# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-006957
**Filing Date:** 2026-1
**Character Count:** 2177285
**Document Hash:** 4d597c3254e8c6d1314f0a9f48ae4b4a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006957.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0001410368-26-006957

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 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:** 26557072

**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 ESG Advanced Universal USD Bond ETF (Series ID: S000068817)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000219898 | iShares ESG Advanced Universal USD Bond ETF | EUSB            |

## Nport-Ex

Schedule of Investments (unaudited)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** |
| Ally Auto Receivables Trust 2025-1, 3.96%, 03/15/30 | &nbsp;&nbsp;&nbsp; $250 | $250319 |
| American Express Credit Account Master Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.24%, 04/15/31 | &nbsp;&nbsp;&nbsp; 500 | 522468 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/15/30 | &nbsp;&nbsp;&nbsp; 250 | 253335 |
| &nbsp;&nbsp;&nbsp; GM Financial Consumer Automobile Receivables <br> Trust, 5.16%, 08/16/29<br>| &nbsp;&nbsp;&nbsp; 500 | 508438 |
| &nbsp;&nbsp;&nbsp; Honda Auto Receivables Owner Trust, 4.04%, <br> 02/21/30<br>| &nbsp;&nbsp;&nbsp; 500 | 502261 |
| &nbsp;&nbsp;&nbsp; Santander Drive Auto Receivables Trust, 5.23%, <br> 12/15/28<br>| &nbsp;&nbsp;&nbsp; 90 | 90414 |
| **Total Asset-Backed Securities — 0.3%** <br>**(Cost: $2,106,043)** | **Total Asset-Backed Securities — 0.3%** <br>**(Cost: $2,106,043)** | 2127235 |
| **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** |
| **Mortgage-Backed Securities — 1.0%** | **Mortgage-Backed Securities — 1.0%** | **Mortgage-Backed Securities — 1.0%** |
| Bank, 2.56%, 05/15/64 | &nbsp;&nbsp;&nbsp; 200 | 181685 |
| &nbsp;&nbsp;&nbsp; Barclays Commercial Mortgage Trust, Series <br> 2019-C3, Class A4, 3.58%, 05/15/52<br>| &nbsp;&nbsp;&nbsp; 100 | 97519 |
| &nbsp;&nbsp;&nbsp; BBCMS Trust, Series 2021-C10, Class A5, 2.49%, <br> 07/15/54<br>| &nbsp;&nbsp;&nbsp; 458 | 419743 |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.59%, 05/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 990550 |
| &nbsp;&nbsp;&nbsp; 5.18%, 04/15/57 | &nbsp;&nbsp;&nbsp; 100 | 103082 |
| &nbsp;&nbsp;&nbsp; Series 2018-B4, Class ASB, 4.06%, 07/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 529 | 527967 |
| &nbsp;&nbsp;&nbsp; Series 2020-B16, Class A5, 2.73%, 02/15/53 | &nbsp;&nbsp;&nbsp; 100 | 93525 |
| &nbsp;&nbsp;&nbsp; Series 2020-B21, Class A4, 1.70%, 12/17/53 | &nbsp;&nbsp;&nbsp; 100 | 89492 |
| BMO Mortgage Trust, 5.88%, 09/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 100048 |
| &nbsp;&nbsp;&nbsp; CGMS Commercial Mortgage Trust, Series 2017-B1 <br> AAB3.24%, 08/15/50<br>| &nbsp;&nbsp;&nbsp; 46 | 45151 |
| CSAIL Commercial Mortgage Trust, 4.05%, 03/15/52 | &nbsp;&nbsp;&nbsp; 200 | 197850 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily <br> Structured Pass-Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/25/29 | &nbsp;&nbsp;&nbsp; 500 | 486289 |
| &nbsp;&nbsp;&nbsp; 4.51%, 07/25/29 | &nbsp;&nbsp;&nbsp; 300 | 305856 |
| &nbsp;&nbsp;&nbsp; 5.36%, 01/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 950 | 988763 |
| GS Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.12%, 05/12/53 | &nbsp;&nbsp;&nbsp; 250 | 231639 |
| &nbsp;&nbsp;&nbsp; Series 2017-GS7, Class AAB, 3.20%, 08/10/50 | &nbsp;&nbsp;&nbsp; 216 | 214309 |
| &nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, Series 2018-C13 <br> ASB4.24%, 10/15/51<br>| &nbsp;&nbsp;&nbsp; 58 | 58351 |
| Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/15/58 | &nbsp;&nbsp;&nbsp; 700 | 734074 |
| &nbsp;&nbsp;&nbsp; Series 2017-RC1, Class A4, 3.63%, 01/15/60 | &nbsp;&nbsp;&nbsp; 150 | 149074 |
| &nbsp;&nbsp;&nbsp; Series 2021-C59, Class A5, 2.63%, 04/15/54 | &nbsp;&nbsp;&nbsp; 600 | 544379 |
|  |  | 6559346 |
| **Total Collateralized Mortgage Obligations — 1.0%** <br>**(Cost: $6,789,747)** | **Total Collateralized Mortgage Obligations — 1.0%** <br>**(Cost: $6,789,747)** | 6559346 |
| **Corporate Bonds & Notes** | **Corporate Bonds & Notes** | **Corporate Bonds & Notes** |
| **Advertising — 0.1%** | **Advertising — 0.1%** | **Advertising — 0.1%** |
| Clear Channel Outdoor Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52066 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/01/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 75 | 74505 |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52714 |
| &nbsp;&nbsp;&nbsp; 7.75%, 04/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 67 | 67065 |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 89593 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Advertising (continued)** | **Advertising (continued)** | **Advertising (continued)** |
| Interpublic Group of Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/01/31 | &nbsp;&nbsp;&nbsp; $55 | $49592 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 40 | 30462 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/30/30 | &nbsp;&nbsp;&nbsp; 53 | 53540 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/33 | &nbsp;&nbsp;&nbsp; 25 | 25358 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/48 | &nbsp;&nbsp;&nbsp; 35 | 32890 |
| &nbsp;&nbsp;&nbsp; Outfront Media Capital LLC/Outfront Media <br> Capital Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 47 | 45686 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38893 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 44962 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31813 |
| Stagwell Global LLC, 5.63%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 72800 |
|  |  | 761939 |
| **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** |
| ATI Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/29 | &nbsp;&nbsp;&nbsp; 25 | 24963 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/31 | &nbsp;&nbsp;&nbsp; 25 | 25068 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/27 | &nbsp;&nbsp;&nbsp; 25 | 25017 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/30 | &nbsp;&nbsp;&nbsp; 30 | 31657 |
| Hexcel Corp., 4.20%, 02/15/27 | &nbsp;&nbsp;&nbsp; 45 | 44755 |
|  |  | 151460 |
| **Agriculture — 0.0%** | **Agriculture — 0.0%** | **Agriculture — 0.0%** |
| Darling Ingredients Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40003 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 66025 |
|  |  | 106028 |
| **Airlines — 0.1%** | **Airlines — 0.1%** | **Airlines — 0.1%** |
| Allegiant Travel Co., 7.25%, 08/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 27 | 27357 |
| AS Mileage Plan IP Ltd., 5.31%, 10/20/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 105431 |
| JetBlue Airways Corp., 9.88%, 09/20/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 118487 |
| &nbsp;&nbsp;&nbsp; JetBlue Pass-Through Trust, Series 1A, 4.00%, <br> 05/15/34<br>| &nbsp;&nbsp;&nbsp; 37 | 35031 |
| Latam Airlines Group SA, 7.88%, 04/15/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 110 | 114918 |
| United Airlines Inc., 4.63%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 234032 |
| United Airlines Pass-Through Trust, 5.80%, 07/15/37 | &nbsp;&nbsp;&nbsp; 140 | 146906 |
|  |  | 782162 |
| **Apparel — 0.0%** | **Apparel — 0.0%** | **Apparel — 0.0%** |
| Crocs Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 27705 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24170 |
| Hanesbrands Inc., 9.00%, 02/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47501 |
| Kontoor Brands Inc., 4.13%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28612 |
| Under Armour Inc., 7.25%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24905 |
| VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/23/27 | &nbsp;&nbsp;&nbsp; 30 | 29243 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/23/30 | &nbsp;&nbsp;&nbsp; 50 | 44912 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/33 | &nbsp;&nbsp;&nbsp; 30 | 29197 |
| &nbsp;&nbsp;&nbsp; 6.45%, 11/01/37 | &nbsp;&nbsp;&nbsp; 20 | 19109 |
| Wolverine World Wide Inc., 4.00%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 36710 |
|  |  | 312064 |
| **Auto Manufacturers — 0.6%** | **Auto Manufacturers — 0.6%** | **Auto Manufacturers — 0.6%** |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/24/28 | &nbsp;&nbsp;&nbsp; 200 | 191069 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/12/29 | &nbsp;&nbsp;&nbsp; 295 | 278947 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/05/29 | &nbsp;&nbsp;&nbsp; 110 | 111071 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/22/27 | &nbsp;&nbsp;&nbsp; 115 | 115952 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/05/30 | &nbsp;&nbsp;&nbsp; 10 | 10219 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/23/31 | &nbsp;&nbsp;&nbsp; 125 | 127626 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/12/27 | &nbsp;&nbsp;&nbsp; 5 | 5052 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/10/34 | &nbsp;&nbsp;&nbsp; $100 | $100861 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/05/35 | &nbsp;&nbsp;&nbsp; 100 | 101968 |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 100 | 89424 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/01/50 | &nbsp;&nbsp;&nbsp; 55 | 34084 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 120 | 122984 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/43 | &nbsp;&nbsp;&nbsp; 55 | 53981 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/20/34 | &nbsp;&nbsp;&nbsp; 55 | 57223 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/35 | &nbsp;&nbsp;&nbsp; 25 | 26088 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/20/54 | &nbsp;&nbsp;&nbsp; 70 | 69981 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/26/27 | &nbsp;&nbsp;&nbsp; 75 | 73333 |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/10/28 | &nbsp;&nbsp;&nbsp; 200 | 191997 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/12/32 | &nbsp;&nbsp;&nbsp; 160 | 145757 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 | &nbsp;&nbsp;&nbsp; 320 | 308032 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/27 | &nbsp;&nbsp;&nbsp; 440 | 445452 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/07/29 | &nbsp;&nbsp;&nbsp; 490 | 511116 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/07/34 | &nbsp;&nbsp;&nbsp; 255 | 271343 |
| &nbsp;&nbsp;&nbsp; 6.15%, 07/15/35 | &nbsp;&nbsp;&nbsp; 195 | 206921 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/08/28 | &nbsp;&nbsp;&nbsp; 10 | 10059 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/26/29 | &nbsp;&nbsp;&nbsp; 5 | 5023 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | &nbsp;&nbsp;&nbsp; 195 | 198268 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/31/29 | &nbsp;&nbsp;&nbsp; 5 | 5110 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/27 | &nbsp;&nbsp;&nbsp; 60 | 61065 |
| Wabash National Corp., 4.50%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 22967 |
|  |  | 3952973 |
| **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** |
| Adient Global Holdings Ltd., 7.50%, 02/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 77692 |
| BorgWarner Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/01/27 | &nbsp;&nbsp;&nbsp; 5 | 4895 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/34 | &nbsp;&nbsp;&nbsp; 145 | 150082 |
| Dana Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/30 | &nbsp;&nbsp;&nbsp; 30 | 29556 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 21 | 20609 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/27 | &nbsp;&nbsp;&nbsp; 25 | 25004 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/28 | &nbsp;&nbsp;&nbsp; 35 | 35025 |
| &nbsp;&nbsp;&nbsp; Garrett Motion Holdings Inc./Garrett LX I SARL, <br> 7.75%, 05/31/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 52 | 55044 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/30/30 | &nbsp;&nbsp;&nbsp; 20 | 19209 |
| &nbsp;&nbsp;&nbsp; 3.55%, 01/15/52 | &nbsp;&nbsp;&nbsp; 20 | 13648 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/15/27 | &nbsp;&nbsp;&nbsp; 25 | 24836 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 50 | 49965 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/49 | &nbsp;&nbsp;&nbsp; 5 | 4565 |
| LG Energy Solution Ltd., 5.38%, 07/02/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205653 |
| Phinia Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31099 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 46542 |
|  |  | 793424 |
| **Banks — 5.6%** | **Banks — 5.6%** | **Banks — 5.6%** |
| ABN AMRO Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.47%, 12/13/29, (1-year CMT + 1.10%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 66580 |
| &nbsp;&nbsp;&nbsp; 3.32%, 03/13/37, (5-year CMT + 1.90%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 55122 |
| &nbsp;&nbsp;&nbsp; 5.52%, 12/03/35, (1-year CMT + 1.25%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 197852 |
| &nbsp;&nbsp;&nbsp; Abu Dhabi Commercial Bank PJSC, 5.50%, <br> 01/12/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 207552 |
| AIB Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.32%, 05/15/31, (1-day SOFR + 1.65%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20673 |
| &nbsp;&nbsp;&nbsp; 5.87%, 03/28/35, (1-day SOFR Index + 1.91%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212374 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 6.61%, 09/13/29, (1-day SOFR + 2.33%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; $35 | $37238 |
| &nbsp;&nbsp;&nbsp; Al Rajhi Sukuk Ltd., 6.25%, (6-year CMT + <br> 1.59%)<sup>(a)(d)(e)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202210 |
| &nbsp;&nbsp;&nbsp; Associated Banc-Corp, 6.46%, 08/29/30, (1-day <br> SOFR +3.03%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 5202 |
| Banco do Brasil SA, 6.25%, 04/18/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207089 |
| Bank of China Ltd., 3.50%, 04/20/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 397830 |
| &nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC, 5.60%, 03/20/30, (1-day <br> SOFR + 1.62%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 26035 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/08/27 | &nbsp;&nbsp;&nbsp; 125 | 123044 |
| &nbsp;&nbsp;&nbsp; 3.09%, 01/10/37, (5-year CMT + 1.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 76493 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/15/32, (5-year USD Swap + 1.43%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 128132 |
| &nbsp;&nbsp;&nbsp; 4.64%, 09/10/30, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25359 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/27/29, (1-day SOFR Index + 0.67%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61187 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/01/28 | &nbsp;&nbsp;&nbsp; 120 | 123089 |
| &nbsp;&nbsp;&nbsp; 5.27%, 12/11/26 | &nbsp;&nbsp;&nbsp; 105 | 106424 |
| &nbsp;&nbsp;&nbsp; 5.37%, 06/04/27 | &nbsp;&nbsp;&nbsp; 100 | 102104 |
| &nbsp;&nbsp;&nbsp; 5.51%, 06/04/31 | &nbsp;&nbsp;&nbsp; 35 | 36992 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 | &nbsp;&nbsp;&nbsp; 105 | 109640 |
| &nbsp;&nbsp;&nbsp; Series H, 4.70%, 09/14/27 | &nbsp;&nbsp;&nbsp; 125 | 126618 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/14/28 | &nbsp;&nbsp;&nbsp; 20 | 18948 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/28/31 | &nbsp;&nbsp;&nbsp; 20 | 17739 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/28/31 | &nbsp;&nbsp;&nbsp; 90 | 79609 |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/26/27 | &nbsp;&nbsp;&nbsp; 45 | 44108 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/28 | &nbsp;&nbsp;&nbsp; 110 | 107029 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 | &nbsp;&nbsp;&nbsp; 115 | 114087 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/23/29 | &nbsp;&nbsp;&nbsp; 105 | 102149 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/29/28 | &nbsp;&nbsp;&nbsp; 158 | 156763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 02/07/28, (3-mo. CME Term SOFR <br> +1.33%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 142 | 141105 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/28/28 | &nbsp;&nbsp;&nbsp; 127 | 127355 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/26/29 | &nbsp;&nbsp;&nbsp; 30 | 30014 |
| &nbsp;&nbsp;&nbsp; 4.29%, 06/13/33, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 113950 |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/09/28, (1-day SOFR + 0.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75523 |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/21/28, (1-day SOFR + 0.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50728 |
| &nbsp;&nbsp;&nbsp; 4.94%, 02/11/31, (1-day SOFR + 0.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 118388 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/26/34, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 107674 |
| &nbsp;&nbsp;&nbsp; 4.98%, 03/14/30, (1-day SOFR + 1.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10304 |
| &nbsp;&nbsp;&nbsp; 5.06%, 07/22/32, (1-day SOFR + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15579 |
| &nbsp;&nbsp;&nbsp; 5.19%, 03/14/35, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 98441 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/20/35, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41576 |
| &nbsp;&nbsp;&nbsp; 5.32%, 06/06/36, (1-day SOFR + 1.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 83428 |
| &nbsp;&nbsp;&nbsp; 5.61%, 07/21/39, (1-day SOFR + 1.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5249 |
| &nbsp;&nbsp;&nbsp; 5.80%, 10/25/28, (1-day SOFR Index + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 56845 |
| &nbsp;&nbsp;&nbsp; 5.83%, 10/25/33, (1-day SOFR Index + 2.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 81139 |
| &nbsp;&nbsp;&nbsp; 6.47%, 10/25/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 89766 |
| &nbsp;&nbsp;&nbsp; Series J, 1.90%, 01/25/29 | &nbsp;&nbsp;&nbsp; 45 | 42422 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/02/27 | &nbsp;&nbsp;&nbsp; 80 | 78246 |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/01/31 | &nbsp;&nbsp;&nbsp; 155 | 138451 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/02/32 | &nbsp;&nbsp;&nbsp; 50 | 44755 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/11/27 | &nbsp;&nbsp;&nbsp; 90 | 88933 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/28, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 110595 |
| &nbsp;&nbsp;&nbsp; 4.59%, 05/04/37, (5-year CMT + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 112328 |
| &nbsp;&nbsp;&nbsp; 4.74%, 11/10/32, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30443 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/30 | &nbsp;&nbsp;&nbsp; 40 | 41024 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/14/31, (1-day SOFR + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 77358 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/12/28 | &nbsp;&nbsp;&nbsp; 60 | 61869 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/04/27 | &nbsp;&nbsp;&nbsp; 120 | 122621 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/29 | &nbsp;&nbsp;&nbsp; $120 | $125380 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 70 | 74876 |
| Bank of the Philippine Islands, 5.00%, 04/07/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205569 |
| BSF Sukuk Co. Ltd., 5.38%, 01/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205793 |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.04%, 06/15/35, (1-day SOFR + 2.76%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10724 |
| &nbsp;&nbsp;&nbsp; 6.21%, 01/18/29, (1-day SOFR + 2.70%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 182182 |
| &nbsp;&nbsp;&nbsp; 6.84%, 09/13/34, (1-day SOFR + 2.77%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 224798 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/07/27 | &nbsp;&nbsp;&nbsp; 100 | 99410 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/07/32 | &nbsp;&nbsp;&nbsp; 90 | 85996 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/30, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10156 |
| &nbsp;&nbsp;&nbsp; 4.86%, 03/30/29, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152364 |
| &nbsp;&nbsp;&nbsp; 5.24%, 06/28/27 | &nbsp;&nbsp;&nbsp; 190 | 193796 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/13/31, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 108811 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/08/29 | &nbsp;&nbsp;&nbsp; 115 | 119279 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/03/33 | &nbsp;&nbsp;&nbsp; 90 | 98395 |
| Capital One NA, 4.65%, 09/13/28 | &nbsp;&nbsp;&nbsp; 250 | 253844 |
| CBQ Finance Ltd., 5.38%, 03/28/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206068 |
| &nbsp;&nbsp;&nbsp; China Construction Bank Corp., 4.67%, 09/11/28, <br> (1-day SOFR Index + 0.50%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200264 |
| Citizens Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.64%, 09/30/32 | &nbsp;&nbsp;&nbsp; 145 | 125004 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/30 | &nbsp;&nbsp;&nbsp; 10 | 9530 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/05/31, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51273 |
| &nbsp;&nbsp;&nbsp; 5.64%, 05/21/37, (5-year CMT + 2.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40713 |
| &nbsp;&nbsp;&nbsp; 5.72%, 07/23/32, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10496 |
| &nbsp;&nbsp;&nbsp; 5.84%, 01/23/30, (1-day SOFR + 2.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 135440 |
| &nbsp;&nbsp;&nbsp; Comerica Bank, 5.33%, 08/25/33, (1-day SOFR + <br> 2.61%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 35 | 35353 |
| Comerica Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | &nbsp;&nbsp;&nbsp; 105 | 103976 |
| &nbsp;&nbsp;&nbsp; 5.98%, 01/30/30, (1-day SOFR + 2.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10422 |
| DIB Sukuk Ltd., 5.24%, 03/04/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204831 |
| Dresdner Funding Trust I, 8.15%, 06/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 77190 |
| &nbsp;&nbsp;&nbsp; Emirates NBD Bank PJSC, 4.25%, (6-year CMT + <br> 3.16%)<sup>(a)(d)(e)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 195523 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/05/27 | &nbsp;&nbsp;&nbsp; 90 | 88127 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/06/30, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 280 | 284803 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/29/32, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 190 | 199678 |
| &nbsp;&nbsp;&nbsp; 6.34%, 07/27/29, (1-day SOFR + 2.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26344 |
| &nbsp;&nbsp;&nbsp; 6.36%, 10/27/28, (1-day SOFR Index + 2.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10411 |
| &nbsp;&nbsp;&nbsp; 8.25%, 03/01/38 | &nbsp;&nbsp;&nbsp; 40 | 49544 |
| First Abu Dhabi Bank PJSC, 5.00%, 02/28/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205316 |
| &nbsp;&nbsp;&nbsp; First Horizon Corp., 5.51%, 03/07/31, (1-day SOFR + <br> 1.77%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 75 | 77764 |
| Huntington Bancshares Inc./Ohio |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 08/15/36, (5-year CMT + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 64932 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/30 | &nbsp;&nbsp;&nbsp; 50 | 46567 |
| &nbsp;&nbsp;&nbsp; 4.44%, 08/04/28, (1-day SOFR + 1.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 100475 |
| &nbsp;&nbsp;&nbsp; 5.27%, 01/15/31, (1-day SOFR + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 113582 |
| &nbsp;&nbsp;&nbsp; 5.71%, 02/02/35, (1-day SOFR Index + 1.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 78879 |
| &nbsp;&nbsp;&nbsp; 6.21%, 08/21/29, (1-day SOFR + 2.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10504 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/29/27 | &nbsp;&nbsp;&nbsp; 185 | 184754 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/02/28 | &nbsp;&nbsp;&nbsp; 200 | 202711 |
| &nbsp;&nbsp;&nbsp; 5.07%, 03/25/31, (1-day SOFR Index + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25695 |
| &nbsp;&nbsp;&nbsp; 5.34%, 03/19/30, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207169 |
| &nbsp;&nbsp;&nbsp; 5.53%, 03/25/36, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10467 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/19/35, (1-day SOFR + 1.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47100 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 6.11%, 09/11/34, (1-day SOFR + 2.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $200 | $217479 |
| Kasikornbank PCL, 5.46%, 03/07/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205023 |
| KBC Group NV |  |  |
| &nbsp;&nbsp;&nbsp; 4.93%, 10/16/30, (1-year CMT + 1.07%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5100 |
| &nbsp;&nbsp;&nbsp; 6.32%, 09/21/34, (1-year CMT + 2.05%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 27371 |
| KEB Hana Bank, 5.75%, 10/24/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209760 |
| KeyBank N.A., 4.39%, 12/14/27 | &nbsp;&nbsp;&nbsp; 250 | 251406 |
| KeyBank NA, 5.00%, 01/26/33 | &nbsp;&nbsp;&nbsp; 25 | 25308 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/06/27 | &nbsp;&nbsp;&nbsp; 126 | 122842 |
| &nbsp;&nbsp;&nbsp; 2.55%, 10/01/29 | &nbsp;&nbsp;&nbsp; 59 | 55660 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/30/28 | &nbsp;&nbsp;&nbsp; 100 | 100010 |
| &nbsp;&nbsp;&nbsp; 4.79%, 06/01/33, (1-day SOFR Index + 2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 65040 |
| &nbsp;&nbsp;&nbsp; 5.12%, 04/04/31, (1-day SOFR Index + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61694 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/06/35, (1-day SOFR Index + 2.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 103520 |
| KFH Sukuk Co., 5.38%, 01/14/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207336 |
| Kookmin Bank, 4.50%, 02/01/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200919 |
| Korea Development Bank (The), 2.00%, 10/25/31 | &nbsp;&nbsp;&nbsp; 200 | 180261 |
| Landeskreditbank Baden-Wuerttemberg Foerderbank |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/12/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 110 | 103345 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10153 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/13/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5172 |
| Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/03/30 | &nbsp;&nbsp;&nbsp; 30 | 26399 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/25/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 55 | 52014 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/14/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 185 | 181037 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/21/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39214 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/28/27 | &nbsp;&nbsp;&nbsp; 25 | 25118 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/14/28 | &nbsp;&nbsp;&nbsp; 55 | 55439 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/28/30 | &nbsp;&nbsp;&nbsp; 30 | 30612 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/06/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 80 | 81443 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/17/29 | &nbsp;&nbsp;&nbsp; 55 | 56805 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/24/33 | &nbsp;&nbsp;&nbsp; 75 | 80361 |
| &nbsp;&nbsp;&nbsp; Series 37, 2.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; 135 | 132196 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/16/28, (1-day SOFR Index + 1.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25107 |
| &nbsp;&nbsp;&nbsp; 4.83%, 01/16/29, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 111522 |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/27/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 70636 |
| &nbsp;&nbsp;&nbsp; 5.18%, 07/08/31, (1-day SOFR + 1.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 97407 |
| &nbsp;&nbsp;&nbsp; 5.39%, 01/16/36, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 71367 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/30/35, (5-year CMT + 1.43%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75607 |
| Macquarie Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/03/36, (5-year CMT + 1.70%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 132355 |
| &nbsp;&nbsp;&nbsp; 3.62%, 06/03/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 110205 |
| &nbsp;&nbsp;&nbsp; 4.33%, 06/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 55585 |
| &nbsp;&nbsp;&nbsp; 6.80%, 01/18/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 27537 |
| Macquarie Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.69%, 06/23/32, (1-day SOFR + 1.44%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 91130 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/21/28, (1-day SOFR + 2.13%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 99833 |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/21/33, (1-day SOFR + 2.40%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 98965 |
| Manufacturers & Traders Trust Co., 4.70%, 01/27/28 | &nbsp;&nbsp;&nbsp; 255 | 258584 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 07/17/30 | &nbsp;&nbsp;&nbsp; 600 | 545739 |
| &nbsp;&nbsp;&nbsp; 3.96%, 03/02/28 | &nbsp;&nbsp;&nbsp; 400 | 400476 |
| &nbsp;&nbsp;&nbsp; 4.32%, 04/19/33, (1-year CMT + 1.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 600 | 592671 |
| &nbsp;&nbsp;&nbsp; 5.19%, 09/12/36, (1-year CMT + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 580 | 595926 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/16/30, (3-mo. CME Term SOFR + <br> 1.39%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 385401 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/05/28 | &nbsp;&nbsp;&nbsp; 400 | 401063 |
| &nbsp;&nbsp;&nbsp; 4.71%, 07/08/31, (1-year CMT + 0.92%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 304499 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.42%, 05/13/36, (1-year CMT + 0.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $290 | $302117 |
| National Bank of Canada, 4.50%, 10/10/29 | &nbsp;&nbsp;&nbsp; 250 | 252969 |
| &nbsp;&nbsp;&nbsp; Nordea Bank Abp, 4.63%, 09/13/33, (5-year USD <br> Swap + 1.69%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 135 | 135022 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/01/30 | &nbsp;&nbsp;&nbsp; 120 | 109976 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 | &nbsp;&nbsp;&nbsp; 95 | 92657 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/08/32, (3-mo. SOFR US + 1.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 72 | 70841 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/03/28 | &nbsp;&nbsp;&nbsp; 90 | 89696 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/27 | &nbsp;&nbsp;&nbsp; 103 | 103207 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/02/32 | &nbsp;&nbsp;&nbsp; 80 | 87605 |
| NRW Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/08/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10106 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/08/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 34 | 34351 |
| Oesterreichische Kontrollbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/09/27 | &nbsp;&nbsp;&nbsp; 75 | 75007 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/05/29 | &nbsp;&nbsp;&nbsp; 15 | 15059 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/18/29 | &nbsp;&nbsp;&nbsp; 125 | 126957 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/28 | &nbsp;&nbsp;&nbsp; 55 | 55811 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/24/30 | &nbsp;&nbsp;&nbsp; 10 | 10324 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/21/27 | &nbsp;&nbsp;&nbsp; 140 | 142175 |
| &nbsp;&nbsp;&nbsp; Oversea-Chinese Banking Corp. Ltd., 4.60%, <br> 06/15/32, (5-year CMT + 1.58%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200736 |
| PNC Bank N.A., 4.05%, 07/26/28 | &nbsp;&nbsp;&nbsp; 15 | 15002 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.31%, 04/23/32, (1-day SOFR + 0.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 121823 |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 | &nbsp;&nbsp;&nbsp; 110 | 103690 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/19/27 | &nbsp;&nbsp;&nbsp; 90 | 89020 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 | &nbsp;&nbsp;&nbsp; 66 | 65024 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/06/33, (1-day SOFR Index + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 64627 |
| &nbsp;&nbsp;&nbsp; 4.81%, 10/21/32, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 160 | 163342 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/13/31, (1-day SOFR + 1.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 117842 |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/24/34, (1-day SOFR + 1.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 160 | 164260 |
| &nbsp;&nbsp;&nbsp; 5.22%, 01/29/31, (1-day SOFR + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 150270 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/21/28, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101356 |
| &nbsp;&nbsp;&nbsp; 5.37%, 07/21/36, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10364 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/23/35, (1-day SOFR + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 145795 |
| &nbsp;&nbsp;&nbsp; 5.49%, 05/14/30, (1-day SOFR + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 109446 |
| &nbsp;&nbsp;&nbsp; 5.58%, 06/12/29, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 190 | 196955 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/29/36, (1-day SOFR + 1.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 126074 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/22/35, (1-day SOFR + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 111115 |
| &nbsp;&nbsp;&nbsp; 5.94%, 08/18/34, (1-day SOFR + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 48565 |
| &nbsp;&nbsp;&nbsp; 6.04%, 10/28/33, (1-day SOFR Index + 2.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 119087 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/20/34, (1-day SOFR + 2.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 170438 |
| &nbsp;&nbsp;&nbsp; QNB Finance Ltd., 5.31%, 04/02/29, (1-day SOFR + <br> 1.20%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202529 |
| Regions Bank/Birmingham AL, 6.45%, 06/26/37 | &nbsp;&nbsp;&nbsp; 5 | 5460 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/12/28 | &nbsp;&nbsp;&nbsp; 65 | 61215 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/06/35, (1-day SOFR +2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20656 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/06/30, (1-day SOFR +1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 46870 |
| &nbsp;&nbsp;&nbsp; 7.38%, 12/10/37 | &nbsp;&nbsp;&nbsp; 20 | 23156 |
| Santander Holdings USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/13/27 | &nbsp;&nbsp;&nbsp; 95 | 95275 |
| &nbsp;&nbsp;&nbsp; 5.74%, 03/20/31, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 212287 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/09/29, (1-day SOFR + 2.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 265 | 276197 |
| Santander U.K. Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/32, (1-day SOFR + 1.48%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13805 |
| &nbsp;&nbsp;&nbsp; 5.69%, 04/15/31, (1-day SOFR Index + 1.52%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209347 |
| Shinhan Bank Co. Ltd., 4.38%, 04/13/32<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197576 |
| Shinhan Financial Group Co. Ltd., 5.00%, 07/24/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204272 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken AB, 5.38%, <br> 03/05/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $10 | $10359 |
| SNB Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/17/30, (1-day SOFR + 1.20%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200860 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/24/35, (5-year CMT + 2.00%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205435 |
| Societe Generale SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/19/28, (1-year CMT + 1.30%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9824 |
| &nbsp;&nbsp;&nbsp; 2.89%, 06/09/32, (1-year CMT + 1.30%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 190106 |
| &nbsp;&nbsp;&nbsp; 4.68%, 06/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201819 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 282989 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/22/29, (1-day SOFR + 1.42%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203971 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/13/29, (1-year CMT + 1.20%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204828 |
| &nbsp;&nbsp;&nbsp; 5.52%, 01/19/28, (1-year CMT + 1.50%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202450 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/19/30, (1-year CMT + 1.75%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51614 |
| &nbsp;&nbsp;&nbsp; 6.07%, 01/19/35, (1-year CMT + 2.10%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 201086 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/13/33, (1-year CMT + 1.60%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 217424 |
| &nbsp;&nbsp;&nbsp; 7.13%, 01/19/55, (1-year CMT + 2.95%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 180638 |
| &nbsp;&nbsp;&nbsp; 7.37%, 01/10/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5442 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/07/28, (1-day SOFR + 0.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9793 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/03/31 | &nbsp;&nbsp;&nbsp; 120 | 108001 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/24/30 | &nbsp;&nbsp;&nbsp; 130 | 122838 |
| &nbsp;&nbsp;&nbsp; 2.62%, 02/07/33, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 27185 |
| &nbsp;&nbsp;&nbsp; 3.03%, 11/01/34, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 56675 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/30/31, (1-day SOFR + 2.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 91498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 12/03/29, (3-mo. CME Term SOFR <br> +1.29%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 85 | 85446 |
| &nbsp;&nbsp;&nbsp; 4.16%, 08/04/33, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39335 |
| &nbsp;&nbsp;&nbsp; 4.33%, 10/22/27 | &nbsp;&nbsp;&nbsp; 240 | 242441 |
| &nbsp;&nbsp;&nbsp; 4.42%, 05/13/33, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15008 |
| &nbsp;&nbsp;&nbsp; 4.53%, 02/20/29, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 141717 |
| &nbsp;&nbsp;&nbsp; 4.54%, 04/24/28, (1-day SOFR + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5041 |
| &nbsp;&nbsp;&nbsp; 4.68%, 10/22/32, (1-day SOFR + 1.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30630 |
| &nbsp;&nbsp;&nbsp; 4.82%, 01/26/34, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45818 |
| &nbsp;&nbsp;&nbsp; 4.83%, 04/24/30 | &nbsp;&nbsp;&nbsp; 40 | 41251 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/28/36, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15457 |
| &nbsp;&nbsp;&nbsp; 5.16%, 05/18/34, (1-day SOFR + 1.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 88443 |
