.80    | 0.01%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 748149AQ4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1035000 | PA      | $1009021.50   | 0.02%             | 2024-04-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35665.92     | 0.00%             | 2024-05-31      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    285000 | PA      | $278028.90    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL BK CHINA/HK                                  | Agricultural Bank of China Ltd/Hong Kong                                         | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $189322.00    | 0.00%             | 2025-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                          | Antares Holdings LP                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    260000 | PA      | $215209.80    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                    | Protective Life Global Funding                                                   | CUSIP: 74368CBC7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    260000 | PA      | $235947.40    | 0.00%             | 2026-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| CIMPRESS PLC                                              | Cimpress PLC                                                                     | CUSIP: 17186HAC6<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    260000 | PA      | $181864.80    | 0.00%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UD5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    854000 | PA      | $836646.72    | 0.02%             | 2024-05-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                         | SITE Centers Corp                                                                | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    297000 | PA      | $285218.01    | 0.01%             | 2026-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDBL FUNDING TWO                                          | CDBL Funding 2                                                                   | CUSIP: 000000000<br>LEI: 549300VM1W749R7UDT24 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $914710.00    | 0.02%             | 2026-03-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                   | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    825291 | PA      | $756742.33    | 0.01%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313529.70    | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                  | Mondelez International Holdings Netherlands BV                                   | CUSIP: 60920LAQ7<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    705000 | PA      | $658519.35    | 0.01%             | 2024-09-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Republic of Finland                                       | Finland Government International Bond                                            | CUSIP: 317873AY3<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    210000 | PA      | $225338.40    | 0.00%             | 2026-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                                        | VICI Properties LP                                                               | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    205000 | PA      | $200594.55    | 0.00%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                    | Mid-America Apartments LP                                                        | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     70000 | PA      | $68881.40     | 0.00%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234AS7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1976000 | PA      | $1784663.92   | 0.03%             | 2026-01-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                     | ICBCIL Finance Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $189074.00    | 0.00%             | 2024-08-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1378336 | PA      | $1256219.25   | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                              | SM Energy Co                                                                     | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147046.50    | 0.00%             | 2025-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN                                  | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc                  | CUSIP: 89668QAE8<br>LEI: 222100SZ6J5ZF05ZTR58 | Long             | DBT              | CORP              | LU        |    220000 | PA      | $192581.40    | 0.00%             | 2025-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    252000 | PA      | $243419.40    | 0.00%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 45950KDA5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     42000 | PA      | $41589.66     | 0.00%             | 2025-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                      | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76048.80     | 0.00%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $23400390.75  | 0.46%             | 2026-02-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1164761.00   | 0.02%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                          | Taseko Mines Ltd                                                                 | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $170587.80    | 0.00%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                      | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    688000 | PA      | $678629.44    | 0.01%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XINGCHENG BVI                                             | Xingcheng Bvi Ltd                                                                | CUSIP: 000000000<br>LEI: 655600FFMBOY3ZM8Q607 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $174968.00    | 0.00%             | 2026-10-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QHPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1484794 | PA      | $1353245.16   | 0.03%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 471048AR9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1105000 | PA      | $1056667.30   | 0.02%             | 2026-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $915679.18    | 0.02%             | 2053-12-17      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MAZOON ASSETS CO SAOC                                     | Mazoon Assets Co SAOC                                                            | CUSIP: 000000000<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $197454.00    | 0.00%             | 2027-11-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SECURITY BENEFIT GL FUND                                  | Security Benefit Global Funding                                                  | CUSIP: 81412DAA1<br>LEI: 5493003C0JW6BY7YFF93 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42542.55     | 0.00%             | 2024-05-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/HONG KONG                                   | Bank of China Ltd/Hong Kong                                                      | CUSIP: 000000000<br>LEI: 549300OGSFI8KL1WUU09 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $196384.00    | 0.00%             | 2024-04-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                  | Duke Energy Progress LLC                                                         | CUSIP: 26442UAA2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    315000 | PA      | $305304.30    | 0.01%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 826200AD9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $738570.00    | 0.01%             | 2026-08-17      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                | Nucor Corp                                                                       | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    296000 | PA      | $278254.80    | 0.01%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    940000 | PA      | $914112.40    | 0.02%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    770000 | PA      | $744405.20    | 0.01%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SHANGHAI PORT GRP DEV CO                                  | Shanghai Port Group BVI Development Co Ltd                                       | CUSIP: 000000000<br>LEI: 30030018E34GXWP2RS97 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $384888.00    | 0.01%             | 2024-09-11      