| &nbsp;&nbsp;&nbsp; 5.68%, 11/21/29, (1-day SOFR + 1.48%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20975 |
| &nbsp;&nbsp;&nbsp; 6.12%, 11/21/34, (1-day SOFR + 1.96%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 70744 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.71%, 01/12/31 | &nbsp;&nbsp;&nbsp; 125 | 110013 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/17/28 | &nbsp;&nbsp;&nbsp; 220 | 207745 |
| &nbsp;&nbsp;&nbsp; 2.13%, 07/08/30 | &nbsp;&nbsp;&nbsp; 95 | 86666 |
| &nbsp;&nbsp;&nbsp; 2.14%, 09/23/30 | &nbsp;&nbsp;&nbsp; 112 | 101394 |
| &nbsp;&nbsp;&nbsp; 2.30%, 01/12/41 | &nbsp;&nbsp;&nbsp; 20 | 14221 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/30 | &nbsp;&nbsp;&nbsp; 25 | 23622 |
| &nbsp;&nbsp;&nbsp; 2.93%, 09/17/41 | &nbsp;&nbsp;&nbsp; 170 | 126792 |
| &nbsp;&nbsp;&nbsp; 3.04%, 07/16/29 | &nbsp;&nbsp;&nbsp; 205 | 197241 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/14/42 | &nbsp;&nbsp;&nbsp; 10 | 7789 |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/18/27 | &nbsp;&nbsp;&nbsp; 133 | 131555 |
| &nbsp;&nbsp;&nbsp; 3.36%, 07/12/27 | &nbsp;&nbsp;&nbsp; 140 | 138760 |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/11/27 | &nbsp;&nbsp;&nbsp; 55 | 54682 |
| &nbsp;&nbsp;&nbsp; 3.54%, 01/17/28 | &nbsp;&nbsp;&nbsp; 65 | 64483 |
| &nbsp;&nbsp;&nbsp; 3.94%, 07/19/28 | &nbsp;&nbsp;&nbsp; 135 | 135079 |
| &nbsp;&nbsp;&nbsp; 4.31%, 10/16/28 | &nbsp;&nbsp;&nbsp; 55 | 55490 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/32 | &nbsp;&nbsp;&nbsp; 200 | 210372 |
| &nbsp;&nbsp;&nbsp; 5.52%, 01/13/28 | &nbsp;&nbsp;&nbsp; 200 | 206298 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/09/34 | &nbsp;&nbsp;&nbsp; 200 | 212117 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10686 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/13/30 | &nbsp;&nbsp;&nbsp; 200 | 211177 |
| &nbsp;&nbsp;&nbsp; 5.77%, 01/13/33 | &nbsp;&nbsp;&nbsp; 215 | 230436 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/13/33 | &nbsp;&nbsp;&nbsp; $5 | $5367 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/08/46, (1-day SOFR + 1.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 139157 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/14/33 | &nbsp;&nbsp;&nbsp; 40 | 43092 |
| &nbsp;&nbsp;&nbsp; 5.84%, 07/09/44 | &nbsp;&nbsp;&nbsp; 20 | 20989 |
| &nbsp;&nbsp;&nbsp; 6.18%, 07/13/43 | &nbsp;&nbsp;&nbsp; 20 | 22001 |
| Sumitomo Mitsui Trust Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202496 |
| &nbsp;&nbsp;&nbsp; 4.85%, 09/10/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 206950 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15248 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/07/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15711 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25820 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 239347 |
| Svenska Handelsbanken AB, 5.50%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31046 |
| &nbsp;&nbsp;&nbsp; Synovus Financial Corp., 6.17%, 11/01/30, (1-day <br> SOFR + 2.35%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 45 | 46729 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/10/31 | &nbsp;&nbsp;&nbsp; 300 | 268642 |
| &nbsp;&nbsp;&nbsp; 4.46%, 06/08/32 | &nbsp;&nbsp;&nbsp; 300 | 300788 |
| &nbsp;&nbsp;&nbsp; 4.57%, 06/02/28 | &nbsp;&nbsp;&nbsp; 200 | 202625 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/15/27 | &nbsp;&nbsp;&nbsp; 100 | 101278 |
| &nbsp;&nbsp;&nbsp; 4.93%, 10/15/35 | &nbsp;&nbsp;&nbsp; 100 | 101139 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/05/27 | &nbsp;&nbsp;&nbsp; 400 | 405266 |
| Truist Bank, 2.25%, 03/11/30 | &nbsp;&nbsp;&nbsp; 30 | 27572 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/03/27 | &nbsp;&nbsp;&nbsp; 100 | 95493 |
| &nbsp;&nbsp;&nbsp; 1.89%, 06/07/29, (1-day SOFR + 0.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 94664 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/05/30 | &nbsp;&nbsp;&nbsp; 85 | 77196 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/29 | &nbsp;&nbsp;&nbsp; 190 | 188001 |
| &nbsp;&nbsp;&nbsp; 4.12%, 06/06/28, (1-day SOFR + 1.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 115158 |
| &nbsp;&nbsp;&nbsp; 4.87%, 01/26/29, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5075 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/28/33, (1-day SOFR + 2.24%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 95213 |
| &nbsp;&nbsp;&nbsp; 5.07%, 05/20/31, (1-day SOFR + 1.31%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20593 |
| &nbsp;&nbsp;&nbsp; 5.12%, 01/26/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 96970 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/05/32, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 56808 |
| &nbsp;&nbsp;&nbsp; 5.44%, 01/24/30, (1-day SOFR + 1.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 176516 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/24/35, (1-day SOFR + 1.92%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 137404 |
| &nbsp;&nbsp;&nbsp; 5.87%, 06/08/34, (1-day SOFR + 2.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 181225 |
| &nbsp;&nbsp;&nbsp; 6.12%, 10/28/33, (1-day SOFR + 2.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 32446 |
| &nbsp;&nbsp;&nbsp; 7.16%, 10/30/29, (1-day SOFR + 2.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 160 | 173182 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/22/30 | &nbsp;&nbsp;&nbsp; 65 | 57598 |
| &nbsp;&nbsp;&nbsp; 2.22%, 01/27/28, (1-day SOFR + 0.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 132125 |
| &nbsp;&nbsp;&nbsp; 2.49%, 11/03/36, (5-year CMT + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 69798 |
| &nbsp;&nbsp;&nbsp; 2.68%, 01/27/33, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 72251 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/29 | &nbsp;&nbsp;&nbsp; 120 | 115720 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/26/28 | &nbsp;&nbsp;&nbsp; 10 | 10013 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/22/28, (1-day SOFR + 1.66%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 105794 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/01/29, (1-day SOFR + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 156877 |
| &nbsp;&nbsp;&nbsp; 4.84%, 02/01/34, (1-day SOFR + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 156992 |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/22/33, (1-day SOFR + 2.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 85752 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/12/31, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 139046 |
| &nbsp;&nbsp;&nbsp; 5.08%, 05/15/31, (1-day SOFR + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 108403 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/23/30, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61919 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/23/30, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 119212 |
| &nbsp;&nbsp;&nbsp; 5.42%, 02/12/36, (1-day SOFR + 1.41%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 104592 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/23/35, (1-day SOFR + 1.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 106245 |
| &nbsp;&nbsp;&nbsp; 5.78%, 06/12/29, (1-day SOFR + 2.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 114459 |
| &nbsp;&nbsp;&nbsp; 5.84%, 06/12/34, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 139528 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/21/33, (1-day SOFR + 2.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 139375 |
| &nbsp;&nbsp;&nbsp; Series X, 3.15%, 04/27/27 | &nbsp;&nbsp;&nbsp; 65 | 64375 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; United Overseas Bank Ltd., 3.86%, 10/07/32, (5-year <br> CMT + 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $65 | $64507 |
| Webster Financial Corp., 4.10%, 03/25/29 | &nbsp;&nbsp;&nbsp; 65 | 64218 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/20/28 | &nbsp;&nbsp;&nbsp; 100 | 94827 |
| &nbsp;&nbsp;&nbsp; 2.67%, 11/15/35, (5-year CMT + 1.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 90572 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/25/28 | &nbsp;&nbsp;&nbsp; 300 | 297502 |
| &nbsp;&nbsp;&nbsp; 4.04%, 08/26/27 | &nbsp;&nbsp;&nbsp; 100 | 100460 |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/39 | &nbsp;&nbsp;&nbsp; 120 | 112432 |
| &nbsp;&nbsp;&nbsp; 5.41%, 08/10/33, (1-year CMT + 2.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 311324 |
| Westpac New Zealand Ltd., 4.94%, 02/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205734 |
| Woori Bank, 4.75%, 01/24/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203986 |
| &nbsp;&nbsp;&nbsp; Yapi ve Kredi Bankasi A/S, 9.25%, 01/17/34, (5-year <br> CMT + 5.28%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 213154 |
| &nbsp;&nbsp;&nbsp; Zions Bancorp NA, 6.82%, 11/19/35, (1-day SOFR + <br> 2.83%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 5324 |
|  |  | 38185746 |
| **Beverages — 0.1%** | **Beverages — 0.1%** | **Beverages — 0.1%** |
| JDE Peet's NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4838 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/24/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 21884 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; 30 | 26736 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 55 | 52204 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/51 | &nbsp;&nbsp;&nbsp; 50 | 33775 |
| &nbsp;&nbsp;&nbsp; 3.43%, 06/15/27 | &nbsp;&nbsp;&nbsp; 80 | 79155 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/01/50 | &nbsp;&nbsp;&nbsp; 55 | 40508 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/15/29 | &nbsp;&nbsp;&nbsp; 75 | 74102 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/32 | &nbsp;&nbsp;&nbsp; 60 | 57767 |
| &nbsp;&nbsp;&nbsp; 4.42%, 12/15/46 | &nbsp;&nbsp;&nbsp; 35 | 28955 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 | &nbsp;&nbsp;&nbsp; 50 | 42527 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/52 | &nbsp;&nbsp;&nbsp; 80 | 65702 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/25/28 | &nbsp;&nbsp;&nbsp; 20 | 20154 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | &nbsp;&nbsp;&nbsp; 35 | 35159 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | &nbsp;&nbsp;&nbsp; 60 | 61245 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/34 | &nbsp;&nbsp;&nbsp; 50 | 51011 |
| &nbsp;&nbsp;&nbsp; Series 10, 5.20%, 03/15/31 | &nbsp;&nbsp;&nbsp; 20 | 20524 |
| Primo Water Holdings Inc./Triton Water Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 48481 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50300 |
|  |  | 815027 |
| **Biotechnology — 0.2%** | **Biotechnology — 0.2%** | **Biotechnology — 0.2%** |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/01/30 | &nbsp;&nbsp;&nbsp; 39 | 35870 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 | &nbsp;&nbsp;&nbsp; 110 | 72807 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/51 | &nbsp;&nbsp;&nbsp; 30 | 20075 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/45 | &nbsp;&nbsp;&nbsp; 80 | 75070 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15953 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/15/55 | &nbsp;&nbsp;&nbsp; 50 | 53656 |
| CSL Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/27/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34937 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/27/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35008 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/27/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24700 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/27/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9171 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/27/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 92038 |
| &nbsp;&nbsp;&nbsp; 5.11%, 04/03/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 46479 |
| &nbsp;&nbsp;&nbsp; 5.42%, 04/03/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 48311 |
| Illumina Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/23/31 | &nbsp;&nbsp;&nbsp; 45 | 40740 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/13/27 | &nbsp;&nbsp;&nbsp; 45 | 46208 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| Regeneron Pharmaceuticals Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 | &nbsp;&nbsp;&nbsp; $100 | $89266 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/15/50 | &nbsp;&nbsp;&nbsp; 76 | 47705 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/02/27 | &nbsp;&nbsp;&nbsp; 60 | 57617 |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/02/31 | &nbsp;&nbsp;&nbsp; 20 | 17561 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/02/30 | &nbsp;&nbsp;&nbsp; 45 | 40815 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/02/40 | &nbsp;&nbsp;&nbsp; 30 | 23530 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/02/51 | &nbsp;&nbsp;&nbsp; 105 | 70729 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/02/50 | &nbsp;&nbsp;&nbsp; 70 | 49214 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/02/29 | &nbsp;&nbsp;&nbsp; 45 | 46252 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/02/54 | &nbsp;&nbsp;&nbsp; 40 | 39974 |
|  |  | 1133686 |
| **Building Materials — 0.4%** | **Building Materials — 0.4%** | **Building Materials — 0.4%** |
| Boise Cascade Co., 4.88%, 07/01/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24669 |
| Builders FirstSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 85637 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34848 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26015 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 67 | 69668 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 79212 |
| Carlisle Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/01/32 | &nbsp;&nbsp;&nbsp; 50 | 43638 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 | &nbsp;&nbsp;&nbsp; 51 | 48138 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/27 | &nbsp;&nbsp;&nbsp; 29 | 28851 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/35 | &nbsp;&nbsp;&nbsp; 90 | 91994 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/15/40 | &nbsp;&nbsp;&nbsp; 5 | 5080 |
| CRH America Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/04/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 79827 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/09/47<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 17134 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/04/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 21 | 18221 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/09/35 | &nbsp;&nbsp;&nbsp; 200 | 209757 |
| CRH America Inc., 5.13%, 05/18/45<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 47827 |
| CRH SMW Finance DAC, 5.20%, 05/21/29 | &nbsp;&nbsp;&nbsp; 10 | 10329 |
| Fortune Brands Innovations Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/29 | &nbsp;&nbsp;&nbsp; 57 | 54902 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/33 | &nbsp;&nbsp;&nbsp; 60 | 63669 |
| Griffon Corp., 5.75%, 03/01/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 65 | 65138 |
| &nbsp;&nbsp;&nbsp; James Hardie International Finance DAC, 5.00%, <br> 01/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 30 | 30005 |
| Jeld-Wen Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/15/27<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 34210 |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/01/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 16981 |
| JH North America Holdings Inc., 5.88%, 01/31/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101473 |
| Knife River Corp., 7.75%, 05/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31532 |
| Lennox International Inc., 1.70%, 08/01/27 | &nbsp;&nbsp;&nbsp; 52 | 50031 |
| Louisiana-Pacific Corp., 3.63%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24010 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 07/15/31 | &nbsp;&nbsp;&nbsp; 77 | 69575 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/51 | &nbsp;&nbsp;&nbsp; 75 | 51407 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | &nbsp;&nbsp;&nbsp; 30 | 29794 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/27 | &nbsp;&nbsp;&nbsp; 55 | 54465 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 | &nbsp;&nbsp;&nbsp; 40 | 33645 |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/01/34 | &nbsp;&nbsp;&nbsp; 85 | 87296 |
| &nbsp;&nbsp;&nbsp; Series CB, 2.50%, 03/15/30 | &nbsp;&nbsp;&nbsp; 57 | 53171 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/30 | &nbsp;&nbsp;&nbsp; 30 | 26912 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | &nbsp;&nbsp;&nbsp; 45 | 39933 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/51 | &nbsp;&nbsp;&nbsp; 20 | 13375 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; 45 | 44552 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/47<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 35 | 30175 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| Mohawk Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; $40 | $38793 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/18/28 | &nbsp;&nbsp;&nbsp; 25 | 26058 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/30 | &nbsp;&nbsp;&nbsp; 45 | 43628 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/01/30 | &nbsp;&nbsp;&nbsp; 35 | 34376 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 5 | 4964 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/15/47 | &nbsp;&nbsp;&nbsp; 55 | 45300 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/30/48 | &nbsp;&nbsp;&nbsp; 25 | 20760 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/34 | &nbsp;&nbsp;&nbsp; 30 | 31671 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/54<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 55 | 56431 |
| &nbsp;&nbsp;&nbsp; 7.00%, 12/01/36 | &nbsp;&nbsp;&nbsp; 25 | 28714 |
| Trane Technologies Financing Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/21/29 | &nbsp;&nbsp;&nbsp; 73 | 72509 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/21/49 | &nbsp;&nbsp;&nbsp; 34 | 29734 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/44 | &nbsp;&nbsp;&nbsp; 30 | 27578 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/13/34 | &nbsp;&nbsp;&nbsp; 60 | 61999 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/03/33 | &nbsp;&nbsp;&nbsp; 40 | 41844 |
| Trane Technologies Holdco, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/21/28 | &nbsp;&nbsp;&nbsp; 47 | 46797 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/21/48 | &nbsp;&nbsp;&nbsp; 27 | 23111 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/43 | &nbsp;&nbsp;&nbsp; 20 | 21158 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 90 | 87368 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 22 | 19272 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/48 | &nbsp;&nbsp;&nbsp; 40 | 35784 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/29 | &nbsp;&nbsp;&nbsp; 5 | 5142 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/34 | &nbsp;&nbsp;&nbsp; 85 | 88553 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/54 | &nbsp;&nbsp;&nbsp; 60 | 61210 |
|  |  | 2879850 |
| **Chemicals — 0.4%** | **Chemicals — 0.4%** | **Chemicals — 0.4%** |
| Air Liquide Finance SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23565 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/27/46<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 38958 |
| Air Products and Chemicals Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/15/27 | &nbsp;&nbsp;&nbsp; 58 | 56413 |
| &nbsp;&nbsp;&nbsp; 2.05%, 05/15/30 | &nbsp;&nbsp;&nbsp; 69 | 63483 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/15/40 | &nbsp;&nbsp;&nbsp; 75 | 56978 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/50 | &nbsp;&nbsp;&nbsp; 75 | 48991 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | &nbsp;&nbsp;&nbsp; 40 | 40797 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/08/31 | &nbsp;&nbsp;&nbsp; 5 | 5138 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/03/33 | &nbsp;&nbsp;&nbsp; 45 | 46150 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 | &nbsp;&nbsp;&nbsp; 100 | 102275 |
| Ashland Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 26999 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/43 | &nbsp;&nbsp;&nbsp; 20 | 20778 |
| &nbsp;&nbsp;&nbsp; Axalta Coating Systems Dutch Holding B BV, 7.25%, <br> 02/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 42314 |
| Axalta Coating Systems LLC, 3.38%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 53183 |
| &nbsp;&nbsp;&nbsp; Axalta Coating Systems LLC/Axalta Coating Systems <br> Dutch Holding B BV, 4.75%, 06/15/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 30 | 30028 |
| Cabot Corp., 4.00%, 07/01/29 | &nbsp;&nbsp;&nbsp; 15 | 14876 |
| CF Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/43 | &nbsp;&nbsp;&nbsp; 60 | 54456 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | &nbsp;&nbsp;&nbsp; 65 | 65617 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/44 | &nbsp;&nbsp;&nbsp; 55 | 52379 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/29 | &nbsp;&nbsp;&nbsp; 60 | 54365 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/49 | &nbsp;&nbsp;&nbsp; 40 | 26201 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/18/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 55 | 50339 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/18/53 | &nbsp;&nbsp;&nbsp; 35 | 28265 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| &nbsp;&nbsp;&nbsp; 8.45%, 11/01/55, (5-year CMT + 4.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $50 | $38686 |
| HB Fuller Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/27 | &nbsp;&nbsp;&nbsp; 35 | 34762 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19484 |
| Huntsman International LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/31 | &nbsp;&nbsp;&nbsp; 40 | 33497 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/29 | &nbsp;&nbsp;&nbsp; 25 | 23930 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/34 | &nbsp;&nbsp;&nbsp; 10 | 9023 |
| International Flavors & Fragrances Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.83%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 73 | 69780 |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 47 | 42420 |
| &nbsp;&nbsp;&nbsp; 3.27%, 11/15/40<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 22 | 17113 |
| &nbsp;&nbsp;&nbsp; 3.47%, 12/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 31326 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/28 | &nbsp;&nbsp;&nbsp; 25 | 25119 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/26/48 | &nbsp;&nbsp;&nbsp; 60 | 53584 |
| Linde Inc./CT |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 08/10/30 | &nbsp;&nbsp;&nbsp; 54 | 47363 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/10/50 | &nbsp;&nbsp;&nbsp; 10 | 5471 |
| &nbsp;&nbsp;&nbsp; 3.55%, 11/07/42 | &nbsp;&nbsp;&nbsp; 30 | 24348 |
| Mosaic Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/27 | &nbsp;&nbsp;&nbsp; 85 | 84969 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/41 | &nbsp;&nbsp;&nbsp; 25 | 22753 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/28 | &nbsp;&nbsp;&nbsp; 35 | 36167 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/33 | &nbsp;&nbsp;&nbsp; 25 | 25903 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/43 | &nbsp;&nbsp;&nbsp; 50 | 48644 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/13/30 | &nbsp;&nbsp;&nbsp; 84 | 79593 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/13/50 | &nbsp;&nbsp;&nbsp; 45 | 34927 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/26 | &nbsp;&nbsp;&nbsp; 35 | 34964 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/35 | &nbsp;&nbsp;&nbsp; 30 | 27998 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/29 | &nbsp;&nbsp;&nbsp; 80 | 79967 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | &nbsp;&nbsp;&nbsp; 10 | 10181 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/43 | &nbsp;&nbsp;&nbsp; 30 | 27529 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | &nbsp;&nbsp;&nbsp; 56 | 51230 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/45 | &nbsp;&nbsp;&nbsp; 40 | 38114 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/01/40 | &nbsp;&nbsp;&nbsp; 30 | 30520 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/27/53 | &nbsp;&nbsp;&nbsp; 45 | 45859 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/36 | &nbsp;&nbsp;&nbsp; 40 | 42452 |
| PPG Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/30 | &nbsp;&nbsp;&nbsp; 75 | 69872 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/28 | &nbsp;&nbsp;&nbsp; 129 | 128635 |
| RPM International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/48 | &nbsp;&nbsp;&nbsp; 45 | 37635 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/29 | &nbsp;&nbsp;&nbsp; 15 | 15209 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/45 | &nbsp;&nbsp;&nbsp; 10 | 9640 |
| &nbsp;&nbsp;&nbsp; Sociedad Quimica y Minera de Chile SA, 4.25%, <br> 05/07/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 198926 |
| Tronox Inc., 4.63%, 03/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 75 | 48451 |
| Yara International ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/04/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 80275 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 92 | 92842 |
| &nbsp;&nbsp;&nbsp; 7.38%, 11/14/32<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 100 | 113761 |
|  |  | 2995470 |
| **Commercial Services — 1.0%** | **Commercial Services — 1.0%** | **Commercial Services — 1.0%** |
| ADT Security Corp., 5.88%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25427 |
| ADT Security Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 68183 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 48460 |
| AMN Healthcare Inc., 4.00%, 04/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23847 |
| Ashtead Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/12/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 62526 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $75 | $74502 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 44975 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/11/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10339 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212231 |
| Automatic Data Processing Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 | &nbsp;&nbsp;&nbsp; 61 | 54019 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 | &nbsp;&nbsp;&nbsp; 92 | 87643 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/34 | &nbsp;&nbsp;&nbsp; 95 | 95192 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/08/32 | &nbsp;&nbsp;&nbsp; 95 | 97613 |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29198 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38806 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29954 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 26 | 25976 |
| &nbsp;&nbsp;&nbsp; 8.00%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35821 |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 47 | 48390 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25733 |
| Belron U.K. Finance PLC, 5.75%, 10/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 76300 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/28 | &nbsp;&nbsp;&nbsp; 30 | 28577 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/30 | &nbsp;&nbsp;&nbsp; 45 | 43576 |
| Cimpress PLC, 7.38%, 09/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40886 |
| Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/27 | &nbsp;&nbsp;&nbsp; 170 | 169493 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/32 | &nbsp;&nbsp;&nbsp; 75 | 73914 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/28 | &nbsp;&nbsp;&nbsp; 30 | 30165 |
| Clarivate Science Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 58291 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 56715 |
| Deluxe Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/01/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40463 |
| &nbsp;&nbsp;&nbsp; 8.13%, 09/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36876 |
| Element Fleet Management Corp., 6.32%, 12/04/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10557 |
| Equifax Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/29 | &nbsp;&nbsp;&nbsp; 95 | 96549 |
| &nbsp;&nbsp;&nbsp; 5.10%, 12/15/27 | &nbsp;&nbsp;&nbsp; 25 | 25439 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 01/15/27 | &nbsp;&nbsp;&nbsp; 60 | 58609 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/30 | &nbsp;&nbsp;&nbsp; 85 | 78776 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/15/31 | &nbsp;&nbsp;&nbsp; 35 | 31350 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/15/29 | &nbsp;&nbsp;&nbsp; 100 | 95157 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/49 | &nbsp;&nbsp;&nbsp; 30 | 22493 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/28 | &nbsp;&nbsp;&nbsp; 90 | 90118 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/28 | &nbsp;&nbsp;&nbsp; 140 | 140490 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/29 | &nbsp;&nbsp;&nbsp; 5 | 5118 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/32 | &nbsp;&nbsp;&nbsp; 60 | 61068 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/15/35 | &nbsp;&nbsp;&nbsp; 140 | 139861 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/52<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 55 | 52824 |
| GXO Logistics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/31 | &nbsp;&nbsp;&nbsp; 65 | 58163 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/29 | &nbsp;&nbsp;&nbsp; 50 | 52542 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/06/34 | &nbsp;&nbsp;&nbsp; 30 | 32296 |
| Herc Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 96 | 96009 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51842 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 105092 |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/33<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 75 | 79356 |
| Hertz Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 34783 |
| &nbsp;&nbsp;&nbsp; 12.63%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 94 | 94052 |
| Korn Ferry, 4.63%, 12/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30055 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| Matthews International Corp., 8.63%, 10/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $20 | $20660 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/19/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 44423 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/29/61 | &nbsp;&nbsp;&nbsp; 35 | 22193 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 27 | 26604 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | &nbsp;&nbsp;&nbsp; 40 | 27660 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/25/52 | &nbsp;&nbsp;&nbsp; 25 | 18940 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 42 | 42248 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/08/32 | &nbsp;&nbsp;&nbsp; 25 | 24740 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/17/48 | &nbsp;&nbsp;&nbsp; 34 | 30810 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/44 | &nbsp;&nbsp;&nbsp; 60 | 58015 |
| NESCO Holdings II Inc., 5.50%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 69310 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | &nbsp;&nbsp;&nbsp; 95 | 88018 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 | &nbsp;&nbsp;&nbsp; 154 | 147542 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/50 | &nbsp;&nbsp;&nbsp; 70 | 48709 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/27 | &nbsp;&nbsp;&nbsp; 20 | 20014 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/32 | &nbsp;&nbsp;&nbsp; 70 | 70159 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/52 | &nbsp;&nbsp;&nbsp; 55 | 51105 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10228 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/34 | &nbsp;&nbsp;&nbsp; 90 | 92847 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/62 | &nbsp;&nbsp;&nbsp; 40 | 37434 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/54 | &nbsp;&nbsp;&nbsp; 35 | 34586 |
| &nbsp;&nbsp;&nbsp; Prime Security Services Borrower LLC/Prime <br> Finance Inc., 3.38%, 08/31/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 70 | 68395 |
| Quanta Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/32 | &nbsp;&nbsp;&nbsp; 95 | 84085 |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 | &nbsp;&nbsp;&nbsp; 66 | 62018 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/01/41 | &nbsp;&nbsp;&nbsp; 40 | 29977 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/09/27 | &nbsp;&nbsp;&nbsp; 10 | 10106 |
| RELX Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/22/30 | &nbsp;&nbsp;&nbsp; 100 | 95138 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 | &nbsp;&nbsp;&nbsp; 75 | 74868 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/27/30 | &nbsp;&nbsp;&nbsp; 110 | 112399 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/27/35 | &nbsp;&nbsp;&nbsp; 10 | 10395 |
| RR Donnelley & Sons Co., 8.50%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 26 | 25699 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/30 | &nbsp;&nbsp;&nbsp; 69 | 60775 |
| &nbsp;&nbsp;&nbsp; 2.30%, 08/15/60 | &nbsp;&nbsp;&nbsp; 40 | 20787 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/01/27 | &nbsp;&nbsp;&nbsp; 95 | 93342 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 50 | 47169 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/01/29 | &nbsp;&nbsp;&nbsp; 35 | 33616 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 | &nbsp;&nbsp;&nbsp; 90 | 83349 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/22/27 | &nbsp;&nbsp;&nbsp; 32 | 31670 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 | &nbsp;&nbsp;&nbsp; 50 | 35895 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/52 | &nbsp;&nbsp;&nbsp; 80 | 61739 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 | &nbsp;&nbsp;&nbsp; 30 | 22989 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/29 | &nbsp;&nbsp;&nbsp; 100 | 100603 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/28 | &nbsp;&nbsp;&nbsp; 60 | 61171 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10570 |
| Service Corp. International/U.S. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/30 | &nbsp;&nbsp;&nbsp; 55 | 51553 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/31 | &nbsp;&nbsp;&nbsp; 55 | 52507 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/27 | &nbsp;&nbsp;&nbsp; 35 | 34943 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/01/29 | &nbsp;&nbsp;&nbsp; 50 | 50161 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/32 | &nbsp;&nbsp;&nbsp; 55 | 56237 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 15 | 15487 |
| TR Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/35 | &nbsp;&nbsp;&nbsp; 30 | 31391 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/23/43 | &nbsp;&nbsp;&nbsp; 5 | 5068 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/15/40 | &nbsp;&nbsp;&nbsp; 37 | 38983 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| Transurban Finance Co. Pty. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/16/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $62 | $56619 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/22/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 54548 |
| TriNet Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33114 |
| &nbsp;&nbsp;&nbsp; 7.13%, 08/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36233 |
| Valvoline Inc., 3.63%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 32271 |
| Verisk Analytics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/50 | &nbsp;&nbsp;&nbsp; 40 | 29315 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | &nbsp;&nbsp;&nbsp; 65 | 65012 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/36 | &nbsp;&nbsp;&nbsp; 95 | 96317 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/05/34 | &nbsp;&nbsp;&nbsp; 55 | 56688 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20461 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/45 | &nbsp;&nbsp;&nbsp; 22 | 21809 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 | &nbsp;&nbsp;&nbsp; 25 | 26600 |
| VM Consolidated Inc., 5.50%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 27 | 26958 |
| WEX Inc., 6.50%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50970 |
|  |  | 6502935 |
| **Computers — 0.3%** | **Computers — 0.3%** | **Computers — 0.3%** |
| Accenture Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/04/27 | &nbsp;&nbsp;&nbsp; 25 | 25076 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/04/29 | &nbsp;&nbsp;&nbsp; 100 | 100238 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/04/31 | &nbsp;&nbsp;&nbsp; 100 | 100272 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/04/34 | &nbsp;&nbsp;&nbsp; 80 | 79411 |
| ASGN Inc., 4.63%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39237 |
| Booz Allen Hamilton Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 88569 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 75 | 73355 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5203 |
| CACI International Inc., 6.38%, 06/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 78195 |
| CGI Inc., 2.30%, 09/14/31 | &nbsp;&nbsp;&nbsp; 50 | 44482 |
| Crane NXT Co., 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; 25 | 16418 |
| Diebold Nixdorf Inc., 7.75%, 03/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 69199 |
| DXC Technology Co., 2.38%, 09/15/28 | &nbsp;&nbsp;&nbsp; 70 | 65784 |
| Fortinet Inc., 2.20%, 03/15/31 | &nbsp;&nbsp;&nbsp; 42 | 37710 |
| Gartner Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 57687 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 61612 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49832 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/25/27 | &nbsp;&nbsp;&nbsp; 110 | 110542 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | &nbsp;&nbsp;&nbsp; 135 | 136015 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/31 | &nbsp;&nbsp;&nbsp; 115 | 116382 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 | &nbsp;&nbsp;&nbsp; 135 | 134404 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/28 | &nbsp;&nbsp;&nbsp; 35 | 35961 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/54 | &nbsp;&nbsp;&nbsp; 60 | 56094 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/35 | &nbsp;&nbsp;&nbsp; 70 | 75764 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/15/45 | &nbsp;&nbsp;&nbsp; 110 | 113724 |
| Insight Enterprises Inc., 6.63%, 05/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35843 |
| Kyndryl Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/15/31 | &nbsp;&nbsp;&nbsp; 10 | 9107 |
| &nbsp;&nbsp;&nbsp; 4.10%, 10/15/41 | &nbsp;&nbsp;&nbsp; 45 | 35767 |
| &nbsp;&nbsp;&nbsp; 6.35%, 02/20/34 | &nbsp;&nbsp;&nbsp; 30 | 31730 |
| NCR Voyix Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 54598 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 27 | 26770 |
| NetApp Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | &nbsp;&nbsp;&nbsp; 22 | 20516 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/17/35 | &nbsp;&nbsp;&nbsp; 40 | 42070 |
| Seagate Data Storage Technology Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.09%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34171 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; $15 | $14172 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41279 |
| &nbsp;&nbsp;&nbsp; 8.25%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 37180 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 37263 |
| &nbsp;&nbsp;&nbsp; 9.63%, 12/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 51 | 58068 |
| Western Digital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/01/29 | &nbsp;&nbsp;&nbsp; 10 | 9509 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/01/32 | &nbsp;&nbsp;&nbsp; 50 | 45802 |
|  |  | 2305011 |
| **Cosmetics & Personal Care — 0.1%** | **Cosmetics & Personal Care — 0.1%** | **Cosmetics & Personal Care — 0.1%** |
| &nbsp;&nbsp;&nbsp; Coty Inc./HFC Prestige Products Inc./HFC Prestige <br> International U.S. LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9879 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10317 |
| Edgewell Personal Care Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33058 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49985 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 03/15/31 | &nbsp;&nbsp;&nbsp; 35 | 31241 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/01/29 | &nbsp;&nbsp;&nbsp; 59 | 55289 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/15/30 | &nbsp;&nbsp;&nbsp; 100 | 93820 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 | &nbsp;&nbsp;&nbsp; 30 | 20183 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/15/27 | &nbsp;&nbsp;&nbsp; 78 | 77219 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/47 | &nbsp;&nbsp;&nbsp; 45 | 36611 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/28 | &nbsp;&nbsp;&nbsp; 5 | 5052 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | &nbsp;&nbsp;&nbsp; 45 | 38328 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10079 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/14/34 | &nbsp;&nbsp;&nbsp; 55 | 56189 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/53 | &nbsp;&nbsp;&nbsp; 50 | 46890 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/37 | &nbsp;&nbsp;&nbsp; 15 | 16391 |
| Perrigo Finance Unlimited Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/30 | &nbsp;&nbsp;&nbsp; 50 | 48187 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/44 | &nbsp;&nbsp;&nbsp; 20 | 15911 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/30/32 | &nbsp;&nbsp;&nbsp; 50 | 48900 |
|  |  | 703529 |
| **Distribution & Wholesale — 0.1%** | **Distribution & Wholesale — 0.1%** | **Distribution & Wholesale — 0.1%** |
| Ferguson Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/02/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 43089 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/24/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50467 |
| Gates Corp./DE, 6.88%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36457 |
| LKQ Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/28 | &nbsp;&nbsp;&nbsp; 55 | 56899 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/33 | &nbsp;&nbsp;&nbsp; 40 | 42778 |
| RB Global Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35825 |
| &nbsp;&nbsp;&nbsp; 7.75%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 57646 |
| Resideo Funding Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19189 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51233 |
|  |  | 393583 |
| **Diversified Financial Services — 2.4%** | **Diversified Financial Services — 2.4%** | **Diversified Financial Services — 2.4%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 | &nbsp;&nbsp;&nbsp; 195 | 188808 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 | &nbsp;&nbsp;&nbsp; 275 | 254990 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/29/33 | &nbsp;&nbsp;&nbsp; 150 | 136039 |
| &nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 | &nbsp;&nbsp;&nbsp; 145 | 143875 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/29/41 | &nbsp;&nbsp;&nbsp; 150 | 123623 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/23/28 | &nbsp;&nbsp;&nbsp; 150 | 149098 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 | &nbsp;&nbsp;&nbsp; 150 | 151097 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/10/29 | &nbsp;&nbsp;&nbsp; $150 | $151767 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/10/34 | &nbsp;&nbsp;&nbsp; 20 | 19991 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/19/29 | &nbsp;&nbsp;&nbsp; 140 | 143454 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/19/34 | &nbsp;&nbsp;&nbsp; 15 | 15418 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 | &nbsp;&nbsp;&nbsp; 10 | 10379 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/06/28 | &nbsp;&nbsp;&nbsp; 120 | 124351 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/30/30 | &nbsp;&nbsp;&nbsp; 25 | 26856 |
| &nbsp;&nbsp;&nbsp; 6.45%, 04/15/27 | &nbsp;&nbsp;&nbsp; 150 | 154303 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/10/55, (5-year CMT + 2.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 131149 |
| Affiliated Managers Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/15/30 | &nbsp;&nbsp;&nbsp; 65 | 62194 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/20/34 | &nbsp;&nbsp;&nbsp; 15 | 15405 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/28 | &nbsp;&nbsp;&nbsp; 55 | 51719 |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/15/27 | &nbsp;&nbsp;&nbsp; 10 | 9771 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/32 | &nbsp;&nbsp;&nbsp; 20 | 17964 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/30 | &nbsp;&nbsp;&nbsp; 80 | 74881 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/29 | &nbsp;&nbsp;&nbsp; 5 | 4777 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/28 | &nbsp;&nbsp;&nbsp; 50 | 50259 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | &nbsp;&nbsp;&nbsp; 5 | 5080 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/31 | &nbsp;&nbsp;&nbsp; 5 | 5100 |
| &nbsp;&nbsp;&nbsp; 5.85%, 12/15/27 | &nbsp;&nbsp;&nbsp; 60 | 61746 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 11/02/28 | &nbsp;&nbsp;&nbsp; 60 | 56402 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/09/27 | &nbsp;&nbsp;&nbsp; 30 | 30177 |
| &nbsp;&nbsp;&nbsp; 5.54%, 01/17/31, (1-day SOFR Index + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15317 |
| &nbsp;&nbsp;&nbsp; 5.74%, 05/15/29, (1-day SOFR Index + 1.96%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 86938 |
| &nbsp;&nbsp;&nbsp; 6.18%, 07/26/35, (1-day SOFR + 2.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36237 |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/17/40, (5-year CMT + 2.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35181 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/14/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36645 |
| &nbsp;&nbsp;&nbsp; 6.85%, 01/03/30, (1-day SOFR + 2.82%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36999 |
| &nbsp;&nbsp;&nbsp; 6.99%, 06/13/29, (1-day SOFR + 3.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 84233 |
| &nbsp;&nbsp;&nbsp; 7.10%, 11/15/27 | &nbsp;&nbsp;&nbsp; 45 | 47151 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/01/31 | &nbsp;&nbsp;&nbsp; 225 | 256300 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/04/27 | &nbsp;&nbsp;&nbsp; 155 | 152485 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 | &nbsp;&nbsp;&nbsp; 154 | 152871 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/29 | &nbsp;&nbsp;&nbsp; 140 | 140882 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/03/42 | &nbsp;&nbsp;&nbsp; 70 | 60721 |
| &nbsp;&nbsp;&nbsp; 4.42%, 08/03/33, (1-day SOFR + 1.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 114651 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/25/29, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203344 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/20/33, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10244 |
| &nbsp;&nbsp;&nbsp; 4.99%, 05/26/33, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 86949 |
| &nbsp;&nbsp;&nbsp; 5.02%, 04/25/31, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 123913 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/01/34, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 108336 |
| &nbsp;&nbsp;&nbsp; 5.09%, 01/30/31, (1-day SOFR Index + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 124012 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/16/28, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 146888 |
| &nbsp;&nbsp;&nbsp; 5.28%, 07/27/29, (1-day SOFR Index + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 175 | 180719 |
| &nbsp;&nbsp;&nbsp; 5.28%, 07/26/35, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 62234 |
| &nbsp;&nbsp;&nbsp; 5.44%, 01/30/36, (1-day SOFR Index + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 151531 |
| &nbsp;&nbsp;&nbsp; 5.53%, 04/25/30, (1-day SOFR Index + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52298 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/28/34, (1-day SOFR + 1.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21012 |
| &nbsp;&nbsp;&nbsp; 5.67%, 04/25/36, (1-day SOFR + 1.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 116830 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/05/27 | &nbsp;&nbsp;&nbsp; 10 | 10356 |
| &nbsp;&nbsp;&nbsp; 5.92%, 04/25/35, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 80422 |
| &nbsp;&nbsp;&nbsp; 6.49%, 10/30/31, (1-day SOFR + 1.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5483 |
| American Express Credit Corp., 3.30%, 05/03/27 | &nbsp;&nbsp;&nbsp; 60 | 59601 |
| Ameriprise Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/13/32 | &nbsp;&nbsp;&nbsp; 70 | 70639 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/33 | &nbsp;&nbsp;&nbsp; 55 | 57316 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/15/28 | &nbsp;&nbsp;&nbsp; 40 | 41903 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| Apollo Global Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/35 | &nbsp;&nbsp;&nbsp; $5 | $5011 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/21/54 | &nbsp;&nbsp;&nbsp; 55 | 54451 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/54, (5-year CMT + 2.17%)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39242 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/33 | &nbsp;&nbsp;&nbsp; 55 | 60715 |
| Ares Finance Co. II LLC, 3.25%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 47430 |
| Ares Finance Co. IV LLC, 3.65%, 02/01/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 17607 |
| Ares Management Corp., 5.60%, 10/11/54 | &nbsp;&nbsp;&nbsp; 60 | 56962 |
| BOC Aviation Ltd., 2.63%, 09/17/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 187221 |
| &nbsp;&nbsp;&nbsp; Bread Financial Holdings Inc., 8.38%, 06/15/35, <br> (5-year CMT + 4.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 25534 |
| &nbsp;&nbsp;&nbsp; Burford Capital Global Finance LLC, 9.25%, <br> 07/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 75 | 78000 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.36%, 07/29/32, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 104815 |
| &nbsp;&nbsp;&nbsp; 3.27%, 03/01/30, (1-day SOFR + 1.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 135873 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/11/27 | &nbsp;&nbsp;&nbsp; 90 | 89512 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/31/28 | &nbsp;&nbsp;&nbsp; 100 | 99445 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/10/28, (1-day SOFR + 2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 156661 |
| &nbsp;&nbsp;&nbsp; 5.27%, 05/10/33, (1-day SOFR + 2.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 128197 |
| &nbsp;&nbsp;&nbsp; 5.46%, 07/26/30, (1-day SOFR +1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 124490 |
| &nbsp;&nbsp;&nbsp; 5.47%, 02/01/29, (1-day SOFR + 2.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 76943 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/30, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 67649 |
| &nbsp;&nbsp;&nbsp; 5.82%, 02/01/34, (1-day SOFR + 2.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 63143 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/26/35, (1-day SOFR +1.99%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 179570 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/01/35, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42664 |
| &nbsp;&nbsp;&nbsp; 6.18%, 01/30/36, (1-day SOFR + 2.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 120663 |
| &nbsp;&nbsp;&nbsp; 6.31%, 06/08/29, (1-day SOFR + 2.64%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 141707 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/08/34, (1-day SOFR + 2.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 163121 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/29/32 | &nbsp;&nbsp;&nbsp; 60 | 66488 |
| &nbsp;&nbsp;&nbsp; 7.62%, 10/30/31, (1-day SOFR + 3.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 96165 |
| &nbsp;&nbsp;&nbsp; 7.96%, 11/02/34, (1-day SOFR Index + 3.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 76945 |
| Cboe Global Markets Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 12/15/30 | &nbsp;&nbsp;&nbsp; 20 | 17737 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/16/32 | &nbsp;&nbsp;&nbsp; 65 | 60255 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/12/27 | &nbsp;&nbsp;&nbsp; 85 | 84686 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/11/31 | &nbsp;&nbsp;&nbsp; 105 | 92262 |
| &nbsp;&nbsp;&nbsp; 1.95%, 12/01/31 | &nbsp;&nbsp;&nbsp; 90 | 78905 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 | &nbsp;&nbsp;&nbsp; 115 | 110447 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 | &nbsp;&nbsp;&nbsp; 55 | 49924 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 | &nbsp;&nbsp;&nbsp; 45 | 44181 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 | &nbsp;&nbsp;&nbsp; 60 | 57224 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 | &nbsp;&nbsp;&nbsp; 55 | 50555 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 | &nbsp;&nbsp;&nbsp; 65 | 64411 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | &nbsp;&nbsp;&nbsp; 95 | 93693 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 | &nbsp;&nbsp;&nbsp; 45 | 43845 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 45 | 44652 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | &nbsp;&nbsp;&nbsp; 50 | 50155 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 | &nbsp;&nbsp;&nbsp; 25 | 25599 |
| &nbsp;&nbsp;&nbsp; 5.64%, 05/19/29, (1-day SOFR + 2.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51947 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/19/34, (1-day SOFR + 2.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 75195 |
| &nbsp;&nbsp;&nbsp; 6.14%, 08/24/34, (1-day SOFR + 2.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 131123 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/17/29, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 106146 |
| &nbsp;&nbsp;&nbsp; CICC Hong Kong Finance 2016 MTN Ltd., 5.01%, <br> 01/18/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201872 |
| &nbsp;&nbsp;&nbsp; CMB International Leasing Management Ltd., 4.96%, <br> 06/04/27, (1-day SOFR + 0.76%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200351 |
| CME Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | &nbsp;&nbsp;&nbsp; 80 | 73213 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/28 | &nbsp;&nbsp;&nbsp; 95 | 95063 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | &nbsp;&nbsp;&nbsp; $40 | $34215 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/30 | &nbsp;&nbsp;&nbsp; 10 | 10148 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/43 | &nbsp;&nbsp;&nbsp; 65 | 66040 |
| Credit Acceptance Corp., 6.63%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49945 |
| Encore Capital Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 37270 |
| &nbsp;&nbsp;&nbsp; 9.25%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52808 |
| &nbsp;&nbsp;&nbsp; Equitable America Global Funding, 4.95%, <br> 06/09/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 102128 |
| Far East Horizon Ltd., 5.88%, 03/05/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203094 |
| Franklin Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 10/30/30 | &nbsp;&nbsp;&nbsp; 65 | 57499 |
| &nbsp;&nbsp;&nbsp; 2.95%, 08/12/51 | &nbsp;&nbsp;&nbsp; 40 | 25613 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 | &nbsp;&nbsp;&nbsp; 155 | 132620 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | &nbsp;&nbsp;&nbsp; 90 | 82533 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/40 | &nbsp;&nbsp;&nbsp; 100 | 75091 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/50 | &nbsp;&nbsp;&nbsp; 90 | 60245 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/60 | &nbsp;&nbsp;&nbsp; 115 | 70506 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | &nbsp;&nbsp;&nbsp; 69 | 68085 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/28 | &nbsp;&nbsp;&nbsp; 150 | 148641 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/21/28 | &nbsp;&nbsp;&nbsp; 35 | 34828 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 | &nbsp;&nbsp;&nbsp; 110 | 110177 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 | &nbsp;&nbsp;&nbsp; 82 | 69276 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/29 | &nbsp;&nbsp;&nbsp; 5 | 5055 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/33 | &nbsp;&nbsp;&nbsp; 130 | 131805 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/52 | &nbsp;&nbsp;&nbsp; 105 | 97545 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 | &nbsp;&nbsp;&nbsp; 75 | 70553 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/31 | &nbsp;&nbsp;&nbsp; 50 | 52418 |
| &nbsp;&nbsp;&nbsp; Janus Henderson U.S. Holdings Inc., 5.45%, <br> 09/10/34<br>| &nbsp;&nbsp;&nbsp; 25 | 25499 |
| Lazard Group LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/11/29 | &nbsp;&nbsp;&nbsp; 50 | 50144 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/19/28 | &nbsp;&nbsp;&nbsp; 15 | 15103 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | &nbsp;&nbsp;&nbsp; 25 | 26529 |
| Legg Mason Inc., 5.63%, 01/15/44 | &nbsp;&nbsp;&nbsp; 34 | 34134 |
| LPL Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 73609 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38987 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 65010 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/03/28 | &nbsp;&nbsp;&nbsp; 5 | 5071 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/30 | &nbsp;&nbsp;&nbsp; 20 | 20499 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/20/27 | &nbsp;&nbsp;&nbsp; 55 | 56040 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/35 | &nbsp;&nbsp;&nbsp; 40 | 41351 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/34 | &nbsp;&nbsp;&nbsp; 45 | 47237 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/17/28 | &nbsp;&nbsp;&nbsp; 60 | 64050 |
| LSEG U.S. Fin Corp., 5.30%, 03/28/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31239 |
| LSEGA Financing PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/06/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 234028 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/06/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 45573 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/06/41<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 27273 |
| Mirae Asset Securities Co. Ltd., 5.88%, 01/26/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203362 |
| Mitsubishi HC Capital Inc., 3.97%, 04/13/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19607 |
| &nbsp;&nbsp;&nbsp; Mitsubishi HC Finance America LLC, 5.66%, <br> 02/28/33<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 5264 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 | &nbsp;&nbsp;&nbsp; 65 | 57425 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/21/40 | &nbsp;&nbsp;&nbsp; 70 | 50253 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/28/50 | &nbsp;&nbsp;&nbsp; 55 | 38432 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/07/52 | &nbsp;&nbsp;&nbsp; 40 | 30831 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/28/28 | &nbsp;&nbsp;&nbsp; 93 | 95932 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/34 | &nbsp;&nbsp;&nbsp; $53 | $55871 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/53 | &nbsp;&nbsp;&nbsp; 10 | 10443 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/28/63 | &nbsp;&nbsp;&nbsp; 55 | 57718 |
| OneMain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/27 | &nbsp;&nbsp;&nbsp; 35 | 34538 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/28 | &nbsp;&nbsp;&nbsp; 35 | 33961 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/30 | &nbsp;&nbsp;&nbsp; 62 | 58209 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/29 | &nbsp;&nbsp;&nbsp; 55 | 54795 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/30 | &nbsp;&nbsp;&nbsp; 30 | 30496 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/28 | &nbsp;&nbsp;&nbsp; 50 | 51320 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/29 | &nbsp;&nbsp;&nbsp; 50 | 51725 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 50 | 51175 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/31 | &nbsp;&nbsp;&nbsp; 55 | 57191 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/15/32 | &nbsp;&nbsp;&nbsp; 50 | 51849 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/15/31 | &nbsp;&nbsp;&nbsp; 65 | 68262 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/15/30 | &nbsp;&nbsp;&nbsp; 65 | 68766 |
| PennyMac Financial Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24447 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30224 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 77392 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47062 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52163 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52571 |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 58670 |
| PRA Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23123 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35737 |
| &nbsp;&nbsp;&nbsp; 8.88%, 01/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36274 |
| Radian Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 | &nbsp;&nbsp;&nbsp; 87 | 87263 |
| &nbsp;&nbsp;&nbsp; 6.20%, 05/15/29 | &nbsp;&nbsp;&nbsp; 45 | 47152 |
| Raymond James Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 | &nbsp;&nbsp;&nbsp; 70 | 52489 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/30 | &nbsp;&nbsp;&nbsp; 65 | 66437 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/46 | &nbsp;&nbsp;&nbsp; 65 | 60028 |
| Rocket Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 155718 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 131127 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 72491 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 75808 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/33<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 75 | 69509 |
| Shriram Finance Ltd., 6.63%, 04/22/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203277 |
| SLM Corp., 6.50%, 01/31/30 | &nbsp;&nbsp;&nbsp; 50 | 52123 |
| Stifel Financial Corp., 4.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 30 | 29423 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 | &nbsp;&nbsp;&nbsp; 120 | 119003 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 | &nbsp;&nbsp;&nbsp; 84 | 85351 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/06/31, (1-day SOFR + 1.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10221 |
| &nbsp;&nbsp;&nbsp; 5.94%, 08/02/30, (1-day SOFR Index + 2.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 103912 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/29/36, (1-day SOFR + 2.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5138 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/02/33 | &nbsp;&nbsp;&nbsp; 50 | 53582 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/15/27 | &nbsp;&nbsp;&nbsp; 20 | 19063 |
| &nbsp;&nbsp;&nbsp; 1.10%, 02/15/31 | &nbsp;&nbsp;&nbsp; 80 | 69745 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 | &nbsp;&nbsp;&nbsp; 72 | 70307 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/50 | &nbsp;&nbsp;&nbsp; 90 | 49829 |
| &nbsp;&nbsp;&nbsp; 2.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 112 | 103791 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/40 | &nbsp;&nbsp;&nbsp; 70 | 54365 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/27 | &nbsp;&nbsp;&nbsp; 75 | 73842 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 | &nbsp;&nbsp;&nbsp; 55 | 43611 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/14/35 | &nbsp;&nbsp;&nbsp; $70 | $68236 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 | &nbsp;&nbsp;&nbsp; 225 | 199260 |
| Voya Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/23/48, (3-mo. SOFR US + 2.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9452 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/46 | &nbsp;&nbsp;&nbsp; 35 | 31494 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/15/43 | &nbsp;&nbsp;&nbsp; 10 | 10102 |
| Western Union Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/15/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 30 | 27127 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/17/36<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42006 |
|  |  | 16527863 |
| **Electric — 0.4%** | **Electric — 0.4%** | **Electric — 0.4%** |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 | &nbsp;&nbsp;&nbsp; 60 | 41304 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/47 | &nbsp;&nbsp;&nbsp; 50 | 37418 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/28 | &nbsp;&nbsp;&nbsp; 10 | 9949 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | &nbsp;&nbsp;&nbsp; 45 | 45297 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/33 | &nbsp;&nbsp;&nbsp; 45 | 46615 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 | &nbsp;&nbsp;&nbsp; 50 | 51982 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/34 | &nbsp;&nbsp;&nbsp; 20 | 20956 |
| &nbsp;&nbsp;&nbsp; Series H, 3.45%, 01/15/50 | &nbsp;&nbsp;&nbsp; 15 | 10431 |
| &nbsp;&nbsp;&nbsp; Series I, 2.10%, 07/01/30 | &nbsp;&nbsp;&nbsp; 5 | 4561 |
| American Transmission Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 58686 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/44<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 42613 |
| Atlantic City Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4540 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | &nbsp;&nbsp;&nbsp; 60 | 60115 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/01/42 | &nbsp;&nbsp;&nbsp; 55 | 44364 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | &nbsp;&nbsp;&nbsp; 50 | 40456 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 | &nbsp;&nbsp;&nbsp; 44 | 39184 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 | &nbsp;&nbsp;&nbsp; 50 | 51217 |
| &nbsp;&nbsp;&nbsp; 5.20%, 10/01/28 | &nbsp;&nbsp;&nbsp; 25 | 25820 |
| &nbsp;&nbsp;&nbsp; Series AA, 3.00%, 02/01/27 | &nbsp;&nbsp;&nbsp; 10 | 9905 |
| &nbsp;&nbsp;&nbsp; Series AD, 2.90%, 07/01/50 | &nbsp;&nbsp;&nbsp; 15 | 9924 |
| &nbsp;&nbsp;&nbsp; Series AE, 2.35%, 04/01/31 | &nbsp;&nbsp;&nbsp; 55 | 49889 |
| &nbsp;&nbsp;&nbsp; Series AF, 3.35%, 04/01/51 | &nbsp;&nbsp;&nbsp; 70 | 50206 |
| &nbsp;&nbsp;&nbsp; Series AG, 3.00%, 03/01/32 | &nbsp;&nbsp;&nbsp; 30 | 27692 |
| &nbsp;&nbsp;&nbsp; Series ai., 4.45%, 10/01/32 | &nbsp;&nbsp;&nbsp; 50 | 49966 |
| &nbsp;&nbsp;&nbsp; Series AJ, 4.85%, 10/01/52 | &nbsp;&nbsp;&nbsp; 5 | 4612 |
| &nbsp;&nbsp;&nbsp; Series K2, 6.95%, 03/15/33 | &nbsp;&nbsp;&nbsp; 15 | 17115 |
| Cleveland Electric Illuminating Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 54291 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35001 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | &nbsp;&nbsp;&nbsp; 45 | 30004 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 | &nbsp;&nbsp;&nbsp; 130 | 101397 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | &nbsp;&nbsp;&nbsp; 5 | 3972 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/42 | &nbsp;&nbsp;&nbsp; 5 | 4104 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 105 | 85224 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | &nbsp;&nbsp;&nbsp; 10 | 8630 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/43 | &nbsp;&nbsp;&nbsp; 100 | 90723 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/53 | &nbsp;&nbsp;&nbsp; 45 | 43518 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | &nbsp;&nbsp;&nbsp; 30 | 30483 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/36 | &nbsp;&nbsp;&nbsp; 70 | 76194 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/01/55 | &nbsp;&nbsp;&nbsp; 15 | 15913 |
| &nbsp;&nbsp;&nbsp; 6.45%, 01/15/38 | &nbsp;&nbsp;&nbsp; 40 | 45143 |
| &nbsp;&nbsp;&nbsp; Series 122, 2.95%, 08/15/27 | &nbsp;&nbsp;&nbsp; 20 | 19707 |
| &nbsp;&nbsp;&nbsp; Series 123, 3.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 40 | 31157 |
| &nbsp;&nbsp;&nbsp; Series 130, 3.13%, 03/15/51 | &nbsp;&nbsp;&nbsp; 55 | 37343 |
| &nbsp;&nbsp;&nbsp; Series 133, 3.85%, 03/15/52 | &nbsp;&nbsp;&nbsp; 30 | 23110 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; Duke Energy Florida Project Finance LLC, Series <br> 2035, 3.11%, 09/01/38<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; $25 | $21861 |
| FirstEnergy Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.87%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38682 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/49<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 30355 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 70 | 70506 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/44<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4886 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/14/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 16 | 15128 |
| &nbsp;&nbsp;&nbsp; 3.35%, 11/15/27 | &nbsp;&nbsp;&nbsp; 65 | 64074 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/22/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 80989 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/01/43 | &nbsp;&nbsp;&nbsp; 20 | 19404 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5184 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/09/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31447 |
| Jersey Central Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 36076 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25417 |
| &nbsp;&nbsp;&nbsp; Mid-Atlantic Interstate Transmission LLC, 4.10%, <br> 05/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 60 | 60020 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 | &nbsp;&nbsp;&nbsp; 40 | 31211 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/48 | &nbsp;&nbsp;&nbsp; 55 | 43762 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/34 | &nbsp;&nbsp;&nbsp; 5 | 5236 |
| &nbsp;&nbsp;&nbsp; Series P, 2.60%, 04/01/30 | &nbsp;&nbsp;&nbsp; 45 | 42028 |
| &nbsp;&nbsp;&nbsp; Series Q, 1.63%, 01/15/31 | &nbsp;&nbsp;&nbsp; 40 | 35039 |
| &nbsp;&nbsp;&nbsp; Series R, 2.90%, 10/01/51 | &nbsp;&nbsp;&nbsp; 10 | 6266 |
| &nbsp;&nbsp;&nbsp; PG&E Recovery Funding LLC, Series A-2, 5.23%, <br> 06/01/42<br>| &nbsp;&nbsp;&nbsp; 90 | 92866 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 | &nbsp;&nbsp;&nbsp; 117 | 100394 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/34 | &nbsp;&nbsp;&nbsp; 15 | 15530 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/54 | &nbsp;&nbsp;&nbsp; 5 | 4946 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/37 | &nbsp;&nbsp;&nbsp; 5 | 5669 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/49 | &nbsp;&nbsp;&nbsp; 55 | 37285 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/47 | &nbsp;&nbsp;&nbsp; 45 | 36748 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/44 | &nbsp;&nbsp;&nbsp; 35 | 29777 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | &nbsp;&nbsp;&nbsp; 45 | 37598 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/33 | &nbsp;&nbsp;&nbsp; 60 | 61921 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/53 | &nbsp;&nbsp;&nbsp; 55 | 53809 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/55 | &nbsp;&nbsp;&nbsp; 5 | 5059 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/39 | &nbsp;&nbsp;&nbsp; 30 | 33423 |
| Toledo Edison Co. (The), 6.15%, 05/15/37 | &nbsp;&nbsp;&nbsp; 15 | 16505 |
| &nbsp;&nbsp;&nbsp; Trans-Allegheny Interstate Line Co., 5.00%, <br> 01/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 5150 |
|  |  | 2794982 |
| **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** |
| ABB Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/03/28 | &nbsp;&nbsp;&nbsp; 60 | 60338 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/08/42 | &nbsp;&nbsp;&nbsp; 15 | 13618 |
| Acuity Brands Lighting Inc., 2.15%, 12/15/30 | &nbsp;&nbsp;&nbsp; 50 | 45273 |
| Energizer Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 53 | 50561 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 44497 |
| EnerSys |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29791 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20772 |
| WESCO Distribution Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 67204 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47154 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 67 | 70297 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electrical Components & Equipment (continued)** | **Electrical Components & Equipment (continued)** | **Electrical Components & Equipment (continued)** |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $90 | $91349 |
|  |  | 540854 |
| **Electronics — 0.2%** | **Electronics — 0.2%** | **Electronics — 0.2%** |
| Allegion PLC, 3.50%, 10/01/29 | &nbsp;&nbsp;&nbsp; 37 | 35965 |
| Allegion U.S. Holding Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 10/01/27 | &nbsp;&nbsp;&nbsp; 40 | 39593 |
| &nbsp;&nbsp;&nbsp; 5.41%, 07/01/32 | &nbsp;&nbsp;&nbsp; 45 | 47091 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/29/34 | &nbsp;&nbsp;&nbsp; 55 | 57953 |
| Arrow Electronics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/12/28 | &nbsp;&nbsp;&nbsp; 30 | 29750 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/10/34 | &nbsp;&nbsp;&nbsp; 15 | 15676 |
| Atkore Inc., 4.25%, 06/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28901 |
| Avnet Inc., 3.00%, 05/15/31 | &nbsp;&nbsp;&nbsp; 45 | 40850 |
| Coherent Corp., 5.00%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 69441 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/29 | &nbsp;&nbsp;&nbsp; 56 | 56817 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/12/30 | &nbsp;&nbsp;&nbsp; 50 | 50776 |
| Fortive Corp., 4.30%, 06/15/46 | &nbsp;&nbsp;&nbsp; 47 | 39628 |
| Hubbell Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/31 | &nbsp;&nbsp;&nbsp; 22 | 20060 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | &nbsp;&nbsp;&nbsp; 45 | 44352 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 37 | 36673 |
| Jabil Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 50 | 46468 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/30 | &nbsp;&nbsp;&nbsp; 55 | 53103 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/12/28 | &nbsp;&nbsp;&nbsp; 72 | 71774 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/01/29 | &nbsp;&nbsp;&nbsp; 10 | 10280 |
| Keysight Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/29 | &nbsp;&nbsp;&nbsp; 57 | 54496 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/06/27 | &nbsp;&nbsp;&nbsp; 60 | 60248 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/30/30 | &nbsp;&nbsp;&nbsp; 45 | 46918 |
| Sensata Technologies BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 68308 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45598 |
| Sensata Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 46882 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29204 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41836 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/09/31 | &nbsp;&nbsp;&nbsp; 10 | 9003 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/12/34 | &nbsp;&nbsp;&nbsp; 45 | 47800 |
| Trimble Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/28 | &nbsp;&nbsp;&nbsp; 82 | 83245 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/33 | &nbsp;&nbsp;&nbsp; 65 | 70124 |
| TTM Technologies Inc., 4.00%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34046 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/04/32 | &nbsp;&nbsp;&nbsp; 25 | 22530 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/27 | &nbsp;&nbsp;&nbsp; 75 | 74192 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/01/37 | &nbsp;&nbsp;&nbsp; 45 | 53400 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/01/28 | &nbsp;&nbsp;&nbsp; 40 | 38212 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/31 | &nbsp;&nbsp;&nbsp; 68 | 62224 |
|  |  | 1683417 |
| **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** |
| Arcosa Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29375 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42078 |
| Dycom Industries Inc., 4.50%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34590 |
| &nbsp;&nbsp;&nbsp; Great Lakes Dredge & Dock Corp., 5.25%, <br> 06/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 24371 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Engineering & Construction (continued)** | **Engineering & Construction (continued)** | **Engineering & Construction (continued)** |
| &nbsp;&nbsp;&nbsp; INNOVATE Corp., 10.50%, 02/01/27, (10.50% <br> PIK)<sup>(b)(f)</sup><br>| &nbsp;&nbsp;&nbsp; $4 | $3692 |
| Jacobs Engineering Group Inc., 6.35%, 08/18/28 | &nbsp;&nbsp;&nbsp; 70 | 73874 |
| TopBuild Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24161 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33341 |
| Tutor Perini Corp., 11.88%, 04/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 33309 |
| Vinci SA, 3.75%, 04/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9861 |
|  |  | 308652 |
| **Entertainment — 0.1%** | **Entertainment — 0.1%** | **Entertainment — 0.1%** |
| Cinemark USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 54878 |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36525 |
| Live Nation Entertainment Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34280 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 79 | 78857 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 80869 |
| &nbsp;&nbsp;&nbsp; SeaWorld Parks & Entertainment Inc., 5.25%, <br> 08/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 55 | 53159 |
| Six Flags Entertainment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39719 |
| &nbsp;&nbsp;&nbsp; 7.25%, 05/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33350 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp./Canada's Wonderland <br> Co./Magnum Management Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/29 | &nbsp;&nbsp;&nbsp; 35 | 32454 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/27 | &nbsp;&nbsp;&nbsp; 40 | 39701 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/28 | &nbsp;&nbsp;&nbsp; 20 | 19436 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp./Six Flags Theme <br> Parks Inc./Canada's Wonderland Co., 6.63%, <br> 05/01/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 62 | 61922 |
| Vail Resorts Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50768 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41563 |
|  |  | 657481 |