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    450000 | PA      | $399433.50    | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SHOUGANG GROUP CO LTD                                     | Shougang Group Co Ltd                                                            | CUSIP: 000000000<br>LEI: 30030091XVDTZ9S51E79 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $391748.00    | 0.01%             | 2024-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                   | Sasol Financing USA LLC                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183880.00    | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| WOORI BANK                                                | Woori Bank                                                                       | CUSIP: 000000000<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $192054.00    | 0.00%             | 2024-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                | Ecolab Inc                                                                       | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    510000 | PA      | $460208.70    | 0.01%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Abbott Laboratories                                       | Abbott Laboratories                                                              | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    848000 | PA      | $823789.60    | 0.02%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1060000 | PA      | $955886.80    | 0.02%             | 2026-10-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $359289.00    | 0.01%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CASTLE PEAK PWR FIN CO                                    | Castle Peak Power Finance Co Ltd                                                 | CUSIP: 000000000<br>LEI: 254900LYMFL8O07R2452 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $190388.00    | 0.00%             | 2027-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128282Y5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10800000 | PA      | $10412296.85  | 0.20%             | 2024-09-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1185436.98   | 0.02%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302172.65    | 0.01%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                     | CUSIP: 053332AR3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    153000 | PA      | $147908.16    | 0.00%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348AR7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267132.25    | 0.01%             | 2025-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                    | Protective Life Global Funding                                                   | CUSIP: 74368CAX2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272736.00    | 0.01%             | 2025-07-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1060000 | PA      | $1038884.80   | 0.02%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                            | Transocean Inc                                                                   | CUSIP: 893830BF5<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    256000 | PA      | $240481.28    | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    784000 | PA      | $777022.40    | 0.02%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                  | Compass Minerals International Inc                                               | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211024.65    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7880000 | PA      | $7883385.96   | 0.15%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                    | MGM China Holdings Ltd                                                           | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $319549.80    | 0.01%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                   | United Airlines 2014-2 Class A Pass Through Trust                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200618 | PA      | $184946.07    | 0.00%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    611000 | PA      | $582399.09    | 0.01%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL                                        | Dexia Credit Local SA                                                            | CUSIP: 25214BBA1<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $181270.00    | 0.00%             | 2026-04-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HONGKONG LAND FINANCE                                     | Hongkong Land Finance Cayman Islands Co Ltd/The                                  | CUSIP: 000000000<br>LEI: 254900OHTMO343QAXN81 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197172.00    | 0.00%             | 2025-10-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                                          | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    872000 | PA      | $848438.56    | 0.02%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SAUDI ELEC GLOBAL SUKUK                                   | Saudi Electricity Global Sukuk Co 3                                              | CUSIP: 000000000<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $594660.00    | 0.01%             | 2024-04-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    850000 | PA      | $755029.50    | 0.01%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                     | Texas Instruments Inc                                                            | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137751.30    | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                       | PayPal Holdings Inc                                                              | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4719.05      | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp                                                                     | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19444.40     | 0.00%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERJC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42190 | PA      | $41639.28     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                  | Lennox International Inc                                                         | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26260.50     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                      | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24177.25     | 0.00%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                    | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    315000 | PA      | $283559.85    | 0.01%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                  | Graphic Packaging International LLC                                              | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    407000 | PA      | $361232.85    | 0.01%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 45905URL0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    267000 | PA      | $255879.45    | 0.01%             | 2025-03-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                   | Blackstone Secured Lending Fund                                                  | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    560000 | PA      | $522491.20    | 0.01%             | 2026-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16800000 | PA      | $15567562.58  | 0.30%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| POLY REAL ESTATE FINANCE                                  | Poly Real Estate Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 549300B3TVJI34WFO689 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $196164.00    | 0.00%             | 2024-03-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                           | DR Horton Inc                                                                    | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76875.30     | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Trinity Acquisition PLC                                   | Trinity Acquisition PLC                                                          | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $157515.20    | 0.00%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $694800.60    | 0.01%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Gol Finance SA                                            | Gol Finance SA                                                                   | CUSIP: 000000000<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |    650000 | PA      | $339482.00    | 0.01%             | 2025-01-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                            | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004600.00   | 0.02%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $437376.00    | 0.01%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                 | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    468000 | PA      | $464686.56    | 0.01%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321854.00    | 0.01%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 83368RAX0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $459985.00    | 0.01%             | 2025-07-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $394083.75    | 0.01%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETRON CORP                                               | Petron Corp                                                                      | CUSIP: 000000000<br>LEI: 549300R3PFXOFQSZ7G25 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $175670.00    | 0.00%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK & TRUS                                  | Metropolitan Bank & Trust Co                                                     | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $183426.00    | 0.00%             | 2026-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                     | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    612900 | PA      | $573337.31    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4146838 | PA      | $3780794.18   | 0.07%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 05600LAB2<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $420270.90    | 0.01%             | 2024-08-14      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                            | McCormick & Co Inc/MD                                                            | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    139000 | PA      | $132307.15    | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                            | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370548.00    | 0.01%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PT                                           | Bank Mandiri Persero Tbk PT                                                      | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    247000 | PA      | $243117.16    | 0.00%             | 2024-04-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHONGQING NANAN CON DEV                                   | Chongqing Nan'an Urban Construction & Development Group Co Ltd                   | CUSIP: 000000000<br>LEI: 3003001P24CZSBGLB979 | Long             | DBT              | CORP              | CN        |    600000 | PA      | $578394.00    | 0.01%             | 2024-06-04      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967HT1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    516000 | PA      | $509792.52    | 0.01%             | 2024-06-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                           | Hillenbrand Inc                                                                  | CUSIP: 431571AB4<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184816.80    | 0.00%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL INSURANCE CO                                   | Prudential Insurance Co of America/The                                           | CUSIP: 743917AH9<br>LEI: X574KRZ6V5A7UBU45C31 | Long             | DBT              | CORP              | US        |    275000 | PA      | $293568.00    | 0.01%             | 2025-07-01      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                    | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47516.50     | 0.00%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                  | CUSIP: 3136B7BP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324399 | PA      | $314239.73    | 0.01%             | 2029-11-25      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                  | National Retail Properties Inc                                                   | CUSIP: 637417AG1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    346000 | PA      | $340311.76    | 0.01%             | 2024-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI ASSAN OTOMOTIV                                    | Hyundai Assan Otomotiv Sanayi ve Ticaret AS                                      | CUSIP: 000000000<br>LEI: 789000YZQRPU4RDKPA38 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $172248.00    | 0.00%             | 2026-07-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                        | Panama Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    700000 | PA      | $667156.00    | 0.01%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                             | Sutter Health                                                                    | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    222000 | PA      | $203110.02    | 0.00%             | 2025-08-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                      | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    415000 | PA      | $426939.55    | 0.01%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                         | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343182.00    | 0.01%             | 2045-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                  | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    210000 | PA      | $179524.80    | 0.00%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATENTO LUXCO 1 SA                                         | Atento Luxco 1 SA                                                                | CUSIP: 000000000<br>LEI: 549300MLFF3HYCZQTC48 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $136027.50    | 0.00%             | 2026-02-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ETQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256407 | PA      | $247917.24    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $585979.80    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                    | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1123890.39   | 0.02%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| PHH MORTGAGE CORP                                         | PHH Mortgage Corp                                                                | CUSIP: 69356NAA2<br>LEI: PAOOWF3GUFM46FBSP561 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141581.65    | 0.00%             | 2026-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SAMRUK KAZYNA JSC                                         | Fund of National Welfare Samruk-Kazyna JSC                                       | CUSIP: 000000000<br>LEI: 213800N83GBAZJ4ER974 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $176320.00    | 0.00%             | 2026-10-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                     | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    505000 | PA      | $496374.60    | 0.01%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                                          | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    387000 | PA      | $380231.37    | 0.01%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WFWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130552 | PA      | $126187.61    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                    | Arizona Public Service Co                                                        | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23180.50     | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                       | Citizens Bank NA/Providence RI                                                   | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34492.85     | 0.00%             | 2025-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MHP SE                                                    | MHP SE                                                                           | CUSIP: 000000000<br>LEI: 213800D7DXFXGA292757 | Long             | DBT              | CORP              | CY        |    200000 | PA      | $99537.50     | 0.00%             | 2024-05-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1505179 | PA      | $1372316.15   | 0.03%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                | PacifiCorp                                                                       | CUSIP: 695114CR7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98604.00     | 0.00%             | 2024-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9012831 | PA      | $8214117.71   | 0.16%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                             | APX Group Inc                                                                    | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259795.40    | 0.01%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1189785.74   | 0.02%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    541000 | PA      | $505807.95    | 0.01%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    275000 | PA      | $238235.25    | 0.00%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                                | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    335000 | PA      | $300679.25    | 0.01%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                   | Pakistan Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    800000 | PA      | $344416.00    | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                     | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    430000 | PA      | $405722.20    | 0.01%             | 2025-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                  | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAS6<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175507.65    | 0.00%             | 2025-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 00828EEE5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1607000 | PA      | $1458223.94   | 0.03%             | 2026-03-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $357853.30    | 0.01%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                       | Buckeye Partners LP                                                              | CUSIP: 118230AN1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121270.00    | 0.00%             | 2024-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                     | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19847.80     | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2282000 | PA      | $2092411.44   | 0.04%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMUC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    119698 | PA      | $115805.53    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222406 | PA      | $208472.40    | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $296601.50    | 0.01%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    346000 | PA      | $313206.12    | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                           | Global Atlantic Fin Co                                                           | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $281147.75    | 0.01%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                           | Chevron USA Inc                                                                  | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    754000 | PA      | $687874.20    | 0.01%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| LEGEND FORTUNE LTD                                        | Legend Fortune Ltd                                                               | CUSIP: 000000000<br>LEI: 549300ZK4C5GBWRE7L09 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $380532.00    | 0.01%             | 2024-06-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                               | Target Corp                                                                      | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1071599.12   | 0.02%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $730520.00    | 0.01%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                     | Owl Rock Capital Corp                                                            | CUSIP: 69121KAA2<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    149000 | PA      | $148423.37    | 0.00%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                 | Adobe Inc                                                                        | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4649.00      | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $47191.50     | 0.00%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                    | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    547000 | PA      | $537739.29    | 0.01%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100710.72    | 0.00%             | 2024-06-12      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                  | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $257555.20    | 0.01%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK                                   | China Construction Bank Corp                                                     | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    900000 | PA      | $893286.00    | 0.02%             | 2029-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WEMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68358 | PA      | $66072.63     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corp                                  | Envision Healthcare Corp                                                         | CUSIP: 29373TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $106164.00    | 0.00%             | 2026-10-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197850.00    | 0.00%             | 2025-11-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                      | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19976.40     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1629647.88   | 0.03%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                  | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2F5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    840000 | PA      | $760267.20    | 0.01%             | 2027-01-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                                  | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc           | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $156794.40    | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1384774.15   | 0.03%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                   | Dai-ichi Life Insurance Co Ltd/The                                               | CUSIP: 23380YAD9<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $191320.00    | 0.00%             | 2026-07-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    287000 | PA      | $274851.29    | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                    | Allegion US Holding Co Inc                                                       | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    305000 | PA      | $295014.30    | 0.01%             | 2024-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                                                     | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    537000 | PA      | $503706.00    | 0.01%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                        | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66310.30     | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355141.50    | 0.01%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134937.60    | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                   | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $161612.00    | 0.00%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $266598.00    | 0.01%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6957161 | PA      | $6540047.40   | 0.13%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                          | Norinchukin Bank/The                                                             | CUSIP: 656029AJ4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $373748.10    | 0.01%             | 2027-09-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                | VMware Inc                                                                       | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    512000 | PA      | $480696.32    | 0.01%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    505000 | PA      | $484396.00    | 0.01%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    445000 | PA      | $431467.55    | 0.01%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                    | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAA5<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76682.25     | 0.00%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                       | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $112314.75    | 0.00%             | 2024-09-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                         | Bharti Airtel Ltd                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $391324.00    | 0.01%             | 2025-06-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    693000 | PA      | $668855.88    | 0.01%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    209000 | PA      | $205747.96    | 0.00%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                       | SVB Financial Group                                                              | CUSIP: 78486QAR2<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    257000 | PA      | $247580.95    | 0.00%             | 2028-04-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                              | WP Carey Inc                                                                     | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    168000 | PA      | $166637.52    | 0.00%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    327000 | PA      | $320237.64    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LENDLEASE US CAPITAL INC                                  | Lendlease US Capital Inc                                                         | CUSIP: 000000000<br>LEI: 549300LKUJW5S3A61X58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235385.00    | 0.00%             | 2026-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    390000 | PA      | $364852.80    | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                       | Quanta Services Inc                                                              | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    376000 | PA      | $349785.28    | 0.01%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    430000 | PA      | $376280.10    | 0.01%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| HOLDCO PREFERRED STOCK                                    | HOLDCO PREFERRED STOCK                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       104 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freedom Mortgage Corp                                     | Freedom Mortgage Corp                                                            | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173953.80    | 0.00%             | 2024-11-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KW0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280285.60    | 0.01%             | 2026-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    860000 | PA      | $763920.80    | 0.01%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                      | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAN4<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1059758.24   | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                        | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAG3<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303950.80    | 0.01%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                  | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    842000 | PA      | $830026.76    | 0.02%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CDB FINANCIAL LEASING                                     | China Development Bank Financial Leasing Co Ltd                                  | CUSIP: 000000000<br>LEI: 3003001Y2JXAVQAIZ618 | Long             | DBT              | CORP              | CN        |    600000 | PA      | $562614.00    | 0.01%             | 2030-09-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $561756.00    | 0.01%             | 2027-02-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZHONGYUAN SINCERE INVST                                   | Zhongyuan Sincere Investment Co Ltd                                              | CUSIP: 000000000<br>LEI: 30030026PYF6SG97YS25 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $584970.00    | 0.01%             | 2024-06-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                       | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    218000 | PA      | $214734.36    | 0.00%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                          | Iraq International Bond                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |    156250 | PA      | $144681.25    | 0.00%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAK2<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    191000 | PA      | $184878.45    | 0.00%             | 2024-10-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                     | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $537860.50    | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                             | ZF North America Capital Inc                                                     | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    470000 | PA      | $454438.30    | 0.01%             | 2025-04-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QIB SUKUK LTD                                             | QIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300XDP1VCBZLCP049 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $400760.00    | 0.01%             | 2025-02-07      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                             | Life Time Inc                                                                    | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    402000 | PA      | $388102.86    | 0.01%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    395000 | PA      | $347734.30    | 0.01%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                           | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $728197.50    | 0.01%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                    | Regions Financial Corp                                                           | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    547000 | PA      | $516800.13    | 0.01%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    496000 | PA      | $477757.12    | 0.01%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    565000 | PA      | $524455.60    | 0.01%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| IDB TRUST SERVICES LTD                                    | IDB Trust Services Ltd                                                           | CUSIP: 000000000<br>LEI: 213800VKLEPJ95I3W549 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $476665.00    | 0.01%             | 2024-10-02      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                   | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688AAS1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    945000 | PA      | $888678.00    | 0.02%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                               | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    390000 | PA      | $367040.70    | 0.01%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    729000 | PA      | $699723.36    | 0.01%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                            | EPR Properties                                                                   | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    335000 | PA      | $314665.50    | 0.01%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1807337.97   | 0.04%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105468.30    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    215000 | PA      | $204828.35    | 0.00%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| CENTRAL AMERICAN BANK                                     | Central American Bank for Economic Integration                                   | CUSIP: 15238PAF3<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |    405000 | PA      | $380339.55    | 0.01%             | 2025-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1121144.57   | 0.02%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                      | Provincia de Cordoba                                                             | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    200000 | PA      | $152096.00    | 0.00%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $358100.00    | 0.01%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    197000 | PA      | $194740.41    | 0.00%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                | Cigna Corp                                                                       | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    349000 | PA      | $314787.53    | 0.01%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                                      | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc               | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $486141.15    | 0.01%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                   | Office Properties Income Trust                                                   | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $105603.12    | 0.00%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                                             | NongHyup Bank                                                                    | CUSIP: 65540KAF2<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $188188.00    | 0.00%             | 2024-07-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3046264.00   | 0.06%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                            | CUSIP: 05531FBB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    768000 | PA      | $748270.08    | 0.01%             | 2024-10-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                         | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    650000 | PA      | $600492.75    | 0.01%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                              | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    438000 | PA      | $427904.10    | 0.01%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    642000 | PA      | $610766.70    | 0.01%             | 2024-06-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Emaar Sukuk Ltd                                           | Emaar Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $385788.00    | 0.01%             | 2026-09-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $589050.00    | 0.01%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                        | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    172000 | PA      | $149290.84    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                            | Starbucks Corp                                                                   | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95689.65     | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | 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        |    100000 | NS      | $100000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1759118 | PA      | $1603818.82   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                             | Discover Bank                                                                    | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    285000 | PA      | $270553.35    | 0.01%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                      | TC Ziraat Bankasi AS                                                             | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $179208.00    | 0.00%             | 2026-03-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    562000 | PA      | $547404.86    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOY TRSR ASSETS HLD                                       | Joy Treasure Assets Holdings Inc                                                 | CUSIP: 000000000<br>LEI: 2549002TXU15P8D3F498 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $536634.00    | 0.01%             | 2025-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                   | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    439000 | PA      | $424201.31    | 0.01%             | 2025-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                  | Terraform Global Operating LP                                                    | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166463.50    | 0.00%             | 2026-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RAKFUNDING CAYMAN LTD                                     | Rakfunding Cayman Ltd                                                            | CUSIP: 000000000<br>LEI: 254900VKV21C7FBKPR59 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197178.00    | 0.00%             | 2024-04-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                        | Honda Motor Co Ltd                                                               | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $489735.75    | 0.01%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BLACK SEA TRADE AND DEVE                                  | Black Sea Trade & Development Bank                                               | CUSIP: 000000000<br>LEI: 529900J7FSFACAGZ5042 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $181900.00    | 0.00%             | 2024-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                          | Pitney Bowes Inc                                                                 | CUSIP: 724479AJ9<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98961.00     | 0.00%             | 2024-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| HOLCIM FINANCE US LLC                                     | Holcim Finance US LLC                                                            | CUSIP: 50587KAA9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47226.50     | 0.00%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                        | Turkey Government International Bond                                             | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1400000 | PA      | $1272768.00   | 0.02%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| TD SYNNEX CORP                                            | TD SYNNEX Corp                                                                   | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    534000 | PA      | $501020.16    | 0.01%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOCOM LEASING MGMT                                        | Bocom Leasing Management Hong Kong Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300VK5E35PN5ZZX74 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $189298.00    | 0.00%             | 2024-06-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                         | Expedia Group Inc                                                                | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $220389.12    | 0.00%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABF3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    390000 | PA      | $370905.60    | 0.01%             | 2025-02-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                         | Amsted Industries Inc                                                            | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201517.05    | 0.00%             | 2027-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYS                                  | Spanish Broadcasting System Inc                                                  | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $76683.10     | 0.00%             | 2026-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                   | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    316000 | PA      | $306330.40    | 0.01%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95442.20     | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                   | State Grid Overseas Investment 2014 Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    600000 | PA      | $595206.00    | 0.01%             | 2024-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                       | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $234793.30    | 0.00%             | 2024-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QUINCY HEALTH LLC                                         | QUINCY HEALTH LLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       978 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIRCASTLE LTD                                             | Aircastle Ltd                                                                    | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $538142.00    | 0.01%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                  | Banco do Brasil SA/Cayman                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $184886.00    | 0.00%             | 2026-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42300000 | PA      | $40092468.75  | 0.79%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                      | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1319850.66   | 0.03%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HAITONG INTL SECURITIES                                   | Haitong International Securities Group Ltd                                       | CUSIP: 000000000<br>LEI: 549300Q1JC7X89PPGN26 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $187050.00    | 0.00%             | 2025-05-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    795000 | PA      | $774019.95    | 0.02%             | 2024-03-11      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                                | Woori Bank                                                                       | CUSIP: 98105GAL6<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $180318.00    | 0.00%             | 2027-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                  | EQM Midstream Partners LP                                                        | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225621.00    | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                            | Clorox Co/The                                                                    | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47189.50     | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                  | Western Midstream Operating LP                                                   | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    323000 | PA      | $308393.94    | 0.01%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RHB BANK                                                  | RHB Bank Bhd                                                                     | CUSIP: 000000000<br>LEI: 549300ZHRPSV7QIUJT80 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $197336.00    | 0.00%             | 2024-02-19      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                  | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    220000 | PA      | $192706.80    | 0.00%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                    | Boston Scientific Corp                                                           | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    394000 | PA      | $370580.64    | 0.01%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                     | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $850241.05    | 0.02%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOHA FINANCE LIMITED                                      | Doha Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300C2SXK7TLB4RX62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $183366.00    | 0.00%             | 2026-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2012-1 A                                  | United Airlines 2012-1 Class A Pass Through Trust                                | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170908 | PA      | $166602.36    | 0.00%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                        | Turkey Government International Bond                                             | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $722696.00    | 0.01%             | 2026-01-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SKY LTD                                                   | Sky Ltd                                                                          | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $348890.45    | 0.01%             | 2024-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HYF3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    795000 | PA      | $746369.85    | 0.01%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                  | Public Service Enterprise Group Inc                                              | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    522000 | PA      | $507472.74    | 0.01%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                   | QVC Inc                                                                          | CUSIP: 747262AY9<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    235000 | PA      | $178153.50    | 0.00%             | 2027-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    806000 | PA      | $769028.78    | 0.02%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 50048MCU2<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    640000 | PA      | $595808.00    | 0.01%             | 2025-03-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ZHEJIANG ENERGY INTL LTD                                  | Zhejiang Energy International Ltd                                                | CUSIP: 000000000<br>LEI: 3003001GY0MK7Y7R9393 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $179866.00    | 0.00%             | 2026-07-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                              | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    578000 | PA      | $562330.42    | 0.01%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                    | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    298000 | PA      | $282384.80    | 0.01%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0DL9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2475000 | PA      | $2305165.50   | 0.05%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                   | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $182356.00    | 0.00%             | 2025-08-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                  | WEA Finance LLC / Westfield UK & Europe Finance PLC                              | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |    590000 | PA      | $562677.10    | 0.01%             | 2024-09-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3853750.00   | 0.08%             | 2024-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1179097.37   | 0.02%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                | Federal National Mortgage Association                                            | CUSIP: 3135G05G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  15000000 | PA      | $14699250.00  | 0.29%             | 2023-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHINA RAILWAY XUNJIE                                      | China Railway Xunjie Co Ltd                                                      | CUSIP: 000000000<br>LEI: 300300YS8XX94W7OT806 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $382144.00    | 0.01%             | 2026-07-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                       | American International Group Inc                                                 | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    946000 | PA      | $900525.78    | 0.02%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                            | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490305.00    | 0.01%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                    | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $259875.20    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                               | CUSIP: 907818DV7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    446000 | PA      | $440986.96    | 0.01%             | 2024-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                       | American International Group Inc                                                 | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391848.00    | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| G-III APPAREL GROUP LTD                                   | G-III Apparel Group Ltd                                                          | CUSIP: 36237HAA9<br>LEI: 529900O5KABM3R3SFM87 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175949.80    | 0.00%             | 2025-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                          | AMC Networks Inc                                                                 | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    345000 | PA      | $292905.00    | 0.01%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                            | Bombardier Inc                                                                   | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    502000 | PA      | $502441.76    | 0.01%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    645000 | PA      | $649231.20    | 0.01%             | 