| **Environmental Control — 0.3%** | **Environmental Control — 0.3%** | **Environmental Control — 0.3%** |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 02/15/31 | &nbsp;&nbsp;&nbsp; 75 | 65596 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/32 | &nbsp;&nbsp;&nbsp; 97 | 83981 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | &nbsp;&nbsp;&nbsp; 89 | 82858 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/33 | &nbsp;&nbsp;&nbsp; 40 | 35124 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | &nbsp;&nbsp;&nbsp; 35 | 24196 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/15/27 | &nbsp;&nbsp;&nbsp; 78 | 77364 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/28 | &nbsp;&nbsp;&nbsp; 38 | 38074 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/29 | &nbsp;&nbsp;&nbsp; 65 | 66751 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | &nbsp;&nbsp;&nbsp; 5 | 5195 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/34 | &nbsp;&nbsp;&nbsp; 95 | 98219 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/41 | &nbsp;&nbsp;&nbsp; 25 | 26249 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/40 | &nbsp;&nbsp;&nbsp; 20 | 22302 |
| Veralto Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/18/28 | &nbsp;&nbsp;&nbsp; 20 | 20651 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/18/33 | &nbsp;&nbsp;&nbsp; 45 | 47251 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; 105 | 98877 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/15/31 | &nbsp;&nbsp;&nbsp; 62 | 54270 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/29 | &nbsp;&nbsp;&nbsp; 55 | 51532 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/50 | &nbsp;&nbsp;&nbsp; 37 | 22579 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/15/27 | &nbsp;&nbsp;&nbsp; 84 | 82917 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/45 | &nbsp;&nbsp;&nbsp; 50 | 42678 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | &nbsp;&nbsp;&nbsp; 70 | 69679 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 | &nbsp;&nbsp;&nbsp; 60 | 50361 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Environmental Control (continued)** | **Environmental Control (continued)** | **Environmental Control (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; $5 | $5070 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | &nbsp;&nbsp;&nbsp; 115 | 117614 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/32 | &nbsp;&nbsp;&nbsp; 30 | 30831 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/29 | &nbsp;&nbsp;&nbsp; 90 | 92513 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/34 | &nbsp;&nbsp;&nbsp; 105 | 108223 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/27 | &nbsp;&nbsp;&nbsp; 60 | 60998 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/31 | &nbsp;&nbsp;&nbsp; 5 | 5192 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 | &nbsp;&nbsp;&nbsp; 125 | 128124 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/15/54 | &nbsp;&nbsp;&nbsp; 100 | 99360 |
|  |  | 1814629 |
| **Food — 0.9%** | **Food — 0.9%** | **Food — 0.9%** |
| B&G Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/27<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39187 |
| &nbsp;&nbsp;&nbsp; 8.00%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 64536 |
| Bimbo Bakeries USA Inc., 6.40%, 01/15/34<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 218751 |
| Campbell's Company/The |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/24/30 | &nbsp;&nbsp;&nbsp; 55 | 50729 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/24/50 | &nbsp;&nbsp;&nbsp; 30 | 20079 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; 75 | 75160 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/48 | &nbsp;&nbsp;&nbsp; 70 | 62362 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/21/29 | &nbsp;&nbsp;&nbsp; 50 | 51476 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/34 | &nbsp;&nbsp;&nbsp; 75 | 77182 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/01/27 | &nbsp;&nbsp;&nbsp; 90 | 85344 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 | &nbsp;&nbsp;&nbsp; 106 | 107377 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 | &nbsp;&nbsp;&nbsp; 48 | 46384 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/01/48 | &nbsp;&nbsp;&nbsp; 60 | 55011 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/35 | &nbsp;&nbsp;&nbsp; 55 | 56605 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/01/28 | &nbsp;&nbsp;&nbsp; 10 | 10680 |
| &nbsp;&nbsp;&nbsp; 8.25%, 09/15/30 | &nbsp;&nbsp;&nbsp; 45 | 51910 |
| Flowers Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/31 | &nbsp;&nbsp;&nbsp; 50 | 44471 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5046 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/14/31 | &nbsp;&nbsp;&nbsp; 60 | 53403 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 80 | 75823 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/51 | &nbsp;&nbsp;&nbsp; 35 | 23080 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/10/27 | &nbsp;&nbsp;&nbsp; 75 | 74277 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/43 | &nbsp;&nbsp;&nbsp; 25 | 21182 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/17/28 | &nbsp;&nbsp;&nbsp; 116 | 116336 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/30/27 | &nbsp;&nbsp;&nbsp; 30 | 30224 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/30/30 | &nbsp;&nbsp;&nbsp; 5 | 5125 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/29/33 | &nbsp;&nbsp;&nbsp; 70 | 71302 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5138 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/40 | &nbsp;&nbsp;&nbsp; 37 | 37686 |
| Grupo Bimbo SAB de CV, 4.00%, 09/06/49<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 155061 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/01/30 | &nbsp;&nbsp;&nbsp; 100 | 90154 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | &nbsp;&nbsp;&nbsp; 100 | 94594 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | &nbsp;&nbsp;&nbsp; 100 | 103447 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/03/28 | &nbsp;&nbsp;&nbsp; 70 | 66324 |
| &nbsp;&nbsp;&nbsp; 1.80%, 06/11/30 | &nbsp;&nbsp;&nbsp; 90 | 81487 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/03/51 | &nbsp;&nbsp;&nbsp; 75 | 50661 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/27 | &nbsp;&nbsp;&nbsp; 50 | 50546 |
| Ingredion Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/01/30 | &nbsp;&nbsp;&nbsp; 70 | 65891 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/50 | &nbsp;&nbsp;&nbsp; 25 | 18977 |
| J M Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/15/32 | &nbsp;&nbsp;&nbsp; 40 | 34609 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/30 | &nbsp;&nbsp;&nbsp; 25 | 23252 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/27 | &nbsp;&nbsp;&nbsp; $55 | $54364 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 55 | 52184 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 | &nbsp;&nbsp;&nbsp; 55 | 46638 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/28 | &nbsp;&nbsp;&nbsp; 45 | 47220 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/33 | &nbsp;&nbsp;&nbsp; 80 | 87061 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/43 | &nbsp;&nbsp;&nbsp; 10 | 10878 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/53<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 80 | 88159 |
| Kellanova |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/27 | &nbsp;&nbsp;&nbsp; 40 | 39610 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | &nbsp;&nbsp;&nbsp; 70 | 70516 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/16/54 | &nbsp;&nbsp;&nbsp; 10 | 10109 |
| &nbsp;&nbsp;&nbsp; Series B, 7.45%, 04/01/31 | &nbsp;&nbsp;&nbsp; 50 | 57581 |
| Lamb Weston Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 53384 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/31/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 47 | 44945 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50082 |
| Nestle Capital Corp., 4.88%, 03/12/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10384 |
| Nestle Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 238214 |
| &nbsp;&nbsp;&nbsp; 1.15%, 01/14/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29137 |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 211914 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 131861 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/14/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 133642 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/14/41<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 7214 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/14/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 15984 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/24/38<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 136641 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/24/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 165629 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25173 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 156785 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151272 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9139 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 153818 |
| Post Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 70906 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 87630 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 85269 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 67176 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45786 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50722 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/14/51 | &nbsp;&nbsp;&nbsp; 60 | 40402 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; 70 | 69162 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/48 | &nbsp;&nbsp;&nbsp; 5 | 4306 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 80 | 69684 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/23/35 | &nbsp;&nbsp;&nbsp; 80 | 83315 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/17/29 | &nbsp;&nbsp;&nbsp; 95 | 99528 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 10 | 10616 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/40 | &nbsp;&nbsp;&nbsp; 50 | 56216 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/50 | &nbsp;&nbsp;&nbsp; 105 | 116777 |
| TreeHouse Foods Inc., 4.00%, 09/01/28 | &nbsp;&nbsp;&nbsp; 37 | 36900 |
| U.S. Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24633 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 54728 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50905 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 46565 |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36883 |
| United Natural Foods Inc., 6.75%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35067 |
|  |  | 6003583 |
| **Food Service — 0.0%** | **Food Service — 0.0%** | **Food Service — 0.0%** |
| Aramark Services Inc., 5.00%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 80074 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food Service (continued)** | **Food Service (continued)** | **Food Service (continued)** |
| Sodexo Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.72%, 04/16/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $40 | $36415 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205518 |
|  |  | 322007 |
| **Forest Products & Paper — 0.1%** | **Forest Products & Paper — 0.1%** | **Forest Products & Paper — 0.1%** |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 08/15/48 | &nbsp;&nbsp;&nbsp; 14 | 11492 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/47 | &nbsp;&nbsp;&nbsp; 49 | 40966 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 | &nbsp;&nbsp;&nbsp; 53 | 47670 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/35 | &nbsp;&nbsp;&nbsp; 35 | 35152 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/46 | &nbsp;&nbsp;&nbsp; 40 | 37258 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/41 | &nbsp;&nbsp;&nbsp; 50 | 51946 |
| Inversiones CMPC SA, 6.13%, 06/23/33<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206115 |
| Magnera Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 31771 |
| &nbsp;&nbsp;&nbsp; 7.25%, 11/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 42940 |
|  |  | 505310 |
| **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** |
| Kennametal Inc., 4.63%, 06/15/28 | &nbsp;&nbsp;&nbsp; 10 | 10051 |
| Snap-on Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/01/50 | &nbsp;&nbsp;&nbsp; 40 | 27831 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 | &nbsp;&nbsp;&nbsp; 22 | 21800 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/48 | &nbsp;&nbsp;&nbsp; 25 | 20993 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/30 | &nbsp;&nbsp;&nbsp; 60 | 54774 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/50 | &nbsp;&nbsp;&nbsp; 55 | 33010 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/32 | &nbsp;&nbsp;&nbsp; 45 | 40697 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/28 | &nbsp;&nbsp;&nbsp; 20 | 20028 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/48 | &nbsp;&nbsp;&nbsp; 35 | 30878 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/01/40 | &nbsp;&nbsp;&nbsp; 21 | 20716 |
|  |  | 280778 |
| **Health Care - Products — 0.4%** | **Health Care - Products — 0.4%** | **Health Care - Products — 0.4%** |
| Agilent Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/04/30 | &nbsp;&nbsp;&nbsp; 35 | 31982 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/12/31 | &nbsp;&nbsp;&nbsp; 80 | 72445 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/29 | &nbsp;&nbsp;&nbsp; 50 | 47565 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/09/27 | &nbsp;&nbsp;&nbsp; 40 | 40120 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/09/34 | &nbsp;&nbsp;&nbsp; 45 | 45156 |
| Alcon Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 55825 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/23/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 71814 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/23/49<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 58087 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/06/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5266 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/06/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15466 |
| Avantor Funding Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 52481 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 104012 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/50 | &nbsp;&nbsp;&nbsp; 85 | 53042 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 | &nbsp;&nbsp;&nbsp; 60 | 38627 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | &nbsp;&nbsp;&nbsp; 40 | 35612 |
| Dentsply Sirona Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 45 | 41564 |
| &nbsp;&nbsp;&nbsp; 8.38%, 09/12/55, (5-year CMT + 4.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 47537 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/15/29 | &nbsp;&nbsp;&nbsp; 90 | 85380 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 | &nbsp;&nbsp;&nbsp; 65 | 53886 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 | &nbsp;&nbsp;&nbsp; 87 | 64487 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Products (continued)** | **Health Care - Products (continued)** | **Health Care - Products (continued)** |
| Embecta Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; $32 | $30458 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14831 |
| GE HealthCare Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/29 | &nbsp;&nbsp;&nbsp; 80 | 81863 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/27 | &nbsp;&nbsp;&nbsp; 115 | 118336 |
| &nbsp;&nbsp;&nbsp; 5.86%, 03/15/30 | &nbsp;&nbsp;&nbsp; 100 | 106007 |
| &nbsp;&nbsp;&nbsp; 5.91%, 11/22/32 | &nbsp;&nbsp;&nbsp; 125 | 135019 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/22/52 | &nbsp;&nbsp;&nbsp; 85 | 94219 |
| Hologic Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 64356 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30003 |
| Neogen Food Safety Corp., 8.63%, 07/20/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26633 |
| Revvity Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/28 | &nbsp;&nbsp;&nbsp; 30 | 28208 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/15/31 | &nbsp;&nbsp;&nbsp; 50 | 44131 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 32 | 28958 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/29 | &nbsp;&nbsp;&nbsp; 53 | 51147 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/51 | &nbsp;&nbsp;&nbsp; 43 | 30941 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/15/30 | &nbsp;&nbsp;&nbsp; 140 | 127369 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 | &nbsp;&nbsp;&nbsp; 10 | 8639 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/29 | &nbsp;&nbsp;&nbsp; 100 | 100862 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/34 | &nbsp;&nbsp;&nbsp; 145 | 145262 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/46 | &nbsp;&nbsp;&nbsp; 55 | 49804 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/10/28 | &nbsp;&nbsp;&nbsp; 100 | 101564 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 | &nbsp;&nbsp;&nbsp; 150 | 155782 |
| Teleflex Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34535 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/27 | &nbsp;&nbsp;&nbsp; 40 | 39797 |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/24/31 | &nbsp;&nbsp;&nbsp; 30 | 27113 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/45 | &nbsp;&nbsp;&nbsp; 30 | 26371 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 | &nbsp;&nbsp;&nbsp; 50 | 51315 |
|  |  | 2773877 |
| **Health Care - Services — 1.3%** | **Health Care - Services — 1.3%** | **Health Care - Services — 1.3%** |
| Acadia Healthcare Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34003 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34656 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/33<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51163 |
| AHP Health Partners Inc., 5.75%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19648 |
| Charles River Laboratories International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33824 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 42603 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39593 |
| Concentra Health Services Inc., 6.88%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52498 |
| DaVita Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 101 | 93698 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 169843 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 78084 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 72891 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 100 | 92052 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 115 | 105160 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/29 | &nbsp;&nbsp;&nbsp; 95 | 90652 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/50 | &nbsp;&nbsp;&nbsp; 65 | 43193 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 | &nbsp;&nbsp;&nbsp; 75 | 54157 |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 | &nbsp;&nbsp;&nbsp; 131 | 130099 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 | &nbsp;&nbsp;&nbsp; 50 | 37067 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 | &nbsp;&nbsp;&nbsp; 140 | 140100 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/32 | &nbsp;&nbsp;&nbsp; 20 | 19516 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 | &nbsp;&nbsp;&nbsp; $105 | $88114 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/48 | &nbsp;&nbsp;&nbsp; 75 | 64497 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/15/52 | &nbsp;&nbsp;&nbsp; 25 | 21013 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/42 | &nbsp;&nbsp;&nbsp; 55 | 49754 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/43 | &nbsp;&nbsp;&nbsp; 65 | 58720 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/44 | &nbsp;&nbsp;&nbsp; 55 | 48965 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/33 | &nbsp;&nbsp;&nbsp; 100 | 100784 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/31 | &nbsp;&nbsp;&nbsp; 15 | 15373 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/44 | &nbsp;&nbsp;&nbsp; 20 | 19028 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/53 | &nbsp;&nbsp;&nbsp; 95 | 86833 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; 40 | 41253 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/35 | &nbsp;&nbsp;&nbsp; 140 | 143460 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/34 | &nbsp;&nbsp;&nbsp; 80 | 82988 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 65 | 68584 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | &nbsp;&nbsp;&nbsp; 80 | 78647 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/55 | &nbsp;&nbsp;&nbsp; 110 | 108841 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | &nbsp;&nbsp;&nbsp; 70 | 69443 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/52 | &nbsp;&nbsp;&nbsp; 65 | 67796 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/37 | &nbsp;&nbsp;&nbsp; 20 | 21957 |
| Encompass Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/28 | &nbsp;&nbsp;&nbsp; 57 | 56922 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/01/31 | &nbsp;&nbsp;&nbsp; 25 | 24658 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/30 | &nbsp;&nbsp;&nbsp; 55 | 54863 |
| Fortrea Holdings Inc., 7.50%, 07/01/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40280 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | &nbsp;&nbsp;&nbsp; 85 | 76205 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/15/27 | &nbsp;&nbsp;&nbsp; 60 | 59244 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 70 | 68289 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 135 | 130105 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/51 | &nbsp;&nbsp;&nbsp; 100 | 69667 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 | &nbsp;&nbsp;&nbsp; 120 | 113810 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 | &nbsp;&nbsp;&nbsp; 145 | 144747 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 | &nbsp;&nbsp;&nbsp; 40 | 34699 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/27 | &nbsp;&nbsp;&nbsp; 93 | 93217 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/52 | &nbsp;&nbsp;&nbsp; 140 | 116826 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/28 | &nbsp;&nbsp;&nbsp; 130 | 132520 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 | &nbsp;&nbsp;&nbsp; 90 | 88050 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/28 | &nbsp;&nbsp;&nbsp; 50 | 51256 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/49 | &nbsp;&nbsp;&nbsp; 130 | 119850 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/31 | &nbsp;&nbsp;&nbsp; 130 | 136082 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/34 | &nbsp;&nbsp;&nbsp; 95 | 98689 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/32 | &nbsp;&nbsp;&nbsp; 30 | 31447 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/33 | &nbsp;&nbsp;&nbsp; 80 | 83934 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 95 | 91382 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/34 | &nbsp;&nbsp;&nbsp; 105 | 109982 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/28 | &nbsp;&nbsp;&nbsp; 105 | 108423 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/35 | &nbsp;&nbsp;&nbsp; 65 | 68623 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 | &nbsp;&nbsp;&nbsp; 70 | 72954 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/53 | &nbsp;&nbsp;&nbsp; 70 | 69780 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/54 | &nbsp;&nbsp;&nbsp; 75 | 75485 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54 | &nbsp;&nbsp;&nbsp; 95 | 96406 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/64 | &nbsp;&nbsp;&nbsp; 45 | 45644 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/55 | &nbsp;&nbsp;&nbsp; 95 | 98985 |
| HealthEquity Inc., 4.50%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39311 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 02/03/27 | &nbsp;&nbsp;&nbsp; 70 | 67767 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/03/32 | &nbsp;&nbsp;&nbsp; 25 | 21692 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/29 | &nbsp;&nbsp;&nbsp; 60 | 57626 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/29 | &nbsp;&nbsp;&nbsp; 55 | 53961 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/27 | &nbsp;&nbsp;&nbsp; 33 | 32910 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/49 | &nbsp;&nbsp;&nbsp; 40 | 30170 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/42 | &nbsp;&nbsp;&nbsp; $37 | $32253 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/47 | &nbsp;&nbsp;&nbsp; 20 | 17204 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/30 | &nbsp;&nbsp;&nbsp; 52 | 52723 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/44 | &nbsp;&nbsp;&nbsp; 60 | 53499 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/31 | &nbsp;&nbsp;&nbsp; 130 | 134488 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | &nbsp;&nbsp;&nbsp; 60 | 55510 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/01/35 | &nbsp;&nbsp;&nbsp; 40 | 41065 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/28 | &nbsp;&nbsp;&nbsp; 15 | 15502 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | &nbsp;&nbsp;&nbsp; 70 | 66976 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/33 | &nbsp;&nbsp;&nbsp; 30 | 31666 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/34 | &nbsp;&nbsp;&nbsp; 60 | 63342 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | &nbsp;&nbsp;&nbsp; 10 | 9932 |
| IQVIA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 60007 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 95 | 100177 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 156991 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 62501 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 | &nbsp;&nbsp;&nbsp; 100 | 95285 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/32 | &nbsp;&nbsp;&nbsp; 100 | 100323 |
| LifePoint Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 58461 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 80647 |
| &nbsp;&nbsp;&nbsp; 10.00%, 06/01/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52926 |
| Molina Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 41642 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 45054 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 73041 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50118 |
| Option Care Health Inc., 4.38%, 10/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34365 |
| Pediatrix Medical Group Inc., 5.38%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25153 |
| Roche Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.93%, 12/13/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 325 | 307360 |
| &nbsp;&nbsp;&nbsp; 2.08%, 12/13/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 252917 |
| &nbsp;&nbsp;&nbsp; 2.61%, 12/13/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 237227 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/17/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199474 |
| &nbsp;&nbsp;&nbsp; 4.59%, 09/09/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201289 |
| &nbsp;&nbsp;&nbsp; 5.34%, 11/13/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5197 |
| Select Medical Corp., 6.25%, 12/01/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 37 | 36724 |
| Surgery Center Holdings Inc., 7.25%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 56470 |
|  |  | 8544520 |
| **Holding Companies - Diversified — 0.1%** | **Holding Companies - Diversified — 0.1%** | **Holding Companies - Diversified — 0.1%** |
| Clue Opco LLC, 9.50%, 10/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51877 |
| Compass Group Diversified Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 26 | 22967 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 72 | 67097 |
| &nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital Inc., 6.38%, <br> 07/01/34<br>| &nbsp;&nbsp;&nbsp; 90 | 91978 |
| HAT Holdings I LLC/HAT Holdings II LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 32326 |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 98607 |
|  |  | 364852 |
| **Home Builders — 0.2%** | **Home Builders — 0.2%** | **Home Builders — 0.2%** |
| Beazer Homes USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/27 | &nbsp;&nbsp;&nbsp; 20 | 20009 |
| &nbsp;&nbsp;&nbsp; 7.25%, 10/15/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20454 |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20327 |
| Century Communities Inc., 3.88%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33300 |
| DR Horton Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 10/15/27 | &nbsp;&nbsp;&nbsp; 30 | 28666 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Home Builders (continued)** | **Home Builders (continued)** | **Home Builders (continued)** |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; $25 | $25638 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 | &nbsp;&nbsp;&nbsp; 20 | 20377 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 | &nbsp;&nbsp;&nbsp; 100 | 104634 |
| Installed Building Products Inc., 5.75%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20009 |
| K Hovnanian Enterprises Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5156 |
| &nbsp;&nbsp;&nbsp; 8.38%, 10/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5151 |
| KB Home |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/31 | &nbsp;&nbsp;&nbsp; 25 | 23642 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | &nbsp;&nbsp;&nbsp; 20 | 19971 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/15/27 | &nbsp;&nbsp;&nbsp; 20 | 20413 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/15/30 | &nbsp;&nbsp;&nbsp; 25 | 25858 |
| LGI Homes Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18277 |
| &nbsp;&nbsp;&nbsp; 7.00%, 11/15/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29538 |
| &nbsp;&nbsp;&nbsp; 8.75%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31217 |
| M/I Homes Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/15/30 | &nbsp;&nbsp;&nbsp; 20 | 19203 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/28 | &nbsp;&nbsp;&nbsp; 30 | 29858 |
| Meritage Homes Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34333 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/06/27 | &nbsp;&nbsp;&nbsp; 25 | 25151 |
| NVR Inc., 3.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 94 | 89464 |
| PulteGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/27 | &nbsp;&nbsp;&nbsp; 45 | 45341 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/35 | &nbsp;&nbsp;&nbsp; 36 | 38945 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/33 | &nbsp;&nbsp;&nbsp; 45 | 49477 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 46875 |
| Sekisui House U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 45 | 40148 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/30 | &nbsp;&nbsp;&nbsp; 30 | 29014 |
| &nbsp;&nbsp;&nbsp; 3.97%, 08/06/61<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 13710 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/43 | &nbsp;&nbsp;&nbsp; 15 | 14068 |
| Taylor Morrison Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30145 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35760 |
| Thor Industries Inc., 4.00%, 10/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33518 |
| Toll Brothers Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/29 | &nbsp;&nbsp;&nbsp; 5 | 4907 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/28 | &nbsp;&nbsp;&nbsp; 10 | 10042 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 | &nbsp;&nbsp;&nbsp; 5 | 5029 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10340 |
| Tri Pointe Homes Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/27 | &nbsp;&nbsp;&nbsp; 25 | 25135 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/28 | &nbsp;&nbsp;&nbsp; 25 | 25258 |
| Winnebago Industries Inc., 6.25%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12 | 12027 |
|  |  | 1140385 |
| **Home Furnishings — 0.1%** | **Home Furnishings — 0.1%** | **Home Furnishings — 0.1%** |
| Leggett & Platt Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; 15 | 14710 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/51 | &nbsp;&nbsp;&nbsp; 40 | 25983 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 37 | 36379 |
| Somnigroup International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 51569 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 54 | 52668 |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/31 | &nbsp;&nbsp;&nbsp; 50 | 42252 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/46 | &nbsp;&nbsp;&nbsp; 40 | 30834 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/50<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 34 | 25988 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/14/32 | &nbsp;&nbsp;&nbsp; 45 | 41702 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/26/29 | &nbsp;&nbsp;&nbsp; 30 | 29840 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Home Furnishings (continued)** | **Home Furnishings (continued)** | **Home Furnishings (continued)** |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/33 | &nbsp;&nbsp;&nbsp; $20 | $19120 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19251 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/30 | &nbsp;&nbsp;&nbsp; 25 | 25323 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/33 | &nbsp;&nbsp;&nbsp; 25 | 24838 |
|  |  | 440457 |
| **Household Products & Wares — 0.1%** | **Household Products & Wares — 0.1%** | **Household Products & Wares — 0.1%** |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/32 | &nbsp;&nbsp;&nbsp; 60 | 52626 |
| &nbsp;&nbsp;&nbsp; 2.65%, 04/30/30 | &nbsp;&nbsp;&nbsp; 23 | 21527 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/06/28 | &nbsp;&nbsp;&nbsp; 45 | 45935 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 | &nbsp;&nbsp;&nbsp; 25 | 26529 |
| Church & Dwight Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 12/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13386 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/27 | &nbsp;&nbsp;&nbsp; 85 | 84022 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | &nbsp;&nbsp;&nbsp; 70 | 56638 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | &nbsp;&nbsp;&nbsp; 15 | 13931 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/32 | &nbsp;&nbsp;&nbsp; 15 | 16012 |
| Clorox Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 95 | 85765 |
| &nbsp;&nbsp;&nbsp; 3.10%, 10/01/27 | &nbsp;&nbsp;&nbsp; 45 | 44355 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/28 | &nbsp;&nbsp;&nbsp; 55 | 54980 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/32 | &nbsp;&nbsp;&nbsp; 20 | 20240 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/26/30 | &nbsp;&nbsp;&nbsp; 55 | 53007 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/30/46 | &nbsp;&nbsp;&nbsp; 45 | 32807 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/01/28 | &nbsp;&nbsp;&nbsp; 30 | 30153 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/16/33 | &nbsp;&nbsp;&nbsp; 150 | 152646 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/41 | &nbsp;&nbsp;&nbsp; 10 | 10148 |
|  |  | 814707 |
| **Housewares — 0.0%** | **Housewares — 0.0%** | **Housewares — 0.0%** |
| Newell Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/15/27 | &nbsp;&nbsp;&nbsp; 35 | 35091 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 48011 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/15/29 | &nbsp;&nbsp;&nbsp; 35 | 34429 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23581 |
| &nbsp;&nbsp;&nbsp; 7.38%, 04/01/36 | &nbsp;&nbsp;&nbsp; 30 | 27831 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 45 | 37049 |
| &nbsp;&nbsp;&nbsp; 8.50%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 67799 |
|  |  | 273791 |
| **Insurance — 2.1%** | **Insurance — 2.1%** | **Insurance — 2.1%** |
| ACE Capital Trust II, Series N, 9.70%, 04/01/30 | &nbsp;&nbsp;&nbsp; 50 | 60120 |
| Aegon Funding Co. LLC, 5.50%, 04/16/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20325 |
| Aflac Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/30 | &nbsp;&nbsp;&nbsp; 128 | 125982 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/46 | &nbsp;&nbsp;&nbsp; 25 | 20369 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 | &nbsp;&nbsp;&nbsp; 70 | 62698 |
| AIA Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/16/40<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 159867 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/09/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197842 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/04/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10348 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/05/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208899 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/30/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29476 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/25/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 66956 |
| &nbsp;&nbsp;&nbsp; Allianz SE, 6.35%, 09/06/53, (5-year CMT + <br> 3.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 214952 |
| American Financial Group Inc., 5.00%, 09/23/35 | &nbsp;&nbsp;&nbsp; 50 | 49093 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/30/50 | &nbsp;&nbsp;&nbsp; 80 | 67543 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/16/44 | &nbsp;&nbsp;&nbsp; 25 | 22259 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/48 | &nbsp;&nbsp;&nbsp; 75 | 67328 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/10/45 | &nbsp;&nbsp;&nbsp; $30 | $27506 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/07/30 | &nbsp;&nbsp;&nbsp; 110 | 112785 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/27/33 | &nbsp;&nbsp;&nbsp; 50 | 51706 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/07/35 | &nbsp;&nbsp;&nbsp; 115 | 120471 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 35 | 33010 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/02/29 | &nbsp;&nbsp;&nbsp; 90 | 88893 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 | &nbsp;&nbsp;&nbsp; 50 | 50653 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/23/31 | &nbsp;&nbsp;&nbsp; 70 | 61871 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/02/31 | &nbsp;&nbsp;&nbsp; 5 | 4523 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/28/27 | &nbsp;&nbsp;&nbsp; 90 | 88422 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/23/51 | &nbsp;&nbsp;&nbsp; 10 | 6310 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/28/52 | &nbsp;&nbsp;&nbsp; 115 | 87235 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/12/32 | &nbsp;&nbsp;&nbsp; 45 | 46293 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/28/33 | &nbsp;&nbsp;&nbsp; 80 | 83589 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/14/44 | &nbsp;&nbsp;&nbsp; 75 | 66421 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/45 | &nbsp;&nbsp;&nbsp; 45 | 40442 |
| Aon North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/01/27 | &nbsp;&nbsp;&nbsp; 35 | 35428 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/29 | &nbsp;&nbsp;&nbsp; 95 | 97954 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/34 | &nbsp;&nbsp;&nbsp; 130 | 135958 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/54 | &nbsp;&nbsp;&nbsp; 110 | 111301 |
| Arch Capital Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.01%, 12/15/26 | &nbsp;&nbsp;&nbsp; 35 | 34985 |
| &nbsp;&nbsp;&nbsp; 5.03%, 12/15/46 | &nbsp;&nbsp;&nbsp; 29 | 27552 |
| Arch Capital Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.64%, 06/30/50 | &nbsp;&nbsp;&nbsp; 45 | 34037 |
| &nbsp;&nbsp;&nbsp; 7.35%, 05/01/34 | &nbsp;&nbsp;&nbsp; 20 | 23443 |
| Arch Capital Group U.S. Inc., 5.14%, 11/01/43 | &nbsp;&nbsp;&nbsp; 50 | 48306 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/09/31 | &nbsp;&nbsp;&nbsp; 25 | 22325 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/09/52 | &nbsp;&nbsp;&nbsp; 15 | 9622 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 | &nbsp;&nbsp;&nbsp; 75 | 53246 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 | &nbsp;&nbsp;&nbsp; 85 | 85825 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/32 | &nbsp;&nbsp;&nbsp; 10 | 10230 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | &nbsp;&nbsp;&nbsp; 130 | 132039 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/34 | &nbsp;&nbsp;&nbsp; 50 | 52058 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/02/33 | &nbsp;&nbsp;&nbsp; 60 | 62712 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/55 | &nbsp;&nbsp;&nbsp; 120 | 116570 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/53 | &nbsp;&nbsp;&nbsp; 20 | 19890 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/54 | &nbsp;&nbsp;&nbsp; 25 | 24876 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/34 | &nbsp;&nbsp;&nbsp; 10 | 11081 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/54 | &nbsp;&nbsp;&nbsp; 45 | 50373 |
| Assurant Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | &nbsp;&nbsp;&nbsp; 25 | 22153 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/22/30 | &nbsp;&nbsp;&nbsp; 25 | 24348 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | &nbsp;&nbsp;&nbsp; 35 | 35442 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/27/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30911 |
| &nbsp;&nbsp;&nbsp; Assured Guaranty Municipal Holdings Inc., 6.40%, <br> 12/15/66, (3-mo. SOFR US + 2.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 4669 |
| Assured Guaranty U.S. Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/15/31 | &nbsp;&nbsp;&nbsp; 85 | 80210 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/51 | &nbsp;&nbsp;&nbsp; 5 | 3598 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/28 | &nbsp;&nbsp;&nbsp; 55 | 57809 |
| AXA SA, 6.38%, (1-day SOFR Index + 2.25%)<sup>(a)(b)(e)</sup> | &nbsp;&nbsp;&nbsp; 30 | 34277 |
| Axis Specialty Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/15/29 | &nbsp;&nbsp;&nbsp; 10 | 9873 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/40, (5-year CMT + 3.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9645 |
| Axis Specialty Finance PLC, 4.00%, 12/06/27 | &nbsp;&nbsp;&nbsp; 55 | 54773 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin <br> Insurance Group Holdings Finance, 7.13%, <br> 05/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $50 | $51838 |
| Brown & Brown Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 25 | 22391 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/17/32 | &nbsp;&nbsp;&nbsp; 40 | 38699 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 10 | 10039 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/23/28 | &nbsp;&nbsp;&nbsp; 65 | 65649 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/23/30 | &nbsp;&nbsp;&nbsp; 90 | 91229 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/17/52 | &nbsp;&nbsp;&nbsp; 65 | 57001 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/23/32 | &nbsp;&nbsp;&nbsp; 65 | 66591 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/23/35 | &nbsp;&nbsp;&nbsp; 30 | 30845 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/23/55 | &nbsp;&nbsp;&nbsp; 55 | 57654 |
| Chubb Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/11/37 | &nbsp;&nbsp;&nbsp; 40 | 43834 |
| &nbsp;&nbsp;&nbsp; Series 1, 6.50%, 05/15/38 | &nbsp;&nbsp;&nbsp; 35 | 39782 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/15/30 | &nbsp;&nbsp;&nbsp; 100 | 88147 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/51 | &nbsp;&nbsp;&nbsp; 45 | 29392 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/15/61 | &nbsp;&nbsp;&nbsp; 50 | 31418 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/13/43 | &nbsp;&nbsp;&nbsp; 35 | 30633 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 | &nbsp;&nbsp;&nbsp; 70 | 62053 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/29 | &nbsp;&nbsp;&nbsp; 40 | 40916 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | &nbsp;&nbsp;&nbsp; 215 | 221158 |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/36 | &nbsp;&nbsp;&nbsp; 35 | 40457 |
| CNO Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/29 | &nbsp;&nbsp;&nbsp; 45 | 45839 |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/15/34 | &nbsp;&nbsp;&nbsp; 60 | 63618 |
| &nbsp;&nbsp;&nbsp; Dai-Ichi Life Insurance Co. Ltd. (The), 6.20%, (5-year <br> CMT + 2.51%)<sup>(a)(b)(e)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10449 |
| Empower Finance 2020 LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.36%, 09/17/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 42960 |
| &nbsp;&nbsp;&nbsp; 1.78%, 03/17/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 40277 |
| &nbsp;&nbsp;&nbsp; 3.08%, 09/17/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 16511 |
| &nbsp;&nbsp;&nbsp; Equitable Financial Life Global Funding, 4.88%, <br> 11/19/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 101634 |
| Equitable Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/20/28 | &nbsp;&nbsp;&nbsp; 134 | 134555 |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/11/33 | &nbsp;&nbsp;&nbsp; 120 | 125682 |
| Everest Reinsurance Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 | &nbsp;&nbsp;&nbsp; 35 | 22414 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/50 | &nbsp;&nbsp;&nbsp; 40 | 28218 |
| First American Financial Corp., 5.45%, 09/30/34 | &nbsp;&nbsp;&nbsp; 45 | 45579 |
| Five Corners Funding Trust II, 2.85%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14140 |
| Globe Life Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15112 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/34 | &nbsp;&nbsp;&nbsp; 35 | 36781 |
| Great-West Lifeco Finance 2018 LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/17/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 54924 |
| &nbsp;&nbsp;&nbsp; 4.58%, 05/17/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 30864 |
| &nbsp;&nbsp;&nbsp; Great-West Lifeco Finance Delaware LP, 4.15%, <br> 06/03/47<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 70 | 57728 |
| &nbsp;&nbsp;&nbsp; Hanover Insurance Group Inc. (The), 2.50%, <br> 09/01/30<br>| &nbsp;&nbsp;&nbsp; 45 | 40974 |
| Hartford Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/15/51 | &nbsp;&nbsp;&nbsp; 30 | 19611 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 | &nbsp;&nbsp;&nbsp; 41 | 31023 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/43 | &nbsp;&nbsp;&nbsp; 35 | 30648 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/48 | &nbsp;&nbsp;&nbsp; 10 | 8654 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/36 | &nbsp;&nbsp;&nbsp; 15 | 16371 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/01/41 | &nbsp;&nbsp;&nbsp; 40 | 43335 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Jackson Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/23/31 | &nbsp;&nbsp;&nbsp; $95 | $86508 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/23/51 | &nbsp;&nbsp;&nbsp; 45 | 31849 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/15/30 | &nbsp;&nbsp;&nbsp; 65 | 62019 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/31 | &nbsp;&nbsp;&nbsp; 60 | 56885 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/01/32 | &nbsp;&nbsp;&nbsp; 10 | 9294 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/12/26 | &nbsp;&nbsp;&nbsp; 45 | 44794 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 | &nbsp;&nbsp;&nbsp; 26 | 25831 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/48 | &nbsp;&nbsp;&nbsp; 15 | 12123 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/34 | &nbsp;&nbsp;&nbsp; 45 | 47333 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/09/37 | &nbsp;&nbsp;&nbsp; 5 | 5388 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/40 | &nbsp;&nbsp;&nbsp; 55 | 62345 |
| Markel Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/17/29 | &nbsp;&nbsp;&nbsp; 10 | 9655 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/07/52 | &nbsp;&nbsp;&nbsp; 75 | 51777 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/01/47 | &nbsp;&nbsp;&nbsp; 60 | 49283 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 | &nbsp;&nbsp;&nbsp; 55 | 49480 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/16/54 | &nbsp;&nbsp;&nbsp; 5 | 5139 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 | &nbsp;&nbsp;&nbsp; 101 | 92256 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/15/31 | &nbsp;&nbsp;&nbsp; 25 | 22433 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 | &nbsp;&nbsp;&nbsp; 80 | 67072 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 | &nbsp;&nbsp;&nbsp; 50 | 43057 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 95 | 96100 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 | &nbsp;&nbsp;&nbsp; 50 | 50586 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | &nbsp;&nbsp;&nbsp; 100 | 102042 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/39 | &nbsp;&nbsp;&nbsp; 30 | 29200 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/31 | &nbsp;&nbsp;&nbsp; 85 | 87265 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 | &nbsp;&nbsp;&nbsp; 97 | 88962 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | &nbsp;&nbsp;&nbsp; 140 | 142476 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10362 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/44 | &nbsp;&nbsp;&nbsp; 15 | 14852 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/55 | &nbsp;&nbsp;&nbsp; 120 | 117378 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/54 | &nbsp;&nbsp;&nbsp; 30 | 29491 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/53 | &nbsp;&nbsp;&nbsp; 60 | 61340 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/32 | &nbsp;&nbsp;&nbsp; 25 | 26903 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/01/33 | &nbsp;&nbsp;&nbsp; 85 | 92531 |
| Metropolitan Life Global Funding I |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 01/07/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 87924 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/11/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 146637 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/11/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 35554 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 109424 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 167214 |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/18/26<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 109470 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/25/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20124 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/08/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 153232 |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/06/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25539 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/28/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 160613 |
| MGIC Investment Corp., 5.25%, 08/15/28 | &nbsp;&nbsp;&nbsp; 65 | 64999 |
| NMI Holdings Inc., 6.00%, 08/15/29 | &nbsp;&nbsp;&nbsp; 5 | 5190 |
| Old Republic International Corp., 5.75%, 03/28/34 | &nbsp;&nbsp;&nbsp; 30 | 31398 |
| Pine Street Trust II, 5.57%, 02/15/49<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 94957 |
| Pricoa Global Funding I, 4.75%, 08/26/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151260 |
| Primerica Inc., 2.80%, 11/19/31 | &nbsp;&nbsp;&nbsp; 45 | 40834 |
| Principal Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/15/30 | &nbsp;&nbsp;&nbsp; 75 | 68216 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/29 | &nbsp;&nbsp;&nbsp; 65 | 63964 |
| &nbsp;&nbsp;&nbsp; 4.11%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14955 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/46 | &nbsp;&nbsp;&nbsp; 40 | 34239 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/43 | &nbsp;&nbsp;&nbsp; 32 | 27997 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/15/42 | &nbsp;&nbsp;&nbsp; $25 | $22891 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/33 | &nbsp;&nbsp;&nbsp; 75 | 78000 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | &nbsp;&nbsp;&nbsp; 30 | 29882 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/15/36 | &nbsp;&nbsp;&nbsp; 56 | 61247 |
| Principal Life Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 57251 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/19/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13157 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/16/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 36 | 33928 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 95783 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25338 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/16/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45476 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/27 | &nbsp;&nbsp;&nbsp; 30 | 29536 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/26/30 | &nbsp;&nbsp;&nbsp; 65 | 62788 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/26/45 | &nbsp;&nbsp;&nbsp; 40 | 32071 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 5 | 3847 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/26/50 | &nbsp;&nbsp;&nbsp; 40 | 32135 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 72 | 72187 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/47 | &nbsp;&nbsp;&nbsp; 67 | 56555 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; 45 | 38163 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/25/44 | &nbsp;&nbsp;&nbsp; 40 | 35506 |
| &nbsp;&nbsp;&nbsp; 6.25%, 12/01/32 | &nbsp;&nbsp;&nbsp; 83 | 92538 |
| Protective Life Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 67655 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75295 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/10/30 | &nbsp;&nbsp;&nbsp; 99 | 91951 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 | &nbsp;&nbsp;&nbsp; 55 | 43206 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/50, (5-year CMT + 3.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 46497 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 | &nbsp;&nbsp;&nbsp; 95 | 71921 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/27/28 | &nbsp;&nbsp;&nbsp; 60 | 59979 |
| &nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 | &nbsp;&nbsp;&nbsp; 75 | 60054 |
| &nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 | &nbsp;&nbsp;&nbsp; 107 | 84528 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 | &nbsp;&nbsp;&nbsp; 75 | 63315 |
| &nbsp;&nbsp;&nbsp; 4.42%, 03/27/48 | &nbsp;&nbsp;&nbsp; 70 | 60175 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/44 | &nbsp;&nbsp;&nbsp; 70 | 62865 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/01/52, (5-year CMT + 3.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 74327 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/14/35 | &nbsp;&nbsp;&nbsp; 130 | 133868 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/14/36 | &nbsp;&nbsp;&nbsp; 67 | 71662 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/48, (3-mo. SOFR US + 2.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75769 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/33 | &nbsp;&nbsp;&nbsp; 28 | 30316 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/52, (5-year CMT + 3.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 82842 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/54, (5-year CMT + 2.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 68423 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/01/37 | &nbsp;&nbsp;&nbsp; 30 | 34373 |
| Prudential Funding Asia PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/14/30 | &nbsp;&nbsp;&nbsp; 85 | 81571 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/24/32 | &nbsp;&nbsp;&nbsp; 65 | 61899 |
| Reinsurance Group of America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/15/30 | &nbsp;&nbsp;&nbsp; 47 | 44572 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/29 | &nbsp;&nbsp;&nbsp; 53 | 52458 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/34 | &nbsp;&nbsp;&nbsp; 35 | 36544 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/33 | &nbsp;&nbsp;&nbsp; 65 | 69568 |
| &nbsp;&nbsp;&nbsp; Reliance Standard Life Global Funding II, 2.75%, <br> 01/21/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 39223 |
| RenaissanceRe Finance Inc., 3.45%, 07/01/27 | &nbsp;&nbsp;&nbsp; 50 | 49397 |
| RenaissanceRe Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/05/33 | &nbsp;&nbsp;&nbsp; 85 | 89307 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/35 | &nbsp;&nbsp;&nbsp; 100 | 105037 |
| Ryan Specialty LLC, 5.88%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 107312 |
| Selective Insurance Group Inc., 5.38%, 03/01/49 | &nbsp;&nbsp;&nbsp; 15 | 13930 |
| Stewart Information Services Corp., 3.60%, 11/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13430 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; Swiss Re Finance Luxembourg SA, 5.00%, 04/02/49, <br> (5-year CMT + 3.58%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $190 | $191489 |
| Swiss Re Treasury U.S. Corp., 4.25%, 12/06/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 21826 |
| Travelers Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/27/50 | &nbsp;&nbsp;&nbsp; 40 | 24697 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/08/51 | &nbsp;&nbsp;&nbsp; 20 | 13488 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 39 | 31064 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 | &nbsp;&nbsp;&nbsp; 60 | 49437 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/07/48 | &nbsp;&nbsp;&nbsp; 35 | 28813 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 | &nbsp;&nbsp;&nbsp; 52 | 42894 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/25/45 | &nbsp;&nbsp;&nbsp; 40 | 34718 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/01/43 | &nbsp;&nbsp;&nbsp; 40 | 36415 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/24/35 | &nbsp;&nbsp;&nbsp; 30 | 30702 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/40 | &nbsp;&nbsp;&nbsp; 55 | 56460 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/25/53 | &nbsp;&nbsp;&nbsp; 55 | 55149 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/37 | &nbsp;&nbsp;&nbsp; 70 | 78427 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/20/36 | &nbsp;&nbsp;&nbsp; 35 | 40609 |
| Travelers Property Casualty Corp., 6.38%, 03/15/33 | &nbsp;&nbsp;&nbsp; 45 | 50934 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/15/41<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 12309 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/51 | &nbsp;&nbsp;&nbsp; 70 | 53695 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 | &nbsp;&nbsp;&nbsp; 25 | 24843 |
| W R Berkley Corp., 4.00%, 05/12/50 | &nbsp;&nbsp;&nbsp; 60 | 46931 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 93 | 88575 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 | &nbsp;&nbsp;&nbsp; 54 | 40984 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 62 | 62486 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/15/27 | &nbsp;&nbsp;&nbsp; 80 | 80561 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/48 | &nbsp;&nbsp;&nbsp; 10 | 9156 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/33 | &nbsp;&nbsp;&nbsp; 65 | 67524 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/05/54 | &nbsp;&nbsp;&nbsp; 55 | 55721 |
| XL Group Ltd., 5.25%, 12/15/43 | &nbsp;&nbsp;&nbsp; 30 | 28692 |
| &nbsp;&nbsp;&nbsp; Zurich Finance Ireland Designated Activity Co., <br> 3.00%, 04/19/51, (5-year CMT + 2.77%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 181024 |
|  |  | 14098253 |
| **Internet — 0.4%** | **Internet — 0.4%** | **Internet — 0.4%** |
| AppLovin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/01/29 | &nbsp;&nbsp;&nbsp; 80 | 81881 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/34 | &nbsp;&nbsp;&nbsp; 150 | 155167 |
| Booking Holdings Inc., 3.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 85 | 84316 |
| Cars.com Inc., 6.38%, 11/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30085 |
| &nbsp;&nbsp;&nbsp; Cogent Communications Group LLC/Cogent <br> Finance Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 45542 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19801 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29679 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/10/31 | &nbsp;&nbsp;&nbsp; 65 | 59539 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/11/30 | &nbsp;&nbsp;&nbsp; 75 | 70523 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/05/27 | &nbsp;&nbsp;&nbsp; 52 | 51652 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/10/51 | &nbsp;&nbsp;&nbsp; 75 | 55860 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/42 | &nbsp;&nbsp;&nbsp; 55 | 45868 |
| Gen Digital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 77237 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/30/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61077 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51701 |
| Go Daddy Operating Co. LLC/GD Finance Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 52732 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40014 |
| Meituan, 3.05%, 10/28/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 187142 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Internet (continued)** | **Internet (continued)** | **Internet (continued)** |
| Prosus NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.26%, 01/19/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $200 | $197002 |
| &nbsp;&nbsp;&nbsp; 3.68%, 01/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 191744 |
| &nbsp;&nbsp;&nbsp; 4.99%, 01/19/52<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 161529 |
| Rakuten Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, (5-year CMT + 4.96%)<sup>(a)(b)(e)</sup> | &nbsp;&nbsp;&nbsp; 65 | 61774 |
| &nbsp;&nbsp;&nbsp; 8.13%, (5-year CMT + 4.25%)<sup>(a)(b)(e)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41057 |
| &nbsp;&nbsp;&nbsp; 9.75%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 155168 |
| &nbsp;&nbsp;&nbsp; 11.25%, 02/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 128664 |
| VeriSign Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/15/31 | &nbsp;&nbsp;&nbsp; 80 | 72681 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/27 | &nbsp;&nbsp;&nbsp; 40 | 39985 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/32 | &nbsp;&nbsp;&nbsp; 5 | 5141 |
| Wayfair LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 10/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 57265 |
| &nbsp;&nbsp;&nbsp; 7.75%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 57 | 60746 |
| Ziff Davis Inc., 4.63%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33228 |
| ZipRecruiter Inc., 5.00%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 32454 |
|  |  | 2438254 |
| **Iron & Steel — 0.2%** | **Iron & Steel — 0.2%** | **Iron & Steel — 0.2%** |
| Cleveland-Cliffs Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24421 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 27 | 25596 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/40 | &nbsp;&nbsp;&nbsp; 15 | 13035 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51019 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61798 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 107705 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 67113 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 82 | 86001 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25972 |
| Commercial Metals Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/31 | &nbsp;&nbsp;&nbsp; 20 | 18926 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/30 | &nbsp;&nbsp;&nbsp; 20 | 19338 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/32 | &nbsp;&nbsp;&nbsp; 20 | 19151 |
| Gerdau Trade Inc., 5.75%, 06/09/35 | &nbsp;&nbsp;&nbsp; 80 | 82766 |
| GUSAP III LP, 4.25%, 01/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201617 |
| Reliance Inc., 2.15%, 08/15/30 | &nbsp;&nbsp;&nbsp; 70 | 63476 |
| Steel Dynamics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/15/27 | &nbsp;&nbsp;&nbsp; 60 | 57404 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 25 | 23801 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/50 | &nbsp;&nbsp;&nbsp; 20 | 13880 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 | &nbsp;&nbsp;&nbsp; 50 | 48354 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/26 | &nbsp;&nbsp;&nbsp; 65 | 65052 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 5 | 5137 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/34 | &nbsp;&nbsp;&nbsp; 80 | 83320 |
|  |  | 1164882 |
| **Leisure Time — 0.2%** | **Leisure Time — 0.2%** | **Leisure Time — 0.2%** |
| Brunswick Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/18/31 | &nbsp;&nbsp;&nbsp; 50 | 43875 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/15/32 | &nbsp;&nbsp;&nbsp; 25 | 23894 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/52 | &nbsp;&nbsp;&nbsp; 30 | 24255 |
| Brunswick Corp/DE, 5.85%, 03/18/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30978 |
| &nbsp;&nbsp;&nbsp; Harley-Davidson Financial Services Inc., 3.05%, <br> 02/14/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 24667 |
| Harley-Davidson Inc., 4.63%, 07/28/45 | &nbsp;&nbsp;&nbsp; 33 | 27164 |
| Life Time Inc., 6.00%, 11/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35710 |
| NCL Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/01/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35371 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 116830 |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 74260 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Leisure Time (continued)** | **Leisure Time (continued)** | **Leisure Time (continued)** |
| NCL Finance Ltd., 6.13%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $40 | $40892 |
| Patrick Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24821 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35898 |
| Polaris Inc., 6.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 35 | 37210 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/28 | &nbsp;&nbsp;&nbsp; 45 | 44396 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 85667 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 91609 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 66358 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154463 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 98232 |
| Sabre GLBL Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 06/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 43 | 43764 |
| &nbsp;&nbsp;&nbsp; 10.75%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 44031 |
| &nbsp;&nbsp;&nbsp; 11.13%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 64849 |
|  |  | 1269194 |
| **Lodging — 0.1%** | **Lodging — 0.1%** | **Lodging — 0.1%** |
| Choice Hotels International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/15/31 | &nbsp;&nbsp;&nbsp; 50 | 47305 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/01/34 | &nbsp;&nbsp;&nbsp; 70 | 71926 |
| Hilton Domestic Operating Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 74339 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 53428 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 96 | 91739 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/15/30 | &nbsp;&nbsp;&nbsp; 45 | 45118 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35112 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51242 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40955 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 67 | 69081 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31107 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Borrower Escrow LLC/Hilton <br> Grand Vacations Borrower Esc<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 37061 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 52952 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61020 |
| &nbsp;&nbsp;&nbsp; Hilton Worldwide Finance LLC/Hilton Worldwide <br> Finance Corp., 4.88%, 04/01/27<br>| &nbsp;&nbsp;&nbsp; 35 | 35015 |
| Marriott Ownership Resorts Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28509 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34312 |
| Travel & Leisure Co., 4.63%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19497 |
| Travel + Leisure Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 43909 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/27 | &nbsp;&nbsp;&nbsp; 35 | 35489 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15241 |
|  |  | 974357 |
| **Machinery — 0.5%** | **Machinery — 0.5%** | **Machinery — 0.5%** |
| AGCO Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/21/27 | &nbsp;&nbsp;&nbsp; 55 | 55718 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/21/34 | &nbsp;&nbsp;&nbsp; 70 | 73135 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/10/28 | &nbsp;&nbsp;&nbsp; 15 | 15128 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/12/29 | &nbsp;&nbsp;&nbsp; 20 | 20726 |
| CNH Industrial NV, 3.85%, 11/15/27 | &nbsp;&nbsp;&nbsp; 84 | 83786 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/07/49 | &nbsp;&nbsp;&nbsp; 45 | 30722 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 76 | 73413 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 | &nbsp;&nbsp;&nbsp; 55 | 43820 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/09/42 | &nbsp;&nbsp;&nbsp; 85 | 74094 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/16/29 | &nbsp;&nbsp;&nbsp; $85 | $89690 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/16/35 | &nbsp;&nbsp;&nbsp; 5 | 5313 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/19/55 | &nbsp;&nbsp;&nbsp; 5 | 5278 |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/03/31 | &nbsp;&nbsp;&nbsp; 25 | 28431 |
| Eaton Capital ULC, 4.45%, 05/09/30 | &nbsp;&nbsp;&nbsp; 10 | 10117 |
| IDEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/15/31 | &nbsp;&nbsp;&nbsp; 55 | 50368 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/30 | &nbsp;&nbsp;&nbsp; 69 | 65421 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 01/15/31 | &nbsp;&nbsp;&nbsp; 37 | 32684 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/06/28 | &nbsp;&nbsp;&nbsp; 22 | 20903 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/09/27 | &nbsp;&nbsp;&nbsp; 105 | 102319 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/17/31 | &nbsp;&nbsp;&nbsp; 57 | 51144 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/09/30 | &nbsp;&nbsp;&nbsp; 76 | 71872 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/08/27 | &nbsp;&nbsp;&nbsp; 85 | 83596 |
| &nbsp;&nbsp;&nbsp; 2.80%, 07/18/29 | &nbsp;&nbsp;&nbsp; 80 | 76970 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/06/28 | &nbsp;&nbsp;&nbsp; 48 | 47363 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/18/29 | &nbsp;&nbsp;&nbsp; 50 | 49146 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/07/29 | &nbsp;&nbsp;&nbsp; 92 | 90900 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/07/32 | &nbsp;&nbsp;&nbsp; 60 | 59032 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/27 | &nbsp;&nbsp;&nbsp; 90 | 90604 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/27 | &nbsp;&nbsp;&nbsp; 55 | 55363 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/15/32 | &nbsp;&nbsp;&nbsp; 60 | 60464 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/31 | &nbsp;&nbsp;&nbsp; 15 | 15186 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/29 | &nbsp;&nbsp;&nbsp; 60 | 61044 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/20/28 | &nbsp;&nbsp;&nbsp; 115 | 117286 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/11/29 | &nbsp;&nbsp;&nbsp; 5 | 5187 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/11/27 | &nbsp;&nbsp;&nbsp; 45 | 45780 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/28 | &nbsp;&nbsp;&nbsp; 120 | 122847 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/07/31 | &nbsp;&nbsp;&nbsp; 10 | 10352 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/14/28 | &nbsp;&nbsp;&nbsp; 100 | 102747 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/11/34 | &nbsp;&nbsp;&nbsp; 145 | 151103 |
| &nbsp;&nbsp;&nbsp; Series 1, 5.05%, 06/12/34 | &nbsp;&nbsp;&nbsp; 35 | 36377 |
| &nbsp;&nbsp;&nbsp; Series I, 4.55%, 06/05/30 | &nbsp;&nbsp;&nbsp; 55 | 56035 |
| Mueller Water Products Inc., 4.00%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 26 | 25312 |
| Nordson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/28 | &nbsp;&nbsp;&nbsp; 10 | 10349 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/33 | &nbsp;&nbsp;&nbsp; 45 | 48155 |
| nVent Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/31 | &nbsp;&nbsp;&nbsp; 40 | 36196 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/33 | &nbsp;&nbsp;&nbsp; 35 | 36669 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.29%, 04/05/27 | &nbsp;&nbsp;&nbsp; 75 | 73357 |
| &nbsp;&nbsp;&nbsp; 2.57%, 02/15/30 | &nbsp;&nbsp;&nbsp; 115 | 107705 |
| &nbsp;&nbsp;&nbsp; 3.11%, 02/15/40 | &nbsp;&nbsp;&nbsp; 75 | 59143 |
| &nbsp;&nbsp;&nbsp; 3.36%, 02/15/50 | &nbsp;&nbsp;&nbsp; 65 | 46647 |
| Regal Rexnord Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/28 | &nbsp;&nbsp;&nbsp; 75 | 77615 |
| &nbsp;&nbsp;&nbsp; 6.30%, 02/15/30 | &nbsp;&nbsp;&nbsp; 65 | 69069 |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/15/33 | &nbsp;&nbsp;&nbsp; 105 | 113257 |
| Terex Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 44751 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51102 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/15/28 | &nbsp;&nbsp;&nbsp; 95 | 96159 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/29/30 | &nbsp;&nbsp;&nbsp; 15 | 15377 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/29/35 | &nbsp;&nbsp;&nbsp; 15 | 15724 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/11/34 | &nbsp;&nbsp;&nbsp; 80 | 84881 |
| Xylem Inc./New York |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/30/28 | &nbsp;&nbsp;&nbsp; 55 | 52821 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/30/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 45511 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/46 | &nbsp;&nbsp;&nbsp; $22 | $18975 |
|  |  | 3470239 |
| **Manufacturing — 0.2%** | **Manufacturing — 0.2%** | **Manufacturing — 0.2%** |
| Avient Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51058 |
| &nbsp;&nbsp;&nbsp; 7.13%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51619 |
| Axon Enterprise Inc., 6.25%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 104057 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | &nbsp;&nbsp;&nbsp; 105 | 103773 |
| &nbsp;&nbsp;&nbsp; 3.92%, 09/15/47 | &nbsp;&nbsp;&nbsp; 25 | 20515 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/02/32 | &nbsp;&nbsp;&nbsp; 60 | 59204 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/33 | &nbsp;&nbsp;&nbsp; 100 | 98997 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/02/42 | &nbsp;&nbsp;&nbsp; 75 | 66170 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/23/52 | &nbsp;&nbsp;&nbsp; 60 | 54575 |
| Entegris Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28676 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39641 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 119829 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61465 |
| Hillenbrand Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24978 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/15/29 | &nbsp;&nbsp;&nbsp; 41 | 42037 |
| Illinois Tool Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/01/42 | &nbsp;&nbsp;&nbsp; 63 | 53916 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/41 | &nbsp;&nbsp;&nbsp; 72 | 70529 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 | &nbsp;&nbsp;&nbsp; 35 | 34731 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 | &nbsp;&nbsp;&nbsp; 96 | 93678 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/49 | &nbsp;&nbsp;&nbsp; 60 | 48997 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/47 | &nbsp;&nbsp;&nbsp; 35 | 29446 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/21/34 | &nbsp;&nbsp;&nbsp; 61 | 59741 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 | &nbsp;&nbsp;&nbsp; 15 | 15103 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/21/44 | &nbsp;&nbsp;&nbsp; 45 | 40184 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/29 | &nbsp;&nbsp;&nbsp; 70 | 71123 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/38 | &nbsp;&nbsp;&nbsp; 5 | 5638 |
| Pentair Finance SARL, 4.50%, 07/01/29 | &nbsp;&nbsp;&nbsp; 50 | 50357 |
| Trinity Industries Inc., 7.75%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41597 |
|  |  | 1541634 |
| **Media — 0.9%** | **Media — 0.9%** | **Media — 0.9%** |
| Belo Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 09/15/27<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26021 |
| &nbsp;&nbsp;&nbsp; 7.75%, 06/01/27 | &nbsp;&nbsp;&nbsp; 25 | 26057 |
| Cable One Inc., 4.00%, 11/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 39793 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/31 | &nbsp;&nbsp;&nbsp; 55 | 47827 |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/15/31 | &nbsp;&nbsp;&nbsp; 185 | 164886 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/27 | &nbsp;&nbsp;&nbsp; 125 | 122815 |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/52<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 110 | 59815 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/30 | &nbsp;&nbsp;&nbsp; 145 | 136658 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/62 | &nbsp;&nbsp;&nbsp; 90 | 46308 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/51 | &nbsp;&nbsp;&nbsp; 105 | 62658 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 | &nbsp;&nbsp;&nbsp; 295 | 178125 |
| &nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 | &nbsp;&nbsp;&nbsp; 240 | 139648 |
| &nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 | &nbsp;&nbsp;&nbsp; 280 | 156168 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/36 | &nbsp;&nbsp;&nbsp; 40 | 34219 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 | &nbsp;&nbsp;&nbsp; 115 | 91398 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/27 | &nbsp;&nbsp;&nbsp; 125 | 124004 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/30 | &nbsp;&nbsp;&nbsp; 100 | 96953 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 | &nbsp;&nbsp;&nbsp; 100 | 71143 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/50 | &nbsp;&nbsp;&nbsp; 75 | 51580 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/40 | &nbsp;&nbsp;&nbsp; $120 | $100507 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 | &nbsp;&nbsp;&nbsp; 60 | 52649 |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 | &nbsp;&nbsp;&nbsp; 195 | 149937 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 | &nbsp;&nbsp;&nbsp; 20 | 15442 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 75 | 57687 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 | &nbsp;&nbsp;&nbsp; 150 | 113475 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 | &nbsp;&nbsp;&nbsp; 80 | 59924 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/34 | &nbsp;&nbsp;&nbsp; 90 | 86399 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/30 | &nbsp;&nbsp;&nbsp; 175 | 175321 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/33 | &nbsp;&nbsp;&nbsp; 165 | 161688 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/35 | &nbsp;&nbsp;&nbsp; 75 | 72187 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 | &nbsp;&nbsp;&nbsp; 65 | 61270 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/42 | &nbsp;&nbsp;&nbsp; 15 | 13297 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 | &nbsp;&nbsp;&nbsp; 100 | 85291 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 100 | 101236 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/32 | &nbsp;&nbsp;&nbsp; 100 | 102529 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/58 | &nbsp;&nbsp;&nbsp; 50 | 42626 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/15/37<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 302 | 301085 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | &nbsp;&nbsp;&nbsp; 70 | 72352 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 85 | 87649 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/53 | &nbsp;&nbsp;&nbsp; 105 | 97005 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; 55 | 58291 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/64 | &nbsp;&nbsp;&nbsp; 60 | 55337 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/35 | &nbsp;&nbsp;&nbsp; 70 | 73795 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | &nbsp;&nbsp;&nbsp; 55 | 52845 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/55 | &nbsp;&nbsp;&nbsp; 80 | 81053 |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 | &nbsp;&nbsp;&nbsp; 40 | 44510 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/35 | &nbsp;&nbsp;&nbsp; 90 | 100873 |
| &nbsp;&nbsp;&nbsp; 7.05%, 03/15/33 | &nbsp;&nbsp;&nbsp; 45 | 51686 |
| FactSet Research Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 | &nbsp;&nbsp;&nbsp; 30 | 29477 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/01/32 | &nbsp;&nbsp;&nbsp; 20 | 18533 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/43 | &nbsp;&nbsp;&nbsp; 120 | 103304 |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/30/40 | &nbsp;&nbsp;&nbsp; 30 | 33044 |
| Nexstar Media Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 69375 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 120126 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/28 | &nbsp;&nbsp;&nbsp; 10 | 9790 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/29 | &nbsp;&nbsp;&nbsp; 30 | 29457 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/43 | &nbsp;&nbsp;&nbsp; 195 | 147454 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/45 | &nbsp;&nbsp;&nbsp; 100 | 75938 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/44 | &nbsp;&nbsp;&nbsp; 50 | 39079 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/31 | &nbsp;&nbsp;&nbsp; 115 | 113519 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/01/43 | &nbsp;&nbsp;&nbsp; 10 | 8995 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/28/57, (3-mo. SOFR US + 4.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 54 | 52581 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/30/62, (5-year CMT + 4.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 73516 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/30/36 | &nbsp;&nbsp;&nbsp; 55 | 57750 |
| Sirius XM Radio LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/01/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 105 | 95763 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 97480 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 99763 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 90153 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 107 | 107582 |
| TEGNA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/28 | &nbsp;&nbsp;&nbsp; 67 | 66206 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/29 | &nbsp;&nbsp;&nbsp; 75 | 74371 |
| &nbsp;&nbsp;&nbsp; Telenet Finance Luxembourg Notes SARL, 5.50%, <br> 03/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 198214 |
|  |  | 6015492 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** |
| Advanced Drainage Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $25 | $24964 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35670 |
| Timken Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/32 | &nbsp;&nbsp;&nbsp; 5 | 4824 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 | &nbsp;&nbsp;&nbsp; 35 | 35226 |
| Valmont Industries Inc., 5.00%, 10/01/44 | &nbsp;&nbsp;&nbsp; 37 | 34925 |
|  |  | 135609 |
| **Mining — 0.2%** | **Mining — 0.2%** | **Mining — 0.2%** |
| Alumina Pty. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25683 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31149 |
| Antofagasta PLC, 5.63%, 05/13/32<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206002 |
| Coeur Mining Inc., 5.13%, 02/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19849 |
| Compass Minerals International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10008 |
| &nbsp;&nbsp;&nbsp; 8.00%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52036 |
| Constellium SE |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38572 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40011 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25706 |
| Corp. Nacional del Cobre de Chile |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189544 |
| &nbsp;&nbsp;&nbsp; 6.30%, 09/08/53<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206158 |
| &nbsp;&nbsp;&nbsp; 6.33%, 01/13/35<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212961 |
| &nbsp;&nbsp;&nbsp; 6.78%, 01/13/55<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 215695 |
| Hecla Mining Co., 7.25%, 02/15/28 | &nbsp;&nbsp;&nbsp; 20 | 20086 |
| Kaiser Aluminum Corp., 4.50%, 06/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38449 |
| Northern Star Resources Ltd., 6.13%, 04/11/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47998 |
| Novelis Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 45677 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 107 | 103126 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 103636 |
| Yamana Gold Inc., 2.63%, 08/15/31 | &nbsp;&nbsp;&nbsp; 30 | 26960 |
|  |  | 1659306 |
| **Multi-National — 0.0%** | **Multi-National — 0.0%** | **Multi-National — 0.0%** |
| Dexia SA, 4.50%, 03/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40296 |
| **Office & Business Equipment — 0.1%** | **Office & Business Equipment — 0.1%** | **Office & Business Equipment — 0.1%** |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.67%, 12/01/26 | &nbsp;&nbsp;&nbsp; 34 | 33452 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 | &nbsp;&nbsp;&nbsp; 70 | 67274 |
| &nbsp;&nbsp;&nbsp; 3.28%, 12/01/28 | &nbsp;&nbsp;&nbsp; 60 | 58041 |
| &nbsp;&nbsp;&nbsp; 3.57%, 12/01/31 | &nbsp;&nbsp;&nbsp; 80 | 74810 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; 50 | 49756 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/22/34 | &nbsp;&nbsp;&nbsp; 55 | 56647 |
| Pitney Bowes Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30085 |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25285 |
| Xerox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/35 | &nbsp;&nbsp;&nbsp; 20 | 5701 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/15/39 | &nbsp;&nbsp;&nbsp; 24 | 8156 |
| &nbsp;&nbsp;&nbsp; 10.25%, 10/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25643 |
| &nbsp;&nbsp;&nbsp; 13.50%, 04/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 22864 |
| Xerox Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 45 | 19384 |
| &nbsp;&nbsp;&nbsp; 8.88%, 11/30/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 34 | 12572 |
| Zebra Technologies Corp., 6.50%, 06/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36155 |
|  |  | 525825 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Office Furnishings — 0.0%** | **Office Furnishings — 0.0%** | **Office Furnishings — 0.0%** |
| Interface Inc., 5.50%, 12/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $20 | $20000 |
| Steelcase Inc., 5.13%, 01/18/29 | &nbsp;&nbsp;&nbsp; 32 | 31369 |
|  |  | 51369 |
| **Packaging & Containers — 0.2%** | **Packaging & Containers — 0.2%** | **Packaging & Containers — 0.2%** |
| Amcor Flexibles North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.69%, 05/25/31 | &nbsp;&nbsp;&nbsp; 50 | 45705 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/17/30 | &nbsp;&nbsp;&nbsp; 100 | 102675 |
| AptarGroup Inc., 3.60%, 03/15/32 | &nbsp;&nbsp;&nbsp; 15 | 14039 |
| Ball Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/30 | &nbsp;&nbsp;&nbsp; 90 | 83059 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/15/31 | &nbsp;&nbsp;&nbsp; 35 | 32222 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/33 | &nbsp;&nbsp;&nbsp; 75 | 76313 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/29 | &nbsp;&nbsp;&nbsp; 67 | 69046 |
| Berry Global Inc., 5.65%, 01/15/34 | &nbsp;&nbsp;&nbsp; 75 | 78649 |
| Crown Americas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/30 | &nbsp;&nbsp;&nbsp; 35 | 35765 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 66568 |
| OI European Group BV, 4.75%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24168 |
| Owens-Brockway Glass Container Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/13/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45135 |
| &nbsp;&nbsp;&nbsp; 7.25%, 05/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50694 |
| &nbsp;&nbsp;&nbsp; 7.38%, 06/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20134 |
| Sealed Air Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29879 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45300 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41410 |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5265 |
| Sealed Air Corp./Sealed Air Corp. U.S. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 55955 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31235 |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/01/27 | &nbsp;&nbsp;&nbsp; 15 | 14649 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/01/32 | &nbsp;&nbsp;&nbsp; 25 | 22615 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/01/30 | &nbsp;&nbsp;&nbsp; 65 | 61598 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/29 | &nbsp;&nbsp;&nbsp; 10 | 10086 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 60 | 59639 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/40 | &nbsp;&nbsp;&nbsp; 45 | 45869 |
|  |  | 1167672 |
| **Pharmaceuticals — 0.2%** | **Pharmaceuticals — 0.2%** | **Pharmaceuticals — 0.2%** |
| AdaptHealth LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 43426 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 47 | 45686 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25221 |
| Elanco Animal Health Inc., 6.65%, 08/28/28 | &nbsp;&nbsp;&nbsp; 65 | 68162 |
| EMD Finance LLC, 5.00%, 10/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151470 |
| Jazz Securities DAC, 4.38%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 118574 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/14/27 | &nbsp;&nbsp;&nbsp; 10 | 9801 |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/14/30 | &nbsp;&nbsp;&nbsp; 135 | 125035 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/14/50 | &nbsp;&nbsp;&nbsp; 160 | 104998 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/17/27 | &nbsp;&nbsp;&nbsp; 130 | 128926 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/21/42 | &nbsp;&nbsp;&nbsp; 20 | 16815 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/18/29 | &nbsp;&nbsp;&nbsp; 5 | 4987 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/31 | &nbsp;&nbsp;&nbsp; 30 | 29966 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/45 | &nbsp;&nbsp;&nbsp; 10 | 8501 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/34 | &nbsp;&nbsp;&nbsp; 90 | 88525 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/06/44 | &nbsp;&nbsp;&nbsp; 135 | 122490 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/54 | &nbsp;&nbsp;&nbsp; 60 | 54608 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Owens & Minor Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/31/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; $20 | $14194 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/01/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 45 | 28817 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 | &nbsp;&nbsp;&nbsp; 75 | 73840 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/50 | &nbsp;&nbsp;&nbsp; 40 | 26995 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 | &nbsp;&nbsp;&nbsp; 30 | 30004 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 | &nbsp;&nbsp;&nbsp; 58 | 47283 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/20/48 | &nbsp;&nbsp;&nbsp; 30 | 26158 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/43 | &nbsp;&nbsp;&nbsp; 85 | 78923 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/17/35 | &nbsp;&nbsp;&nbsp; 110 | 111966 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/16/32 | &nbsp;&nbsp;&nbsp; 40 | 42721 |
|  |  | 1628092 |
| **Private Equity — 0.0%** | **Private Equity — 0.0%** | **Private Equity — 0.0%** |
| Apollo Management Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/05/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 64810 |
| &nbsp;&nbsp;&nbsp; 4.87%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45717 |
|  |  | 110527 |
| **Real Estate — 0.3%** | **Real Estate — 0.3%** | **Real Estate — 0.3%** |
| &nbsp;&nbsp;&nbsp; Aldar Investment Properties Sukuk Ltd., 5.50%, <br> 05/16/34<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 208082 |
| CBRE Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/31 | &nbsp;&nbsp;&nbsp; 55 | 50102 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/30 | &nbsp;&nbsp;&nbsp; 55 | 56023 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/29 | &nbsp;&nbsp;&nbsp; 40 | 41518 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/34 | &nbsp;&nbsp;&nbsp; 50 | 53761 |
| &nbsp;&nbsp;&nbsp; China Overseas Finance Cayman VI Ltd., 6.45%, <br> 06/11/34<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 220431 |
| CoStar Group Inc., 2.80%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18402 |
| Cushman & Wakefield U.S. Borrower LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45470 |
| &nbsp;&nbsp;&nbsp; 8.88%, 09/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 32150 |
| Emaar Sukuk Ltd., 3.88%, 09/17/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 196022 |
| &nbsp;&nbsp;&nbsp; Hongkong Land Finance Cayman Islands Co. Ltd. <br> (The), 2.88%, 05/27/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 189357 |
| Howard Hughes Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 43734 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 43032 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 52 | 52084 |
| Kennedy-Wilson Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/29 | &nbsp;&nbsp;&nbsp; 40 | 38630 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/30 | &nbsp;&nbsp;&nbsp; 50 | 47892 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38380 |
| Newmark Group Inc., 7.50%, 01/12/29 | &nbsp;&nbsp;&nbsp; 35 | 37569 |
| &nbsp;&nbsp;&nbsp; Ontario Teachers' Cadillac Fairview Properties Trust, <br> 4.13%, 02/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 120 | 119866 |
| &nbsp;&nbsp;&nbsp; Sun Hung Kai Properties Capital Market Ltd., 2.75%, <br> 05/13/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 188554 |
| &nbsp;&nbsp;&nbsp; Swire Pacific Mtn Financing HK Ltd., 2.88%, <br> 01/30/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 191919 |
|  |  | 1912978 |
| **Real Estate Investment Trusts — 2.1%** | **Real Estate Investment Trusts — 2.1%** | **Real Estate Investment Trusts — 2.1%** |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/31 | &nbsp;&nbsp;&nbsp; 190 | 178076 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 200 | 136182 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/35 | &nbsp;&nbsp;&nbsp; 180 | 183848 |
| American Assets Trust LP, 3.38%, 02/01/31 | &nbsp;&nbsp;&nbsp; 55 | 50399 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/31/28 | &nbsp;&nbsp;&nbsp; 90 | 85203 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/15/30 | &nbsp;&nbsp;&nbsp; 75 | 66915 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | &nbsp;&nbsp;&nbsp; $54 | $49072 |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/15/31 | &nbsp;&nbsp;&nbsp; 60 | 53481 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/31 | &nbsp;&nbsp;&nbsp; 60 | 55031 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/27 | &nbsp;&nbsp;&nbsp; 49 | 48294 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 | &nbsp;&nbsp;&nbsp; 110 | 104109 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/51 | &nbsp;&nbsp;&nbsp; 45 | 29131 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 | &nbsp;&nbsp;&nbsp; 75 | 50352 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/15/27 | &nbsp;&nbsp;&nbsp; 44 | 43531 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 | &nbsp;&nbsp;&nbsp; 74 | 73340 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/28 | &nbsp;&nbsp;&nbsp; 99 | 97990 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | &nbsp;&nbsp;&nbsp; 5 | 4968 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 | &nbsp;&nbsp;&nbsp; 42 | 31475 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 | &nbsp;&nbsp;&nbsp; 101 | 99433 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 76 | 75404 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 | &nbsp;&nbsp;&nbsp; 30 | 29223 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/29 | &nbsp;&nbsp;&nbsp; 20 | 20581 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/28 | &nbsp;&nbsp;&nbsp; 10 | 10273 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25770 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/31/35 | &nbsp;&nbsp;&nbsp; 20 | 20714 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | &nbsp;&nbsp;&nbsp; 65 | 67740 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 5 | 5146 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 80 | 84457 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/28 | &nbsp;&nbsp;&nbsp; 50 | 52226 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | &nbsp;&nbsp;&nbsp; 80 | 85790 |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate Finance Inc., 4.63%, <br> 06/15/29<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 35 | 34012 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/01/28 | &nbsp;&nbsp;&nbsp; 60 | 56555 |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/32 | &nbsp;&nbsp;&nbsp; 75 | 66082 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | &nbsp;&nbsp;&nbsp; 65 | 59583 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/28 | &nbsp;&nbsp;&nbsp; 15 | 14773 |
| &nbsp;&nbsp;&nbsp; 3.35%, 05/15/27 | &nbsp;&nbsp;&nbsp; 75 | 74392 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/46 | &nbsp;&nbsp;&nbsp; 40 | 32419 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/47 | &nbsp;&nbsp;&nbsp; 30 | 25127 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/48 | &nbsp;&nbsp;&nbsp; 20 | 17239 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/07/33 | &nbsp;&nbsp;&nbsp; 40 | 41821 |
| Blackstone Mortgage Trust Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24627 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31589 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/01/33 | &nbsp;&nbsp;&nbsp; 60 | 49745 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/01/32 | &nbsp;&nbsp;&nbsp; 70 | 61050 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 65 | 60942 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/30/31 | &nbsp;&nbsp;&nbsp; 95 | 89061 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 | &nbsp;&nbsp;&nbsp; 10 | 9660 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | &nbsp;&nbsp;&nbsp; 80 | 80376 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61737 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/34 | &nbsp;&nbsp;&nbsp; 60 | 64887 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/27 | &nbsp;&nbsp;&nbsp; 30 | 31405 |
| Brandywine Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/27 | &nbsp;&nbsp;&nbsp; 30 | 29617 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/01/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24033 |
| &nbsp;&nbsp;&nbsp; 8.30%, 03/15/28 | &nbsp;&nbsp;&nbsp; 30 | 31685 |
| &nbsp;&nbsp;&nbsp; 8.88%, 04/12/29 | &nbsp;&nbsp;&nbsp; 55 | 59580 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; 53 | 50783 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/16/31 | &nbsp;&nbsp;&nbsp; 25 | 22469 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/27 | &nbsp;&nbsp;&nbsp; 50 | 49837 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 | &nbsp;&nbsp;&nbsp; 65 | 64165 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 | &nbsp;&nbsp;&nbsp; 50 | 49722 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/34 | &nbsp;&nbsp;&nbsp; 55 | 56814 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/35 | &nbsp;&nbsp;&nbsp; $35 | $36837 |
| Broadstone Net Lease LLC, 2.60%, 09/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4427 |
| &nbsp;&nbsp;&nbsp; Brookfield Property REIT Inc./BPR Cumulus LLC/BPR <br> Nimbus LLC/GGSI Sellco LLC, 4.50%, 04/01/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 38 | 37375 |
| COPT Defense Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 40 | 37296 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/31 | &nbsp;&nbsp;&nbsp; 50 | 45543 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/33 | &nbsp;&nbsp;&nbsp; 45 | 38538 |
| Cousins Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/30 | &nbsp;&nbsp;&nbsp; 10 | 10246 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/34 | &nbsp;&nbsp;&nbsp; 35 | 36576 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 | &nbsp;&nbsp;&nbsp; 41 | 36138 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 72 | 64455 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/31 | &nbsp;&nbsp;&nbsp; 71 | 63536 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/27 | &nbsp;&nbsp;&nbsp; 25 | 24573 |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/01/41 | &nbsp;&nbsp;&nbsp; 97 | 71088 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/15/29 | &nbsp;&nbsp;&nbsp; 60 | 57235 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/51 | &nbsp;&nbsp;&nbsp; 73 | 48930 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 | &nbsp;&nbsp;&nbsp; 62 | 58904 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 | &nbsp;&nbsp;&nbsp; 129 | 127780 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | &nbsp;&nbsp;&nbsp; 75 | 74224 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/27 | &nbsp;&nbsp;&nbsp; 25 | 24915 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/50 | &nbsp;&nbsp;&nbsp; 40 | 31495 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/29 | &nbsp;&nbsp;&nbsp; 67 | 66882 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/47 | &nbsp;&nbsp;&nbsp; 10 | 8745 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/01/29 | &nbsp;&nbsp;&nbsp; 5 | 5079 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | &nbsp;&nbsp;&nbsp; 195 | 197940 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/33 | &nbsp;&nbsp;&nbsp; 25 | 25327 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/01/34 | &nbsp;&nbsp;&nbsp; 55 | 55813 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/49 | &nbsp;&nbsp;&nbsp; 20 | 18265 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/29 | &nbsp;&nbsp;&nbsp; 80 | 83144 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/34 | &nbsp;&nbsp;&nbsp; 40 | 42104 |
| &nbsp;&nbsp;&nbsp; CTR Partnership LP/CareTrust Capital Corp., 3.88%, <br> 06/30/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 4873 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/32 | &nbsp;&nbsp;&nbsp; 60 | 53162 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/30 | &nbsp;&nbsp;&nbsp; 40 | 38000 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/29 | &nbsp;&nbsp;&nbsp; 50 | 50203 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/29 | &nbsp;&nbsp;&nbsp; 70 | 68671 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 | &nbsp;&nbsp;&nbsp; 105 | 104378 |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/15/28 | &nbsp;&nbsp;&nbsp; 65 | 65531 |
| DOC DR LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/01/31 | &nbsp;&nbsp;&nbsp; 40 | 35991 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 | &nbsp;&nbsp;&nbsp; 15 | 14918 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 25 | 25025 |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 | &nbsp;&nbsp;&nbsp; 20 | 19369 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/28 | &nbsp;&nbsp;&nbsp; 35 | 35289 |
| &nbsp;&nbsp;&nbsp; Equinix Europe 2 Financing Corp. LLC, 5.50%, <br> 06/15/34<br>| &nbsp;&nbsp;&nbsp; 60 | 62462 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 60 | 56707 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/15/27 | &nbsp;&nbsp;&nbsp; 25 | 24098 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 | &nbsp;&nbsp;&nbsp; 50 | 47662 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 | &nbsp;&nbsp;&nbsp; 74 | 67209 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 | &nbsp;&nbsp;&nbsp; 50 | 45311 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/15/50 | &nbsp;&nbsp;&nbsp; 60 | 39136 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 | &nbsp;&nbsp;&nbsp; 100 | 96044 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/52 | &nbsp;&nbsp;&nbsp; 20 | 13946 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/32 | &nbsp;&nbsp;&nbsp; $60 | $57842 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/30 | &nbsp;&nbsp;&nbsp; 65 | 61072 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/28 | &nbsp;&nbsp;&nbsp; 10 | 10050 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/44 | &nbsp;&nbsp;&nbsp; 105 | 93766 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/34 | &nbsp;&nbsp;&nbsp; 55 | 54848 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/32 | &nbsp;&nbsp;&nbsp; 100 | 102696 |
| Federal Realty OP LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/15/29 | &nbsp;&nbsp;&nbsp; 35 | 33794 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; 45 | 44480 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 30 | 28994 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/44 | &nbsp;&nbsp;&nbsp; 45 | 39814 |
| &nbsp;&nbsp;&nbsp; Goodman U.S. Finance Three LLC, 3.70%, <br> 03/15/28<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 60 | 59399 |
| Healthpeak OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 02/01/27 | &nbsp;&nbsp;&nbsp; 55 | 53237 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/31 | &nbsp;&nbsp;&nbsp; 56 | 51924 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 65 | 61694 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/29 | &nbsp;&nbsp;&nbsp; 40 | 38939 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/32 | &nbsp;&nbsp;&nbsp; 55 | 56771 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/41 | &nbsp;&nbsp;&nbsp; 49 | 54508 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/27 | &nbsp;&nbsp;&nbsp; 35 | 34717 |
| &nbsp;&nbsp;&nbsp; 7.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 45 | 51388 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/35 | &nbsp;&nbsp;&nbsp; 60 | 61039 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/01/34 | &nbsp;&nbsp;&nbsp; 45 | 46566 |
| &nbsp;&nbsp;&nbsp; Series H, 3.38%, 12/15/29 | &nbsp;&nbsp;&nbsp; 22 | 21072 |
| &nbsp;&nbsp;&nbsp; Series I, 3.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 72 | 68505 |
| &nbsp;&nbsp;&nbsp; Series J, 2.90%, 12/15/31 | &nbsp;&nbsp;&nbsp; 20 | 17991 |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/28 | &nbsp;&nbsp;&nbsp; 40 | 38029 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/15/34 | &nbsp;&nbsp;&nbsp; 50 | 42821 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | &nbsp;&nbsp;&nbsp; 95 | 92222 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/35 | &nbsp;&nbsp;&nbsp; 30 | 29798 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/30 | &nbsp;&nbsp;&nbsp; 30 | 31252 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/33 | &nbsp;&nbsp;&nbsp; 20 | 20825 |
| Iron Mountain Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 83 | 79343 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 57 | 56794 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 64224 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34834 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 54883 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 67 | 66480 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39637 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 56285 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61665 |
| &nbsp;&nbsp;&nbsp; Iron Mountain Information Management Services Inc., <br> 5.00%, 07/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 55 | 52977 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; 50 | 41920 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/15/33 | &nbsp;&nbsp;&nbsp; 45 | 37074 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | &nbsp;&nbsp;&nbsp; 25 | 23185 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/29 | &nbsp;&nbsp;&nbsp; 45 | 44211 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/15/28 | &nbsp;&nbsp;&nbsp; 40 | 40161 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/36 | &nbsp;&nbsp;&nbsp; 40 | 41591 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/01/28 | &nbsp;&nbsp;&nbsp; 30 | 28633 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/01/31 | &nbsp;&nbsp;&nbsp; 30 | 26664 |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/01/30 | &nbsp;&nbsp;&nbsp; 30 | 27999 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/32 | &nbsp;&nbsp;&nbsp; 50 | 46655 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/49 | &nbsp;&nbsp;&nbsp; $5 | $3778 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/27 | &nbsp;&nbsp;&nbsp; 65 | 64883 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/46 | &nbsp;&nbsp;&nbsp; 35 | 29167 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/45 | &nbsp;&nbsp;&nbsp; 30 | 25598 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/33 | &nbsp;&nbsp;&nbsp; 50 | 50097 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/35 | &nbsp;&nbsp;&nbsp; 45 | 45051 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/01/34 | &nbsp;&nbsp;&nbsp; 20 | 22196 |
| LXP Industrial Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/01/31 | &nbsp;&nbsp;&nbsp; 10 | 8758 |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 | &nbsp;&nbsp;&nbsp; 25 | 22987 |
| MPT Operating Partnership LP/MPT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/31 | &nbsp;&nbsp;&nbsp; 75 | 55073 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/29 | &nbsp;&nbsp;&nbsp; 75 | 63246 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 | &nbsp;&nbsp;&nbsp; 95 | 91806 |
| &nbsp;&nbsp;&nbsp; 8.50%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 100607 |
| Omega Healthcare Investors Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/33 | &nbsp;&nbsp;&nbsp; 70 | 62389 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 | &nbsp;&nbsp;&nbsp; 77 | 71958 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 5 | 5017 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | &nbsp;&nbsp;&nbsp; 55 | 55465 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/30 | &nbsp;&nbsp;&nbsp; 40 | 40784 |
| &nbsp;&nbsp;&nbsp; Park Intermediate Holdings LLC/PK Domestic <br> Property LLC/PK Finance Co-Issuer<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 53432 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50058 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40922 |
| &nbsp;&nbsp;&nbsp; Pebblebrook Hotel LP/PEB Finance Corp., 6.38%, <br> 10/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 25624 |
| &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center Operating Partnership <br> I LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/15/31 | &nbsp;&nbsp;&nbsp; 20 | 17981 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/35 | &nbsp;&nbsp;&nbsp; 40 | 39713 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/34 | &nbsp;&nbsp;&nbsp; 40 | 42041 |
| Piedmont Operating Partnership LP, 3.15%, 08/15/30 | &nbsp;&nbsp;&nbsp; 15 | 13745 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/15/30 | &nbsp;&nbsp;&nbsp; 40 | 35063 |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/15/31 | &nbsp;&nbsp;&nbsp; 80 | 70151 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/01/30 | &nbsp;&nbsp;&nbsp; 59 | 53134 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 | &nbsp;&nbsp;&nbsp; 66 | 64459 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/15/50 | &nbsp;&nbsp;&nbsp; 42 | 23116 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 | &nbsp;&nbsp;&nbsp; 20 | 18568 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 | &nbsp;&nbsp;&nbsp; 89 | 85162 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 | &nbsp;&nbsp;&nbsp; 52 | 34849 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | &nbsp;&nbsp;&nbsp; 35 | 23740 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/27 | &nbsp;&nbsp;&nbsp; 145 | 143635 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/28 | &nbsp;&nbsp;&nbsp; 50 | 49947 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 | &nbsp;&nbsp;&nbsp; 51 | 51101 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/48 | &nbsp;&nbsp;&nbsp; 25 | 21371 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33 | &nbsp;&nbsp;&nbsp; 45 | 45586 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/33 | &nbsp;&nbsp;&nbsp; 50 | 50766 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | &nbsp;&nbsp;&nbsp; 95 | 97251 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/35 | &nbsp;&nbsp;&nbsp; 75 | 76372 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/34 | &nbsp;&nbsp;&nbsp; 55 | 56753 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 5 | 5187 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/53 | &nbsp;&nbsp;&nbsp; 65 | 62725 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/54 | &nbsp;&nbsp;&nbsp; 65 | 62700 |
| Public Storage Operating Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/01/28 | &nbsp;&nbsp;&nbsp; 120 | 114407 |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/09/28 | &nbsp;&nbsp;&nbsp; 85 | 80512 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/01/31 | &nbsp;&nbsp;&nbsp; 140 | 126835 |
| &nbsp;&nbsp;&nbsp; 3.39%, 05/01/29 | &nbsp;&nbsp;&nbsp; 55 | 53960 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/01/30 | &nbsp;&nbsp;&nbsp; $10 | $10110 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/33 | &nbsp;&nbsp;&nbsp; 95 | 99081 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/53 | &nbsp;&nbsp;&nbsp; 60 | 58915 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/15/28 | &nbsp;&nbsp;&nbsp; 200 | 191800 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 190598 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/27 | &nbsp;&nbsp;&nbsp; 195 | 194965 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/35 | &nbsp;&nbsp;&nbsp; 200 | 204671 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/01/54 | &nbsp;&nbsp;&nbsp; 30 | 29371 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 55 | 52737 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/01/27 | &nbsp;&nbsp;&nbsp; 70 | 69604 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/30 | &nbsp;&nbsp;&nbsp; 40 | 39240 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | &nbsp;&nbsp;&nbsp; 15 | 15024 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/01/47 | &nbsp;&nbsp;&nbsp; 20 | 17292 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/49 | &nbsp;&nbsp;&nbsp; 35 | 30946 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | &nbsp;&nbsp;&nbsp; 80 | 82280 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35 | &nbsp;&nbsp;&nbsp; 5 | 5093 |
| Rexford Industrial Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/01/30 | &nbsp;&nbsp;&nbsp; 10 | 8966 |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/01/31 | &nbsp;&nbsp;&nbsp; 15 | 13191 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/28 | &nbsp;&nbsp;&nbsp; 55 | 55950 |
| RHP Hotel Properties LP/RHP Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39454 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/27 | &nbsp;&nbsp;&nbsp; 15 | 14988 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 72497 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 62409 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 32 | 33039 |
| Sabra Health Care LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/31 | &nbsp;&nbsp;&nbsp; 55 | 50330 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/29 | &nbsp;&nbsp;&nbsp; 25 | 24434 |
| SBA Communications Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/01/29 | &nbsp;&nbsp;&nbsp; 105 | 100328 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/27 | &nbsp;&nbsp;&nbsp; 55 | 54728 |
| Scentre Group Trust 1/Scentre Group Trust 2 |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/23/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39787 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75446 |
| &nbsp;&nbsp;&nbsp; Scentre Group Trust 2, 5.13%, 09/24/80, (5-year CMT <br> + 4.69%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 40237 |
| Starwood Property Trust Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19887 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30922 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36664 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15676 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42450 |
| Tanger Properties LP, 2.75%, 09/01/31 | &nbsp;&nbsp;&nbsp; 35 | 31712 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/31 | &nbsp;&nbsp;&nbsp; 25 | 22530 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 40 | 38093 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/27 | &nbsp;&nbsp;&nbsp; 47 | 46844 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | &nbsp;&nbsp;&nbsp; 37 | 36908 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/45 | &nbsp;&nbsp;&nbsp; 30 | 25462 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/29 | &nbsp;&nbsp;&nbsp; 62 | 62347 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 | &nbsp;&nbsp;&nbsp; 17 | 17271 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/49 | &nbsp;&nbsp;&nbsp; 27 | 23957 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 35 | 35144 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25697 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/01/34 | &nbsp;&nbsp;&nbsp; 40 | 41894 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/30/43 | &nbsp;&nbsp;&nbsp; 20 | 20094 |
| WEA Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 73608 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $65 | $63079 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/20/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34741 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/20/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 37077 |
| &nbsp;&nbsp;&nbsp; WEA Finance LLC/Westfield U.K. & Europe Finance <br> PLC, 4.75%, 09/17/44<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 17401 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/29 | &nbsp;&nbsp;&nbsp; 75 | 70663 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 80 | 74658 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/32 | &nbsp;&nbsp;&nbsp; 30 | 27366 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/31 | &nbsp;&nbsp;&nbsp; 50 | 46453 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/15/30 | &nbsp;&nbsp;&nbsp; 20 | 19238 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 | &nbsp;&nbsp;&nbsp; 100 | 96852 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | &nbsp;&nbsp;&nbsp; 60 | 60148 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/28 | &nbsp;&nbsp;&nbsp; 35 | 35271 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 100 | 101283 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 | &nbsp;&nbsp;&nbsp; 30 | 28365 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/35 | &nbsp;&nbsp;&nbsp; 125 | 128527 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/41 | &nbsp;&nbsp;&nbsp; 25 | 28061 |
| WP Carey Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/33 | &nbsp;&nbsp;&nbsp; 10 | 8458 |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/01/31 | &nbsp;&nbsp;&nbsp; 60 | 54032 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/01/32 | &nbsp;&nbsp;&nbsp; 25 | 22088 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/29 | &nbsp;&nbsp;&nbsp; 25 | 24685 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/30/34 | &nbsp;&nbsp;&nbsp; 5 | 5182 |
| XHR LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34480 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25662 |
|  |  | 14408771 |
| **Retail — 1.3%** | **Retail — 1.3%** | **Retail — 1.3%** |
| Advance Auto Parts Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/01/27 | &nbsp;&nbsp;&nbsp; 27 | 25502 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/32 | &nbsp;&nbsp;&nbsp; 25 | 21605 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/30 | &nbsp;&nbsp;&nbsp; 32 | 29374 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/09/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25563 |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51045 |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50902 |
| Asbury Automotive Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 25 | 24877 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 54 | 52908 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/30 | &nbsp;&nbsp;&nbsp; 35 | 34378 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38944 |
| AutoNation Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/01/31 | &nbsp;&nbsp;&nbsp; 75 | 66131 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | &nbsp;&nbsp;&nbsp; 45 | 44617 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/30 | &nbsp;&nbsp;&nbsp; 10 | 10108 |
| &nbsp;&nbsp;&nbsp; 5.89%, 03/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10429 |
| AutoZone Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/27 | &nbsp;&nbsp;&nbsp; 35 | 34844 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/18/29 | &nbsp;&nbsp;&nbsp; 10 | 9869 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 25 | 24799 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/32 | &nbsp;&nbsp;&nbsp; 100 | 101179 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/33 | &nbsp;&nbsp;&nbsp; 20 | 20118 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/29 | &nbsp;&nbsp;&nbsp; 50 | 51526 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 | &nbsp;&nbsp;&nbsp; 35 | 36059 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/34 | &nbsp;&nbsp;&nbsp; 45 | 46884 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/28 | &nbsp;&nbsp;&nbsp; 50 | 53010 |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/01/33 | &nbsp;&nbsp;&nbsp; 65 | 72648 |
| Bath & Body Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/28 | &nbsp;&nbsp;&nbsp; 45 | 45131 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 66126 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/01/36 | &nbsp;&nbsp;&nbsp; 35 | 34693 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/35 | &nbsp;&nbsp;&nbsp; $60 | $60188 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/01/33 | &nbsp;&nbsp;&nbsp; 20 | 19924 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/15/29 | &nbsp;&nbsp;&nbsp; 25 | 25501 |
| Best Buy Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/01/30 | &nbsp;&nbsp;&nbsp; 60 | 53805 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/01/28 | &nbsp;&nbsp;&nbsp; 50 | 50532 |
| BlueLinx Holdings Inc., 6.00%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19474 |
| Brinker International Inc., 8.25%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26538 |
| &nbsp;&nbsp;&nbsp; Burger King (Restaurant Brands <br> International Inc.)/New Red Finance Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 48414 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 88983 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 171744 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49619 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30576 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 108093 |
| Carvana Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 06/01/30, (11.00% PIK or 13.00% <br> Cash)<sup>(b)(f)</sup><br>| &nbsp;&nbsp;&nbsp; 107 | 111334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 06/01/31, (13.00% PIK or 13.00% <br> Cash)<sup>(b)(f)</sup><br>| &nbsp;&nbsp;&nbsp; 153 | 172599 |
| Darden Restaurants Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/27 | &nbsp;&nbsp;&nbsp; 70 | 69741 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/48 | &nbsp;&nbsp;&nbsp; 15 | 12562 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/10/33 | &nbsp;&nbsp;&nbsp; 65 | 70735 |
| Dick's Sporting Goods Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 75 | 69042 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19652 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/52 | &nbsp;&nbsp;&nbsp; 25 | 18532 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/03/30 | &nbsp;&nbsp;&nbsp; 60 | 58024 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/01/28 | &nbsp;&nbsp;&nbsp; 40 | 39987 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/03/50 | &nbsp;&nbsp;&nbsp; 50 | 39768 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/27 | &nbsp;&nbsp;&nbsp; 25 | 25206 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 | &nbsp;&nbsp;&nbsp; 60 | 60832 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/05/28 | &nbsp;&nbsp;&nbsp; 30 | 30738 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/05/33 | &nbsp;&nbsp;&nbsp; 85 | 88241 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/01/30 | &nbsp;&nbsp;&nbsp; 45 | 39510 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 5 | 5077 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/28 | &nbsp;&nbsp;&nbsp; 30 | 31754 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 55 | 61417 |
| Group 1 Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 51 | 49894 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35962 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.90%, 03/15/28 | &nbsp;&nbsp;&nbsp; 110 | 103440 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 145 | 126046 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 85 | 79936 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/15/31 | &nbsp;&nbsp;&nbsp; 120 | 105892 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 | &nbsp;&nbsp;&nbsp; 70 | 40962 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 | &nbsp;&nbsp;&nbsp; 60 | 58971 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | &nbsp;&nbsp;&nbsp; 214 | 202820 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 | &nbsp;&nbsp;&nbsp; 65 | 40944 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 | &nbsp;&nbsp;&nbsp; 60 | 59002 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/27 | &nbsp;&nbsp;&nbsp; 120 | 118564 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 | &nbsp;&nbsp;&nbsp; 150 | 145273 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 | &nbsp;&nbsp;&nbsp; 70 | 48651 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/32 | &nbsp;&nbsp;&nbsp; 45 | 42423 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 | &nbsp;&nbsp;&nbsp; 120 | 99326 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | &nbsp;&nbsp;&nbsp; 100 | 72185 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 | &nbsp;&nbsp;&nbsp; $55 | $39214 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/52 | &nbsp;&nbsp;&nbsp; 100 | 74564 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 | &nbsp;&nbsp;&nbsp; 85 | 85240 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 | &nbsp;&nbsp;&nbsp; 110 | 88778 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 | &nbsp;&nbsp;&nbsp; 45 | 39537 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 | &nbsp;&nbsp;&nbsp; 135 | 116265 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 | &nbsp;&nbsp;&nbsp; 70 | 61939 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | &nbsp;&nbsp;&nbsp; 55 | 55961 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 | &nbsp;&nbsp;&nbsp; 115 | 100952 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/25/29 | &nbsp;&nbsp;&nbsp; 100 | 102596 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/25/27 | &nbsp;&nbsp;&nbsp; 130 | 132180 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 | &nbsp;&nbsp;&nbsp; 55 | 52090 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | &nbsp;&nbsp;&nbsp; 5 | 5148 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/25/34 | &nbsp;&nbsp;&nbsp; 135 | 138973 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | &nbsp;&nbsp;&nbsp; 35 | 32594 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/25/54 | &nbsp;&nbsp;&nbsp; 100 | 97611 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/40 | &nbsp;&nbsp;&nbsp; 70 | 72747 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/25/64 | &nbsp;&nbsp;&nbsp; 40 | 39105 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/16/36 | &nbsp;&nbsp;&nbsp; 154 | 168284 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | &nbsp;&nbsp;&nbsp; 65 | 70226 |
| Lithia Motors Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 52915 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38409 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 27 | 26987 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15097 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 04/15/28 | &nbsp;&nbsp;&nbsp; 100 | 93983 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/15/28 | &nbsp;&nbsp;&nbsp; 60 | 56358 |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 | &nbsp;&nbsp;&nbsp; 95 | 84332 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 | &nbsp;&nbsp;&nbsp; 95 | 87244 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/15/41 | &nbsp;&nbsp;&nbsp; 45 | 32667 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 | &nbsp;&nbsp;&nbsp; 130 | 84003 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/03/27 | &nbsp;&nbsp;&nbsp; 90 | 88870 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/01/27 | &nbsp;&nbsp;&nbsp; 35 | 34710 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/51 | &nbsp;&nbsp;&nbsp; 45 | 31931 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/29 | &nbsp;&nbsp;&nbsp; 100 | 98572 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 | &nbsp;&nbsp;&nbsp; 105 | 80421 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/32 | &nbsp;&nbsp;&nbsp; 125 | 120093 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/47 | &nbsp;&nbsp;&nbsp; 105 | 84295 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 | &nbsp;&nbsp;&nbsp; 55 | 44057 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | &nbsp;&nbsp;&nbsp; 25 | 21243 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/62 | &nbsp;&nbsp;&nbsp; 90 | 71718 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 100 | 101305 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/05/49 | &nbsp;&nbsp;&nbsp; 25 | 21348 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/15/42 | &nbsp;&nbsp;&nbsp; 40 | 36586 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/33 | &nbsp;&nbsp;&nbsp; 15 | 15398 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/40 | &nbsp;&nbsp;&nbsp; 35 | 34243 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/50 | &nbsp;&nbsp;&nbsp; 35 | 32431 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/01/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 130 | 134692 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 | &nbsp;&nbsp;&nbsp; 56 | 58726 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/53 | &nbsp;&nbsp;&nbsp; 85 | 83971 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/01/53 | &nbsp;&nbsp;&nbsp; 40 | 40079 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | &nbsp;&nbsp;&nbsp; 60 | 59730 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/63 | &nbsp;&nbsp;&nbsp; 20 | 20080 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 5 | 5371 |
| Lowe's Cos. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/27 | &nbsp;&nbsp;&nbsp; 80 | 79979 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35 | &nbsp;&nbsp;&nbsp; 100 | 99808 |
| O'Reilly Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/29 | &nbsp;&nbsp;&nbsp; 100 | 99115 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/15/32 | &nbsp;&nbsp;&nbsp; 105 | 106110 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/19/34 | &nbsp;&nbsp;&nbsp; $10 | $10133 |
| Papa John's International Inc., 3.88%, 09/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24074 |
| QXO Building Products Inc., 6.75%, 04/30/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 157047 |
| &nbsp;&nbsp;&nbsp; Sally Holdings LLC/Sally Capital Inc., 6.75%, <br> 03/01/32<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 41910 |
| Sonic Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 48878 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33709 |
| TJX Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 05/15/28 | &nbsp;&nbsp;&nbsp; 70 | 65612 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 | &nbsp;&nbsp;&nbsp; 40 | 35205 |
| Tractor Supply Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 | &nbsp;&nbsp;&nbsp; 15 | 13300 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/33 | &nbsp;&nbsp;&nbsp; 60 | 62533 |
| Victoria's Secret & Co., 4.63%, 07/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38765 |
|  |  | 8673749 |
| **Semiconductors — 1.8%** | **Semiconductors — 1.8%** | **Semiconductors — 1.8%** |
| Advanced Micro Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.92%, 06/01/32 | &nbsp;&nbsp;&nbsp; 20 | 19688 |
| &nbsp;&nbsp;&nbsp; 4.32%, 03/24/28 | &nbsp;&nbsp;&nbsp; 10 | 10107 |
| &nbsp;&nbsp;&nbsp; 4.39%, 06/01/52 | &nbsp;&nbsp;&nbsp; 25 | 21380 |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/01/28 | &nbsp;&nbsp;&nbsp; 75 | 70680 |
| &nbsp;&nbsp;&nbsp; 2.10%, 10/01/31 | &nbsp;&nbsp;&nbsp; 60 | 53388 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/41 | &nbsp;&nbsp;&nbsp; 70 | 52240 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/01/51 | &nbsp;&nbsp;&nbsp; 48 | 31749 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/05/26 | &nbsp;&nbsp;&nbsp; 40 | 39858 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/28 | &nbsp;&nbsp;&nbsp; 45 | 45343 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/30 | &nbsp;&nbsp;&nbsp; 5 | 5088 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/34 | &nbsp;&nbsp;&nbsp; 40 | 41711 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 | &nbsp;&nbsp;&nbsp; 60 | 54366 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/50<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 60 | 39272 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 37 | 36776 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 | &nbsp;&nbsp;&nbsp; 62 | 54490 |
| &nbsp;&nbsp;&nbsp; 5.10%, 10/01/35 | &nbsp;&nbsp;&nbsp; 45 | 46833 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/15/41 | &nbsp;&nbsp;&nbsp; 54 | 57926 |
| &nbsp;&nbsp;&nbsp; Broadcom Corp./Broadcom Cayman Finance Ltd., <br> 3.50%, 01/15/28<br>| &nbsp;&nbsp;&nbsp; 75 | 74358 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/15/28 | &nbsp;&nbsp;&nbsp; 90 | 86318 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/15/31 | &nbsp;&nbsp;&nbsp; 220 | 202403 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/15/33 | &nbsp;&nbsp;&nbsp; 110 | 97858 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 197061 |
| &nbsp;&nbsp;&nbsp; 3.19%, 11/15/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 168377 |
| &nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 | &nbsp;&nbsp;&nbsp; 183 | 171575 |
| &nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 | &nbsp;&nbsp;&nbsp; 215 | 198537 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 | &nbsp;&nbsp;&nbsp; 240 | 199529 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/51 | &nbsp;&nbsp;&nbsp; 135 | 104811 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 79895 |
| &nbsp;&nbsp;&nbsp; 4.11%, 09/15/28 | &nbsp;&nbsp;&nbsp; 110 | 110438 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/28 | &nbsp;&nbsp;&nbsp; 100 | 100503 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 | &nbsp;&nbsp;&nbsp; 100 | 100043 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 98715 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 | &nbsp;&nbsp;&nbsp; 155 | 154101 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/30 | &nbsp;&nbsp;&nbsp; 5 | 5043 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/32 | &nbsp;&nbsp;&nbsp; 30 | 30319 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/15/30 | &nbsp;&nbsp;&nbsp; 100 | 101950 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 | &nbsp;&nbsp;&nbsp; 75 | 76588 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/15/28 | &nbsp;&nbsp;&nbsp; 110 | 112090 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/34 | &nbsp;&nbsp;&nbsp; 140 | 141879 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/15/37<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $180 | $180690 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 40 | 41354 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/27 | &nbsp;&nbsp;&nbsp; 80 | 81407 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/29 | &nbsp;&nbsp;&nbsp; 180 | 185926 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 15 | 15528 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/31 | &nbsp;&nbsp;&nbsp; 105 | 109609 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/32 | &nbsp;&nbsp;&nbsp; 115 | 120248 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/35 | &nbsp;&nbsp;&nbsp; 140 | 145892 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/12/31 | &nbsp;&nbsp;&nbsp; 50 | 44026 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | &nbsp;&nbsp;&nbsp; 110 | 102785 |
| &nbsp;&nbsp;&nbsp; 3.05%, 08/12/51 | &nbsp;&nbsp;&nbsp; 30 | 18925 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/60 | &nbsp;&nbsp;&nbsp; 50 | 29294 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/11/27 | &nbsp;&nbsp;&nbsp; 45 | 44383 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/12/61 | &nbsp;&nbsp;&nbsp; 40 | 23763 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/49 | &nbsp;&nbsp;&nbsp; 230 | 151283 |
| &nbsp;&nbsp;&nbsp; 3.73%, 12/08/47 | &nbsp;&nbsp;&nbsp; 165 | 120659 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 | &nbsp;&nbsp;&nbsp; 150 | 147433 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/05/29 | &nbsp;&nbsp;&nbsp; 65 | 64403 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/11/47 | &nbsp;&nbsp;&nbsp; 100 | 77332 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/05/32 | &nbsp;&nbsp;&nbsp; 150 | 145579 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/25/40 | &nbsp;&nbsp;&nbsp; 25 | 22672 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/25/50 | &nbsp;&nbsp;&nbsp; 60 | 50593 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/10/28 | &nbsp;&nbsp;&nbsp; 120 | 121830 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/05/52 | &nbsp;&nbsp;&nbsp; 30 | 25669 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/60 | &nbsp;&nbsp;&nbsp; 65 | 54529 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/05/62 | &nbsp;&nbsp;&nbsp; 30 | 25247 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/10/30 | &nbsp;&nbsp;&nbsp; 140 | 144067 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/21/34 | &nbsp;&nbsp;&nbsp; 75 | 76328 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/33 | &nbsp;&nbsp;&nbsp; 180 | 184688 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/21/54 | &nbsp;&nbsp;&nbsp; 130 | 123847 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/43 | &nbsp;&nbsp;&nbsp; 180 | 177283 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/53 | &nbsp;&nbsp;&nbsp; 220 | 211073 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/10/63 | &nbsp;&nbsp;&nbsp; 85 | 82190 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 | &nbsp;&nbsp;&nbsp; 85 | 60541 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/29 | &nbsp;&nbsp;&nbsp; 55 | 55212 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/32 | &nbsp;&nbsp;&nbsp; 70 | 71468 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/34 | &nbsp;&nbsp;&nbsp; 100 | 101115 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/52 | &nbsp;&nbsp;&nbsp; 95 | 88155 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/62 | &nbsp;&nbsp;&nbsp; 60 | 57325 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 | &nbsp;&nbsp;&nbsp; 80 | 72798 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/50 | &nbsp;&nbsp;&nbsp; 30 | 19930 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/60 | &nbsp;&nbsp;&nbsp; 44 | 28189 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | &nbsp;&nbsp;&nbsp; 93 | 93144 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/49 | &nbsp;&nbsp;&nbsp; 60 | 55915 |
| Marvell Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/15/28 | &nbsp;&nbsp;&nbsp; 37 | 35613 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/31 | &nbsp;&nbsp;&nbsp; 70 | 64960 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | &nbsp;&nbsp;&nbsp; 60 | 60864 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/22/28 | &nbsp;&nbsp;&nbsp; 80 | 81373 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/29 | &nbsp;&nbsp;&nbsp; 15 | 15677 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10720 |
| Microchip Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/28 | &nbsp;&nbsp;&nbsp; 135 | 136987 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | &nbsp;&nbsp;&nbsp; 55 | 56158 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/30 | &nbsp;&nbsp;&nbsp; 40 | 40935 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/32 | &nbsp;&nbsp;&nbsp; 55 | 49300 |
| &nbsp;&nbsp;&nbsp; 3.37%, 11/01/41 | &nbsp;&nbsp;&nbsp; 55 | 42461 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/15/30 | &nbsp;&nbsp;&nbsp; $40 | $40503 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/31 | &nbsp;&nbsp;&nbsp; 25 | 25931 |
| &nbsp;&nbsp;&nbsp; 5.33%, 02/06/29 | &nbsp;&nbsp;&nbsp; 76 | 78380 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/32 | &nbsp;&nbsp;&nbsp; 50 | 52627 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/35 | &nbsp;&nbsp;&nbsp; 40 | 42289 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/09/33 | &nbsp;&nbsp;&nbsp; 75 | 79890 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/15/33 | &nbsp;&nbsp;&nbsp; 65 | 69365 |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/01/35 | &nbsp;&nbsp;&nbsp; 80 | 85861 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/15/28 | &nbsp;&nbsp;&nbsp; 75 | 71204 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/31 | &nbsp;&nbsp;&nbsp; 80 | 72332 |
| &nbsp;&nbsp;&nbsp; 2.85%, 04/01/30 | &nbsp;&nbsp;&nbsp; 91 | 87251 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/40 | &nbsp;&nbsp;&nbsp; 94 | 81018 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/50 | &nbsp;&nbsp;&nbsp; 135 | 102961 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/60 | &nbsp;&nbsp;&nbsp; 37 | 28170 |
| NXP BV/NXP Funding LLC, 5.55%, 12/01/28 | &nbsp;&nbsp;&nbsp; 60 | 62135 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/31 | &nbsp;&nbsp;&nbsp; 75 | 67952 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/15/32 | &nbsp;&nbsp;&nbsp; 85 | 76094 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 | &nbsp;&nbsp;&nbsp; 45 | 33327 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 | &nbsp;&nbsp;&nbsp; 72 | 70985 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/11/41 | &nbsp;&nbsp;&nbsp; 80 | 61058 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/30/51 | &nbsp;&nbsp;&nbsp; 20 | 13416 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/01/30 | &nbsp;&nbsp;&nbsp; 39 | 37609 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/19/28 | &nbsp;&nbsp;&nbsp; 10 | 10027 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/18/29 | &nbsp;&nbsp;&nbsp; 100 | 100137 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/27 | &nbsp;&nbsp;&nbsp; 5 | 5019 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | &nbsp;&nbsp;&nbsp; 40 | 40676 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/19/35 | &nbsp;&nbsp;&nbsp; 100 | 101686 |
| ON Semiconductor Corp., 3.88%, 09/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39081 |
| Qorvo Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 27472 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/29 | &nbsp;&nbsp;&nbsp; 74 | 72869 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 05/20/28 | &nbsp;&nbsp;&nbsp; 55 | 51768 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/20/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 80 | 68618 |
| &nbsp;&nbsp;&nbsp; 2.15%, 05/20/30 | &nbsp;&nbsp;&nbsp; 35 | 32290 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/27 | &nbsp;&nbsp;&nbsp; 75 | 74469 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | &nbsp;&nbsp;&nbsp; 60 | 42249 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/20/32 | &nbsp;&nbsp;&nbsp; 5 | 5022 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 | &nbsp;&nbsp;&nbsp; 135 | 115456 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/30 | &nbsp;&nbsp;&nbsp; 5 | 5091 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 | &nbsp;&nbsp;&nbsp; 85 | 73298 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/20/35 | &nbsp;&nbsp;&nbsp; 65 | 65666 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 | &nbsp;&nbsp;&nbsp; 105 | 107987 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 | &nbsp;&nbsp;&nbsp; 40 | 37264 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/20/33 | &nbsp;&nbsp;&nbsp; 55 | 58622 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/53 | &nbsp;&nbsp;&nbsp; 85 | 91339 |
| SK Hynix, Inc., 2.38%, 01/19/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 181611 |
| Skyworks Solutions Inc., 3.00%, 06/01/31 | &nbsp;&nbsp;&nbsp; 52 | 47267 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 | &nbsp;&nbsp;&nbsp; 80 | 72811 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/31 | &nbsp;&nbsp;&nbsp; 30 | 26703 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/04/29 | &nbsp;&nbsp;&nbsp; 40 | 37723 |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | &nbsp;&nbsp;&nbsp; 30 | 18806 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/27 | &nbsp;&nbsp;&nbsp; 57 | 56271 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/16/32 | &nbsp;&nbsp;&nbsp; 30 | 28935 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 | &nbsp;&nbsp;&nbsp; 70 | 63190 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/16/52 | &nbsp;&nbsp;&nbsp; 20 | 16332 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | &nbsp;&nbsp;&nbsp; 104 | 87154 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/23/30 | &nbsp;&nbsp;&nbsp; 60 | 61249 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/28 | &nbsp;&nbsp;&nbsp; $50 | $50814 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 | &nbsp;&nbsp;&nbsp; 75 | 77443 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/53 | &nbsp;&nbsp;&nbsp; 30 | 28098 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/18/63 | &nbsp;&nbsp;&nbsp; 70 | 64357 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/08/54<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 55 | 52876 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/25/31 | &nbsp;&nbsp;&nbsp; 200 | 183113 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/25/41 | &nbsp;&nbsp;&nbsp; 205 | 167982 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/52 | &nbsp;&nbsp;&nbsp; 325 | 311526 |
| TSMC Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/28/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189599 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/28/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 176838 |
| Xilinx Inc., 2.38%, 06/01/30 | &nbsp;&nbsp;&nbsp; 101 | 94013 |
|  |  | 12403836 |
| **Software — 1.5%** | **Software — 1.5%** | **Software — 1.5%** |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 | &nbsp;&nbsp;&nbsp; 120 | 117852 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 | &nbsp;&nbsp;&nbsp; 61 | 57209 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/17/28 | &nbsp;&nbsp;&nbsp; 50 | 51053 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/04/29 | &nbsp;&nbsp;&nbsp; 50 | 51426 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/04/27 | &nbsp;&nbsp;&nbsp; 5 | 5069 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/04/34 | &nbsp;&nbsp;&nbsp; 60 | 62283 |
| Atlassian Corp., 5.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 50 | 51335 |
| Autodesk Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | &nbsp;&nbsp;&nbsp; 95 | 84916 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/15/30 | &nbsp;&nbsp;&nbsp; 65 | 61626 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/27 | &nbsp;&nbsp;&nbsp; 47 | 46653 |
| Broadridge Financial Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/01/31 | &nbsp;&nbsp;&nbsp; 85 | 77392 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 | &nbsp;&nbsp;&nbsp; 70 | 66471 |
| Cadence Design Systems Inc., 4.70%, 09/10/34 | &nbsp;&nbsp;&nbsp; 95 | 95510 |
| Concentrix Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 08/02/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61917 |
| &nbsp;&nbsp;&nbsp; 6.85%, 08/02/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 45 | 44874 |
| &nbsp;&nbsp;&nbsp; Constellation Software Inc./Canada, 5.46%, <br> 02/16/34<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 40648 |
| Elastic NV, 4.13%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38521 |
| Electronic Arts Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 | &nbsp;&nbsp;&nbsp; 70 | 67824 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/15/51<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4724 |
| Fair Isaac Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 64063 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 102959 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 45 | 42562 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/01/31 | &nbsp;&nbsp;&nbsp; 35 | 31280 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/41 | &nbsp;&nbsp;&nbsp; 51 | 38197 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 30 | 25508 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 | &nbsp;&nbsp;&nbsp; 55 | 56385 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/27 | &nbsp;&nbsp;&nbsp; 115 | 111629 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 99 | 91078 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 | &nbsp;&nbsp;&nbsp; 230 | 222485 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/28 | &nbsp;&nbsp;&nbsp; 65 | 64746 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/49 | &nbsp;&nbsp;&nbsp; 142 | 113238 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/34 | &nbsp;&nbsp;&nbsp; 60 | 59746 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/11/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 80 | 80298 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/31 | &nbsp;&nbsp;&nbsp; 15 | 15417 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/02/28 | &nbsp;&nbsp;&nbsp; 110 | 112536 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | &nbsp;&nbsp;&nbsp; 75 | 76379 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/21/33 | &nbsp;&nbsp;&nbsp; 115 | 118865 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Intuit Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 07/15/27 | &nbsp;&nbsp;&nbsp; $42 | $40403 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 42 | 37746 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/15/28 | &nbsp;&nbsp;&nbsp; 70 | 72264 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/33 | &nbsp;&nbsp;&nbsp; 70 | 73493 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/53 | &nbsp;&nbsp;&nbsp; 85 | 85392 |
| Open Text Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 63529 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 66372 |
| &nbsp;&nbsp;&nbsp; 6.90%, 12/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 57047 |
| Open Text Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 57286 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 47 | 43811 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/25/28 | &nbsp;&nbsp;&nbsp; 500 | 476834 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 500 | 465318 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | &nbsp;&nbsp;&nbsp; 200 | 195912 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/40 | &nbsp;&nbsp;&nbsp; 500 | 385898 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 | &nbsp;&nbsp;&nbsp; 100 | 65335 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 | &nbsp;&nbsp;&nbsp; 1000 | 696220 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/45 | &nbsp;&nbsp;&nbsp; 400 | 302098 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/55 | &nbsp;&nbsp;&nbsp; 800 | 585163 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/26/32 | &nbsp;&nbsp;&nbsp; 800 | 786504 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/26/35 | &nbsp;&nbsp;&nbsp; 800 | 784116 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/26/65 | &nbsp;&nbsp;&nbsp; 400 | 372389 |
| Paychex Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 100 | 102809 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/15/32 | &nbsp;&nbsp;&nbsp; 30 | 31204 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/35 | &nbsp;&nbsp;&nbsp; 100 | 105048 |
| PTC Inc., 4.00%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29618 |
| RingCentral Inc., 8.50%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31941 |
| Roper Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/15/27 | &nbsp;&nbsp;&nbsp; 45 | 42982 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/31 | &nbsp;&nbsp;&nbsp; 66 | 57863 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/30/30 | &nbsp;&nbsp;&nbsp; 70 | 63294 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 55 | 52594 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/15/26 | &nbsp;&nbsp;&nbsp; 49 | 48885 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/28 | &nbsp;&nbsp;&nbsp; 45 | 45132 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/28 | &nbsp;&nbsp;&nbsp; 10 | 10043 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/34 | &nbsp;&nbsp;&nbsp; 75 | 75243 |
| ServiceNow Inc., 1.40%, 09/01/30 | &nbsp;&nbsp;&nbsp; 150 | 132271 |
| Synopsys Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/27 | &nbsp;&nbsp;&nbsp; 100 | 100705 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/28 | &nbsp;&nbsp;&nbsp; 100 | 101261 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 | &nbsp;&nbsp;&nbsp; 140 | 143080 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/32 | &nbsp;&nbsp;&nbsp; 35 | 35878 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/35 | &nbsp;&nbsp;&nbsp; 145 | 148179 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/55 | &nbsp;&nbsp;&nbsp; 115 | 115363 |
| Twilio Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/29 | &nbsp;&nbsp;&nbsp; 35 | 33849 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/31 | &nbsp;&nbsp;&nbsp; 35 | 33432 |
| VMware LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/15/31 | &nbsp;&nbsp;&nbsp; 120 | 106924 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/21/27 | &nbsp;&nbsp;&nbsp; 115 | 114823 |
| Workday Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 65 | 64557 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | &nbsp;&nbsp;&nbsp; 25 | 24684 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/32 | &nbsp;&nbsp;&nbsp; 125 | 120027 |
| &nbsp;&nbsp;&nbsp; ZoomInfo Technologies LLC/ZoomInfo Finance Corp., <br> 3.88%, 02/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 37868 |
|  |  | 10237361 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications — 2.3%** | **Telecommunications — 2.3%** | **Telecommunications — 2.3%** |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/07/30 | &nbsp;&nbsp;&nbsp; $10 | $9438 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/42 | &nbsp;&nbsp;&nbsp; 30 | 26393 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/22/49 | &nbsp;&nbsp;&nbsp; 75 | 64039 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/30/40 | &nbsp;&nbsp;&nbsp; 195 | 210578 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/35 | &nbsp;&nbsp;&nbsp; 90 | 99937 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/01/28 | &nbsp;&nbsp;&nbsp; 700 | 665724 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/27 | &nbsp;&nbsp;&nbsp; 200 | 194957 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/31 | &nbsp;&nbsp;&nbsp; 200 | 184375 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | &nbsp;&nbsp;&nbsp; 800 | 637180 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 | &nbsp;&nbsp;&nbsp; 1500 | 1031996 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 | &nbsp;&nbsp;&nbsp; 1000 | 681137 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/30 | &nbsp;&nbsp;&nbsp; 500 | 502756 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | &nbsp;&nbsp;&nbsp; 500 | 486062 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 600 | 532172 |
| Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/15/52 | &nbsp;&nbsp;&nbsp; 40 | 28647 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/49 | &nbsp;&nbsp;&nbsp; 40 | 32106 |
| &nbsp;&nbsp;&nbsp; 4.46%, 04/01/48 | &nbsp;&nbsp;&nbsp; 90 | 75257 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/11/33 | &nbsp;&nbsp;&nbsp; 60 | 61198 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/34 | &nbsp;&nbsp;&nbsp; 5 | 5101 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/54<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29029 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/15/55, (5-year CMT + 2.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 77775 |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/15/55, (5-year CMT + 2.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 84478 |
| &nbsp;&nbsp;&nbsp; Series US-4, 3.65%, 03/17/51 | &nbsp;&nbsp;&nbsp; 45 | 32766 |
| &nbsp;&nbsp;&nbsp; Series US-5, 2.15%, 02/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4339 |
| Ciena Corp., 4.00%, 01/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28966 |
| CommScope LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 61 | 61003 |
| &nbsp;&nbsp;&nbsp; 7.13%, 07/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 52 | 52185 |
| &nbsp;&nbsp;&nbsp; 8.25%, 03/01/27<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 55 | 55248 |
| &nbsp;&nbsp;&nbsp; 9.50%, 12/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 72 | 73012 |
| CommScope Technologies LLC, 5.00%, 03/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49960 |
| &nbsp;&nbsp;&nbsp; Connect Finco SARL/Connect U.S. Finco LLC, 9.00%, <br> 09/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 135 | 143583 |
| Corning Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/49 | &nbsp;&nbsp;&nbsp; 27 | 21316 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/57 | &nbsp;&nbsp;&nbsp; 57 | 46888 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/37 | &nbsp;&nbsp;&nbsp; 14 | 13765 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/48 | &nbsp;&nbsp;&nbsp; 41 | 40317 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/79 | &nbsp;&nbsp;&nbsp; 70 | 64721 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/40 | &nbsp;&nbsp;&nbsp; 41 | 43058 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/68 | &nbsp;&nbsp;&nbsp; 20 | 19883 |
| Frontier Communications Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75388 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30044 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/29 | &nbsp;&nbsp;&nbsp; 50 | 50755 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 71113 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 65673 |
| &nbsp;&nbsp;&nbsp; 8.63%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 58097 |
| &nbsp;&nbsp;&nbsp; 8.75%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 83543 |
| Frontier Florida LLC, Series E, 6.86%, 02/01/28 | &nbsp;&nbsp;&nbsp; 50 | 52108 |
| Level 3 Financing Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 49356 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 35295 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 60065 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 52605 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/30/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 117255 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/31/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 128194 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| Lumen Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $23 | $23082 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 29 | 28129 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13872 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13959 |
| &nbsp;&nbsp;&nbsp; 10.00%, 10/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40512 |
| &nbsp;&nbsp;&nbsp; Series P, 7.60%, 09/15/39 | &nbsp;&nbsp;&nbsp; 25 | 24324 |
| &nbsp;&nbsp;&nbsp; Series U, 7.65%, 03/15/42 | &nbsp;&nbsp;&nbsp; 20 | 19271 |
| Motorola Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/23/28 | &nbsp;&nbsp;&nbsp; 100 | 101039 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 | &nbsp;&nbsp;&nbsp; 95 | 96194 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29 | &nbsp;&nbsp;&nbsp; 10 | 10258 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | &nbsp;&nbsp;&nbsp; 70 | 72442 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/44 | &nbsp;&nbsp;&nbsp; 40 | 39360 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | &nbsp;&nbsp;&nbsp; 85 | 88563 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/32 | &nbsp;&nbsp;&nbsp; 50 | 52697 |
| Nokia OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/12/27 | &nbsp;&nbsp;&nbsp; 30 | 30014 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/39 | &nbsp;&nbsp;&nbsp; 35 | 37624 |
| NTT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.57%, 07/16/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201568 |
| &nbsp;&nbsp;&nbsp; 4.62%, 07/16/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 298853 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/16/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204291 |
| &nbsp;&nbsp;&nbsp; 5.17%, 07/16/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206169 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/16/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 287316 |
| Orange SA, 5.50%, 02/06/44 | &nbsp;&nbsp;&nbsp; 100 | 99591 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/49 | &nbsp;&nbsp;&nbsp; 40 | 29282 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/32 | &nbsp;&nbsp;&nbsp; 130 | 122971 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/48 | &nbsp;&nbsp;&nbsp; 10 | 8124 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/01/49 | &nbsp;&nbsp;&nbsp; 65 | 52503 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/42 | &nbsp;&nbsp;&nbsp; 65 | 56417 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/43 | &nbsp;&nbsp;&nbsp; 25 | 21340 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 100 | 81240 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/29 | &nbsp;&nbsp;&nbsp; 30 | 30590 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/44 | &nbsp;&nbsp;&nbsp; 60 | 54552 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/82, (5-year CMT + 3.59%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 62 | 61667 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/34 | &nbsp;&nbsp;&nbsp; 60 | 60878 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/01/43 | &nbsp;&nbsp;&nbsp; 20 | 19134 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/15/55, (5-year CMT + 2.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 78331 |
| &nbsp;&nbsp;&nbsp; 7.13%, 04/15/55, (5-year CMT + 2.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 73960 |
| &nbsp;&nbsp;&nbsp; 7.50%, 08/15/38 | &nbsp;&nbsp;&nbsp; 45 | 52621 |
| Telecom Italia Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/30/34 | &nbsp;&nbsp;&nbsp; 20 | 20525 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/33 | &nbsp;&nbsp;&nbsp; 40 | 42121 |
| &nbsp;&nbsp;&nbsp; 7.20%, 07/18/36 | &nbsp;&nbsp;&nbsp; 35 | 38203 |
| &nbsp;&nbsp;&nbsp; 7.72%, 06/04/38 | &nbsp;&nbsp;&nbsp; 35 | 38820 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/13/32 | &nbsp;&nbsp;&nbsp; 70 | 64693 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 | &nbsp;&nbsp;&nbsp; 35 | 34743 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/55, (5-year CMT + 2.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51315 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/55, (5-year CMT + 2.71%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52294 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/18/30 | &nbsp;&nbsp;&nbsp; 92 | 81029 |
| &nbsp;&nbsp;&nbsp; 1.68%, 10/30/30 | &nbsp;&nbsp;&nbsp; 50 | 44311 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/20/31 | &nbsp;&nbsp;&nbsp; 145 | 128083 |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/22/28 | &nbsp;&nbsp;&nbsp; 129 | 123706 |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 | &nbsp;&nbsp;&nbsp; 316 | 279286 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/21/31 | &nbsp;&nbsp;&nbsp; 214 | 195813 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/20/40 | &nbsp;&nbsp;&nbsp; 129 | 93822 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/03/41 | &nbsp;&nbsp;&nbsp; 65 | 47458 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/20/50 | &nbsp;&nbsp;&nbsp; $195 | $123287 |
| &nbsp;&nbsp;&nbsp; 2.99%, 10/30/56 | &nbsp;&nbsp;&nbsp; 200 | 121859 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/22/27 | &nbsp;&nbsp;&nbsp; 37 | 36987 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/60 | &nbsp;&nbsp;&nbsp; 122 | 72972 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/22/30 | &nbsp;&nbsp;&nbsp; 89 | 85410 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/22/41 | &nbsp;&nbsp;&nbsp; 257 | 203053 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/22/51 | &nbsp;&nbsp;&nbsp; 224 | 162474 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/22/61 | &nbsp;&nbsp;&nbsp; 190 | 131951 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/42 | &nbsp;&nbsp;&nbsp; 55 | 44558 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/08/29 | &nbsp;&nbsp;&nbsp; 89 | 88548 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/52 | &nbsp;&nbsp;&nbsp; 70 | 53065 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/22/50 | &nbsp;&nbsp;&nbsp; 89 | 69253 |
| &nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 | &nbsp;&nbsp;&nbsp; 233 | 231350 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/16/27 | &nbsp;&nbsp;&nbsp; 5 | 5010 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/46 | &nbsp;&nbsp;&nbsp; 85 | 69193 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/15/36 | &nbsp;&nbsp;&nbsp; 25 | 23611 |
| &nbsp;&nbsp;&nbsp; 4.33%, 09/21/28 | &nbsp;&nbsp;&nbsp; 125 | 125982 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 | &nbsp;&nbsp;&nbsp; 142 | 137969 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/10/33 | &nbsp;&nbsp;&nbsp; 156 | 154703 |
| &nbsp;&nbsp;&nbsp; 4.52%, 09/15/48 | &nbsp;&nbsp;&nbsp; 105 | 89631 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/15/55 | &nbsp;&nbsp;&nbsp; 50 | 42507 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | &nbsp;&nbsp;&nbsp; 150 | 150901 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/41 | &nbsp;&nbsp;&nbsp; 47 | 43216 |
| &nbsp;&nbsp;&nbsp; 4.78%, 02/15/35 | &nbsp;&nbsp;&nbsp; 185 | 183663 |
| &nbsp;&nbsp;&nbsp; 4.81%, 03/15/39 | &nbsp;&nbsp;&nbsp; 89 | 85734 |
| &nbsp;&nbsp;&nbsp; 4.86%, 08/21/46 | &nbsp;&nbsp;&nbsp; 145 | 130975 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 100 | 100118 |
| &nbsp;&nbsp;&nbsp; 5.01%, 04/15/49 | &nbsp;&nbsp;&nbsp; 55 | 50311 |
| &nbsp;&nbsp;&nbsp; 5.01%, 08/21/54 | &nbsp;&nbsp;&nbsp; 60 | 53994 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/09/33 | &nbsp;&nbsp;&nbsp; 45 | 46411 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/35 | &nbsp;&nbsp;&nbsp; 205 | 209967 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/16/37 | &nbsp;&nbsp;&nbsp; 110 | 111766 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/02/37<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 124 | 126831 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/16/47 | &nbsp;&nbsp;&nbsp; 32 | 31385 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/23/54<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 70 | 68440 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/35 | &nbsp;&nbsp;&nbsp; 32 | 34371 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/30/55 | &nbsp;&nbsp;&nbsp; 200 | 201715 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/30/65 | &nbsp;&nbsp;&nbsp; 140 | 141500 |
| &nbsp;&nbsp;&nbsp; 6.40%, 09/15/33 | &nbsp;&nbsp;&nbsp; 32 | 35513 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/43 | &nbsp;&nbsp;&nbsp; 57 | 63266 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/30 | &nbsp;&nbsp;&nbsp; 40 | 46047 |
| Viasat Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49898 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24413 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33219 |
| Viavi Solutions Inc., 3.75%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28571 |
|  |  | 15655394 |
| **Toys, Games & Hobbies — 0.0%** | **Toys, Games & Hobbies — 0.0%** | **Toys, Games & Hobbies — 0.0%** |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/27 | &nbsp;&nbsp;&nbsp; 20 | 19780 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 | &nbsp;&nbsp;&nbsp; 90 | 88424 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/44 | &nbsp;&nbsp;&nbsp; 40 | 35712 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/34 | &nbsp;&nbsp;&nbsp; 30 | 31825 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/15/40 | &nbsp;&nbsp;&nbsp; 45 | 47628 |
|  |  | 223369 |
| **Transportation — 0.2%** | **Transportation — 0.2%** | **Transportation — 0.2%** |
| CH Robinson Worldwide Inc., 4.20%, 04/15/28 | &nbsp;&nbsp;&nbsp; 30 | 30088 |
| &nbsp;&nbsp;&nbsp; Empresa de Transporte de Pasajeros Metro SA, <br> 4.70%, 05/07/50<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 178146 |
| JB Hunt Transport Services Inc., 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 65 | 66475 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| MTR Corp. Ltd., 1.63%, 08/19/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $200 | $181951 |
| RXO Inc., 7.50%, 11/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25490 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/01/27 | &nbsp;&nbsp;&nbsp; 65 | 64014 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/26 | &nbsp;&nbsp;&nbsp; 20 | 19776 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/27 | &nbsp;&nbsp;&nbsp; 40 | 40123 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 | &nbsp;&nbsp;&nbsp; 15 | 15363 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/30 | &nbsp;&nbsp;&nbsp; 45 | 46245 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/28 | &nbsp;&nbsp;&nbsp; 45 | 46246 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 30 | 31087 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/29 | &nbsp;&nbsp;&nbsp; 30 | 31344 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 15 | 15506 |
| &nbsp;&nbsp;&nbsp; 6.30%, 12/01/28 | &nbsp;&nbsp;&nbsp; 20 | 21211 |
| &nbsp;&nbsp;&nbsp; 6.60%, 12/01/33 | &nbsp;&nbsp;&nbsp; 55 | 61667 |
| SF Holding Investment 2021 Ltd., 3.13%, 11/17/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189220 |
| XPO CNW Inc., 6.70%, 05/01/34 | &nbsp;&nbsp;&nbsp; 20 | 21249 |
| XPO Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 86849 |
| &nbsp;&nbsp;&nbsp; 7.13%, 06/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52229 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47360 |
|  |  | 1271639 |
| **Water — 0.1%** | **Water — 0.1%** | **Water — 0.1%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/01/30 | &nbsp;&nbsp;&nbsp; 75 | 71233 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/27 | &nbsp;&nbsp;&nbsp; 5 | 4920 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/51 | &nbsp;&nbsp;&nbsp; 25 | 17257 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/29 | &nbsp;&nbsp;&nbsp; 92 | 90306 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/01/50 | &nbsp;&nbsp;&nbsp; 34 | 24699 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/28 | &nbsp;&nbsp;&nbsp; 50 | 49795 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/47 | &nbsp;&nbsp;&nbsp; 46 | 35913 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 20 | 16427 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | &nbsp;&nbsp;&nbsp; 37 | 30345 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | &nbsp;&nbsp;&nbsp; 25 | 20682 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/42 | &nbsp;&nbsp;&nbsp; 32 | 28122 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/01/45 | &nbsp;&nbsp;&nbsp; 20 | 17433 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/32 | &nbsp;&nbsp;&nbsp; 65 | 65306 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 | &nbsp;&nbsp;&nbsp; 20 | 20706 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/35 | &nbsp;&nbsp;&nbsp; 120 | 124338 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | &nbsp;&nbsp;&nbsp; 55 | 54322 |
| &nbsp;&nbsp;&nbsp; 6.59%, 10/15/37 | &nbsp;&nbsp;&nbsp; 55 | 62915 |
|  |  | 734719 |
| **Total Corporate Bonds & Notes — 30.7%** <br>**(Cost: $213,807,757)** | **Total Corporate Bonds & Notes — 30.7%** <br>**(Cost: $213,807,757)** | 210379849 |
| **Foreign Government Obligations** | **Foreign Government Obligations** | **Foreign Government Obligations** |
| **Argentina — 0.3%** | **Argentina — 0.3%** | **Argentina — 0.3%** |
| Argentina Bonar Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/09/29 | &nbsp;&nbsp;&nbsp; 48 | 39330 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/09/30<sup>(g)</sup> | &nbsp;&nbsp;&nbsp; 284 | 222607 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/09/35<sup>(g)</sup> | &nbsp;&nbsp;&nbsp; 250 | 175256 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/09/41<sup>(g)</sup> | &nbsp;&nbsp;&nbsp; 50 | 32851 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/09/38<sup>(g)</sup> | &nbsp;&nbsp;&nbsp; 190 | 137910 |
| Argentina Republic Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/09/29 | &nbsp;&nbsp;&nbsp; 80 | 69568 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/09/30<sup>(c)(g)</sup> | &nbsp;&nbsp;&nbsp; 376 | 310353 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/09/46<sup>(g)</sup> | &nbsp;&nbsp;&nbsp; 62 | 42703 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/09/35<sup>(c)(g)</sup> | &nbsp;&nbsp;&nbsp; 525 | 373076 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/09/41<sup>(c)(g)</sup> | &nbsp;&nbsp;&nbsp; 280 | 186437 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Argentina (continued)** | **Argentina (continued)** | **Argentina (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/09/38<sup>(g)</sup> | &nbsp;&nbsp;&nbsp; $290 | $215941 |
|  |  | 1806032 |
| **Belgium — 0.0%** | **Belgium — 0.0%** | **Belgium — 0.0%** |
| &nbsp;&nbsp;&nbsp; Kingdom of Belgium Government International Bonds, <br> 4.88%, 06/10/55<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 184501 |
| **Brazil — 0.2%** | **Brazil — 0.2%** | **Brazil — 0.2%** |
| Brazil Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/27/45 | &nbsp;&nbsp;&nbsp; 200 | 162231 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/07/41 | &nbsp;&nbsp;&nbsp; 300 | 282006 |
| &nbsp;&nbsp;&nbsp; 7.13%, 01/20/37 | &nbsp;&nbsp;&nbsp; 125 | 137921 |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/20/34 | &nbsp;&nbsp;&nbsp; 260 | 303893 |
| &nbsp;&nbsp;&nbsp; 10.13%, 05/15/27<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 120 | 129648 |
|  |  | 1015699 |
| **Bulgaria — 0.0%** | **Bulgaria — 0.0%** | **Bulgaria — 0.0%** |
| &nbsp;&nbsp;&nbsp; Bulgaria Government International Bonds, 5.00%, <br> 03/05/37<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 70 | 70152 |
| **Canada — 0.7%** | **Canada — 0.7%** | **Canada — 0.7%** |
| Canada Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/26/28 | &nbsp;&nbsp;&nbsp; 190 | 191033 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/30 | &nbsp;&nbsp;&nbsp; 20 | 20311 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 155 | 160288 |
| CDP Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39100 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/25/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 238524 |
| CPPIB Capital Inc., 4.25%, 07/20/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 269306 |
| Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/27 | &nbsp;&nbsp;&nbsp; 155 | 153631 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/07/27 | &nbsp;&nbsp;&nbsp; 140 | 140395 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/14/28 | &nbsp;&nbsp;&nbsp; 130 | 130877 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/29 | &nbsp;&nbsp;&nbsp; 165 | 167767 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/05/34 | &nbsp;&nbsp;&nbsp; 60 | 63304 |
| Ontario Teachers' Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 221988 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/16/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 227196 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5143 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 07/22/30 | &nbsp;&nbsp;&nbsp; 125 | 112063 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/28 | &nbsp;&nbsp;&nbsp; 30 | 29777 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/24/34 | &nbsp;&nbsp;&nbsp; 50 | 51132 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/29/31 | &nbsp;&nbsp;&nbsp; 90 | 79398 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/27/30 | &nbsp;&nbsp;&nbsp; 205 | 206128 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/06/33 | &nbsp;&nbsp;&nbsp; 110 | 110417 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/24/28 | &nbsp;&nbsp;&nbsp; 10 | 10221 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/12/34 | &nbsp;&nbsp;&nbsp; 115 | 119035 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/28 | &nbsp;&nbsp;&nbsp; 145 | 149622 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/11/35 | &nbsp;&nbsp;&nbsp; 115 | 118774 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/24/29 | &nbsp;&nbsp;&nbsp; 125 | 129839 |
| &nbsp;&nbsp;&nbsp; 7.25%, 09/01/36 | &nbsp;&nbsp;&nbsp; 20 | 24717 |
| Province of Manitoba Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/27/33 | &nbsp;&nbsp;&nbsp; 5 | 5034 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/31/34 | &nbsp;&nbsp;&nbsp; 65 | 67833 |
| Province of New Brunswick Canada, 3.63%, 02/24/28 | &nbsp;&nbsp;&nbsp; 20 | 19949 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 05/21/27 | &nbsp;&nbsp;&nbsp; 65 | 62564 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/07/30 | &nbsp;&nbsp;&nbsp; 125 | 110421 |
| &nbsp;&nbsp;&nbsp; 1.60%, 02/25/31 | &nbsp;&nbsp;&nbsp; 75 | 67136 |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/14/31 | &nbsp;&nbsp;&nbsp; 125 | 111143 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/02/29 | &nbsp;&nbsp;&nbsp; 95 | 89257 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 2.13%, 01/21/32 | &nbsp;&nbsp;&nbsp; $75 | $67483 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/19/27 | &nbsp;&nbsp;&nbsp; 80 | 79338 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/17/29 | &nbsp;&nbsp;&nbsp; 20 | 20001 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/04/30 | &nbsp;&nbsp;&nbsp; 5 | 5029 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/18/29 | &nbsp;&nbsp;&nbsp; 160 | 162554 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | &nbsp;&nbsp;&nbsp; 5 | 5186 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/11/35 | &nbsp;&nbsp;&nbsp; 110 | 114343 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/24/34 | &nbsp;&nbsp;&nbsp; 100 | 105729 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 05/28/30 | &nbsp;&nbsp;&nbsp; 90 | 81145 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/21/31 | &nbsp;&nbsp;&nbsp; 60 | 54245 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/12/27 | &nbsp;&nbsp;&nbsp; 68 | 67134 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/13/28 | &nbsp;&nbsp;&nbsp; 165 | 164965 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/05/34 | &nbsp;&nbsp;&nbsp; 30 | 29985 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/03/29 | &nbsp;&nbsp;&nbsp; 105 | 107713 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/08/33 | &nbsp;&nbsp;&nbsp; 105 | 107426 |
| &nbsp;&nbsp;&nbsp; Series PD, 7.50%, 09/15/29 | &nbsp;&nbsp;&nbsp; 50 | 56604 |
| Province of Saskatchewan Canada, 3.25%, 06/08/27 | &nbsp;&nbsp;&nbsp; 5 | 4966 |
| PSP Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/26/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 37812 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/02/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5008 |
|  |  | 4979989 |
| **Chile — 0.2%** | **Chile — 0.2%** | **Chile — 0.2%** |
| Chile Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/27/32 | &nbsp;&nbsp;&nbsp; 200 | 179305 |
| &nbsp;&nbsp;&nbsp; 3.24%, 02/06/28 | &nbsp;&nbsp;&nbsp; 200 | 196325 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/25/50 | &nbsp;&nbsp;&nbsp; 200 | 150128 |
| &nbsp;&nbsp;&nbsp; 3.86%, 06/21/47 | &nbsp;&nbsp;&nbsp; 200 | 162758 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/52 | &nbsp;&nbsp;&nbsp; 200 | 161538 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/05/36 | &nbsp;&nbsp;&nbsp; 200 | 202636 |
|  |  | 1052690 |
| **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** |
| Colombia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 200 | 196432 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 | &nbsp;&nbsp;&nbsp; 200 | 148543 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/18/41 | &nbsp;&nbsp;&nbsp; 300 | 267038 |
| &nbsp;&nbsp;&nbsp; 7.38%, 09/18/37 | &nbsp;&nbsp;&nbsp; 200 | 205429 |
|  |  | 817442 |
| **Costa Rica — 0.0%** | **Costa Rica — 0.0%** | **Costa Rica — 0.0%** |
| &nbsp;&nbsp;&nbsp; Costa Rica Government International Bonds, 6.55%, <br> 04/03/34<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 215095 |
| **Denmark — 0.0%** | **Denmark — 0.0%** | **Denmark — 0.0%** |
| Kommunekredit, 4.63%, 03/05/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202104 |
| **Finland — 0.0%** | **Finland — 0.0%** | **Finland — 0.0%** |
| Kuntarahoitus OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/09/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19978 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5048 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/13/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202397 |
|  |  | 227423 |
| **France — 0.3%** | **France — 0.3%** | **France — 0.3%** |
| &nbsp;&nbsp;&nbsp; Agence Francaise de Developpement EPIC, 4.50%, <br> 03/05/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 406783 |
| Caisse d'Amortissement de la Dette Sociale |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/21/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8717 |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/20/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 291138 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/24/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 309912 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/24/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 525 | 527401 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/22/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 209578 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; Caisse des Depots et Consignations, 4.25%, <br> 01/31/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; $200 | $200620 |
| SFIL SA, 5.00%, 04/26/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202878 |
|  |  | 2157027 |
| **Hong Kong — 0.1%** | **Hong Kong — 0.1%** | **Hong Kong — 0.1%** |
| Airport Authority |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/12/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 195466 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/04/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 137917 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203692 |
| Hong Kong Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/02/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 178567 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/07/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199274 |
|  |  | 914916 |
| **Hungary — 0.1%** | **Hungary — 0.1%** | **Hungary — 0.1%** |
| Hungary Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/22/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 171739 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/16/34<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202518 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/26/36<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200176 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/22/32<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 213533 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/29/41 | &nbsp;&nbsp;&nbsp; 140 | 165222 |
|  |  | 953188 |
| **Indonesia — 0.4%** | **Indonesia — 0.4%** | **Indonesia — 0.4%** |
| Indonesia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/14/30 | &nbsp;&nbsp;&nbsp; 200 | 189098 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/12/51 | &nbsp;&nbsp;&nbsp; 200 | 134967 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/23/61 | &nbsp;&nbsp;&nbsp; 200 | 130610 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/18/29 | &nbsp;&nbsp;&nbsp; 200 | 194649 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/11/48 | &nbsp;&nbsp;&nbsp; 200 | 174077 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/11/28 | &nbsp;&nbsp;&nbsp; 200 | 201543 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/20/32 | &nbsp;&nbsp;&nbsp; 200 | 201525 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/11/33 | &nbsp;&nbsp;&nbsp; 200 | 202128 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/10/54<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 400 | 387702 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/44<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 232357 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/17/38<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 100 | 124677 |
| Perusahaan Penerbit SBSN Indonesia III |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/09/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 181685 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/06/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200721 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/06/32<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202203 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/02/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205561 |
|  |  | 2963503 |
| **Israel — 0.2%** | **Israel — 0.2%** | **Israel — 0.2%** |
| Israel Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/12/29 | &nbsp;&nbsp;&nbsp; 200 | 205958 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/19/30 | &nbsp;&nbsp;&nbsp; 200 | 206944 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/12/34 | &nbsp;&nbsp;&nbsp; 200 | 208113 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/19/35 | &nbsp;&nbsp;&nbsp; 200 | 209760 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/12/54 | &nbsp;&nbsp;&nbsp; 200 | 194907 |
| State of Israel |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/15/50 | &nbsp;&nbsp;&nbsp; 200 | 136447 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/13/60<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 137063 |
|  |  | 1299192 |
| **Italy — 0.1%** | **Italy — 0.1%** | **Italy — 0.1%** |
| Republic of Italy Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/17/29 | &nbsp;&nbsp;&nbsp; 200 | 192354 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/06/51 | &nbsp;&nbsp;&nbsp; 260 | 194998 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/17/49 | &nbsp;&nbsp;&nbsp; 20 | 15513 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/33 | &nbsp;&nbsp;&nbsp; 55 | 58702 |
|  |  | 461567 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Japan — 0.1%** | **Japan — 0.1%** | **Japan — 0.1%** |
| Development Bank of Japan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 08/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $15 | $13160 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/28/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8775 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/20/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8847 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/28/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10041 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/28/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5017 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/30/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205245 |
| Japan International Cooperation Agency |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/27/27 | &nbsp;&nbsp;&nbsp; 15 | 14779 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/23/28 | &nbsp;&nbsp;&nbsp; 200 | 201159 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/21/29 | &nbsp;&nbsp;&nbsp; 215 | 221745 |
|  |  | 688768 |
| **Kazakhstan — 0.1%** | **Kazakhstan — 0.1%** | **Kazakhstan — 0.1%** |
| Kazakhstan Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.71%, 04/09/35<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197615 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/14/44<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 185086 |
|  |  | 382701 |
| **Kuwait — 0.1%** | **Kuwait — 0.1%** | **Kuwait — 0.1%** |
| Kuwait International Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198613 |
| &nbsp;&nbsp;&nbsp; 4.14%, 10/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200044 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/09/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200454 |
|  |  | 599111 |
| **Malaysia — 0.0%** | **Malaysia — 0.0%** | **Malaysia — 0.0%** |
| Malaysia Sovereign Sukuk Bhd, 4.24%, 04/22/45<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 182622 |
| **Netherlands — 0.1%** | **Netherlands — 0.1%** | **Netherlands — 0.1%** |
| BNG Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/19/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 219458 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/25/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 208694 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5047 |
| Nederlandse Waterschapsbank NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 48890 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 176546 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/28/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5109 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5153 |
|  |  | 668897 |
| **Norway — 0.1%** | **Norway — 0.1%** | **Norway — 0.1%** |
| Kommunalbanken AS |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 06/14/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 178664 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/24/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203706 |
|  |  | 382370 |
| **Panama — 0.2%** | **Panama — 0.2%** | **Panama — 0.2%** |
| Panama Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/29/32 | &nbsp;&nbsp;&nbsp; 200 | 163201 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/47 | &nbsp;&nbsp;&nbsp; 400 | 313676 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/16/50 | &nbsp;&nbsp;&nbsp; 200 | 152372 |
| &nbsp;&nbsp;&nbsp; 6.70%, 01/26/36 | &nbsp;&nbsp;&nbsp; 100 | 106279 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/01/57 | &nbsp;&nbsp;&nbsp; 200 | 231346 |
| &nbsp;&nbsp;&nbsp; 8.88%, 09/30/27 | &nbsp;&nbsp;&nbsp; 55 | 58905 |
| &nbsp;&nbsp;&nbsp; 9.38%, 04/01/29 | &nbsp;&nbsp;&nbsp; 100 | 113437 |
|  |  | 1139216 |
| **Paraguay — 0.0%** | **Paraguay — 0.0%** | **Paraguay — 0.0%** |
| &nbsp;&nbsp;&nbsp; Paraguay Government International Bonds, 3.85%, <br> 06/28/33<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 186805 |
| **Peru — 0.2%** | **Peru — 0.2%** | **Peru — 0.2%** |
| Peru Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.86%, 12/01/32 | &nbsp;&nbsp;&nbsp; 100 | 83209 |
| &nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 | &nbsp;&nbsp;&nbsp; 145 | 134480 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Peru (continued)** | **Peru (continued)** | **Peru (continued)** |
| &nbsp;&nbsp;&nbsp; 2.78%, 12/01/60 | &nbsp;&nbsp;&nbsp; $65 | $36556 |
| &nbsp;&nbsp;&nbsp; 2.84%, 06/20/30 | &nbsp;&nbsp;&nbsp; 25 | 23545 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/34 | &nbsp;&nbsp;&nbsp; 110 | 96163 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/11/41 | &nbsp;&nbsp;&nbsp; 70 | 54650 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 | &nbsp;&nbsp;&nbsp; 75 | 53796 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/72 | &nbsp;&nbsp;&nbsp; 85 | 54841 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/30/36 | &nbsp;&nbsp;&nbsp; 122 | 125396 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/18/50 | &nbsp;&nbsp;&nbsp; 100 | 99152 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/30/55 | &nbsp;&nbsp;&nbsp; 100 | 104866 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/14/37 | &nbsp;&nbsp;&nbsp; 70 | 78184 |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/21/33 | &nbsp;&nbsp;&nbsp; 110 | 139204 |
|  |  | 1084042 |
| **Poland — 0.2%** | **Poland — 0.2%** | **Poland — 0.2%** |
| Bank Gospodarstwa Krajowego, 5.75%, 07/09/34<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212114 |
| Republic of Poland Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/12/30 | &nbsp;&nbsp;&nbsp; 140 | 144526 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/04/33 | &nbsp;&nbsp;&nbsp; 90 | 91567 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/18/34 | &nbsp;&nbsp;&nbsp; 100 | 102786 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/12/35 | &nbsp;&nbsp;&nbsp; 105 | 109646 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/16/27 | &nbsp;&nbsp;&nbsp; 80 | 82424 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/04/53 | &nbsp;&nbsp;&nbsp; 215 | 209413 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/18/54 | &nbsp;&nbsp;&nbsp; 200 | 194812 |
|  |  | 1147288 |
| **Qatar — 0.2%** | **Qatar — 0.2%** | **Qatar — 0.2%** |
| Qatar Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/16/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198548 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/14/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200609 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/16/50<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 181352 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/02/46<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 188988 |
| &nbsp;&nbsp;&nbsp; 4.82%, 03/14/49<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 193241 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/27/35<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 210080 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/23/48<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201266 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/20/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 218700 |
|  |  | 1592784 |
| **Romania — 0.1%** | **Romania — 0.1%** | **Romania — 0.1%** |
| Romanian Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/27/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 60 | 58892 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/14/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 100 | 90201 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/27/32<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 66 | 59839 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/14/51<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 100 | 68529 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/48<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 60 | 49642 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/25/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 60 | 60780 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/25/34<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50465 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/22/44<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 60 | 57677 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/30/34<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206304 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/17/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 110 | 114442 |
| &nbsp;&nbsp;&nbsp; 7.13%, 01/17/33<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 100 | 108314 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/17/53<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 50 | 54877 |
|  |  | 979962 |
| **South Africa — 0.1%** | **South Africa — 0.1%** | **South Africa — 0.1%** |
| &nbsp;&nbsp;&nbsp; Republic of South Africa Government <br> International Bonds<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 09/30/29 | &nbsp;&nbsp;&nbsp; 200 | 199925 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/27/47 | &nbsp;&nbsp;&nbsp; 200 | 169391 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/08/41 | &nbsp;&nbsp;&nbsp; 125 | 120510 |
|  |  | 489826 |
| **South Korea — 0.1%** | **South Korea — 0.1%** | **South Korea — 0.1%** |
| Korea Development Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/28 | &nbsp;&nbsp;&nbsp; 200 | 202410 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/27 | &nbsp;&nbsp;&nbsp; 200 | 201889 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **South Korea (continued)** | **South Korea (continued)** | **South Korea (continued)** |
| Korea International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/15/31 | &nbsp;&nbsp;&nbsp; $200 | $179418 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/03/29 | &nbsp;&nbsp;&nbsp; 200 | 205505 |
| &nbsp;&nbsp;&nbsp; Korea Mine Rehabilitation & Mineral Resources Corp., <br> 5.13%, 05/08/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 206023 |
|  |  | 995245 |
| **Supranational — 1.7%** | **Supranational — 1.7%** | **Supranational — 1.7%** |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/18/29 | &nbsp;&nbsp;&nbsp; 100 | 99637 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/30 | &nbsp;&nbsp;&nbsp; 15 | 15218 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/25/27 | &nbsp;&nbsp;&nbsp; 90 | 90485 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/03/27 | &nbsp;&nbsp;&nbsp; 120 | 121770 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/14/28 | &nbsp;&nbsp;&nbsp; 95 | 96696 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/12/35 | &nbsp;&