2024-10-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BURGAN BANK                                               | Burgan Bank SAK                                                                  | CUSIP: 000000000<br>LEI: 558600NC81HKXMFSTY52 | Long             | DBT              | CORP              | KW        |    200000 | PA      | $188500.00    | 0.00%             | 2024-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                               | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111662.70    | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELSTRA CORP LTD                                          | Telstra Corp Ltd                                                                 | CUSIP: 87969NAD7<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | DBT              | CORP              | AU        |    520000 | PA      | $502814.00    | 0.01%             | 2025-04-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SUNNY EXPRESS                                             | Sunny Express Enterprises Corp                                                   | CUSIP: 000000000<br>LEI: 254900RHBSC69QS5NZ68 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $379568.00    | 0.01%             | 2025-04-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGL3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    435000 | PA      | $416951.85    | 0.01%             | 2024-10-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITY 1 SUKUK LIMITED                                     | Unity 1 Sukuk Ltd                                                                | CUSIP: 000000000<br>LEI: 549300WZ57IYQNVBCB12 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $372404.00    | 0.01%             | 2025-11-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $992391.28    | 0.02%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 4581X0DN5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2484000 | PA      | $2286348.12   | 0.04%             | 2025-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1576000 | PA      | $1442985.60   | 0.03%             | 2025-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $332143.00    | 0.01%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                   | KT Corp                                                                          | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $360376.00    | 0.01%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HENGJIAN INTL INVT LTD                                    | Hengjian International Investment Ltd                                            | CUSIP: 000000000<br>LEI: 3003009ZQDYGEQ6JXB25 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $183970.00    | 0.00%             | 2025-06-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                   | Guardian Life Global Funding                                                     | CUSIP: 40139LAG8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    427000 | PA      | $390854.45    | 0.01%             | 2025-06-23      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2459734 | PA      | $2186053.58   | 0.04%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                                  | Beacon Roofing Supply Inc                                                        | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142945.50    | 0.00%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                                    | CUSIP: 00131LAB1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    225000 | PA      | $217705.50    | 0.00%             | 2025-03-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1313648.05   | 0.03%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |    309000 | PA      | $307519.89    | 0.01%             | 2024-04-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WEST CHINA CEMENT LTD                                     | West China Cement Ltd                                                            | CUSIP: 000000000<br>LEI: 529900MMG3NBTIWPPR63 | Long             | DBT              | CORP              | JE        |    400000 | PA      | $354212.00    | 0.01%             | 2026-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $607482.00    | 0.01%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                                       | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73164.75     | 0.00%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONTL AIRLINES 2012-2 A                                   | Continental Airlines 2012-2 Class A Pass Through Trust                           | CUSIP: 210795QB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154565 | PA      | $148448.66    | 0.00%             | 2024-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                  | Uruguay Government International Bond                                            | CUSIP: 760942AZ5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    320000 | PA      | $320076.81    | 0.01%             | 2024-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| STATE GRID OVERSEAS INV                                   | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $177708.00    | 0.00%             | 2026-09-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                    | National Securities Clearing Corp                                                | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409064.00    | 0.01%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PSA TREASURY PTE LTD                                      | PSA Treasury Pte Ltd                                                             | CUSIP: 000000000<br>LEI: 254900X7FR3V7789SL36 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $188374.00    | 0.00%             | 2026-04-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    505000 | PA      | $494692.95    | 0.01%             | 2025-09-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                           | Ross Stores Inc                                                                  | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17797.20     | 0.00%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                      | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    325000 | PA      | $303228.25    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                               | CUSIP: 907818DR6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    482000 | PA      | $476143.70    | 0.01%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MINMETALS BOUNTEOUS FIN                                   | Minmetals Bounteous Finance BVI Ltd                                              | CUSIP: 000000000<br>LEI: 3003005FATJ63Y0MR949 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $194606.00    | 0.00%             | 2026-07-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                    | Federal Home Loan Banks                                                          | CUSIP: 3130AGWK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    260000 | PA      | $248645.80    | 0.00%             | 2024-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                              | US Foods Inc                                                                     | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    419000 | PA      | $419544.70    | 0.01%             | 2025-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119596.25    | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                       | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19536.80     | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204132.85    | 0.00%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                  | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 000000000<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $191964.00    | 0.00%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FOXCONN FAR EAST LTD                                      | Foxconn Far East Ltd                                                             | CUSIP: 000000000<br>LEI: 254900NAQSPFDWVY8H73 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $725512.00    | 0.01%             | 2025-10-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FUQING INVESTMENT MGMT                                    | Fuqing Investment Management Ltd                                                 | CUSIP: 000000000<br>LEI: 30030006LHSKVYVEXO75 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $319640.00    | 0.01%             | 2025-06-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer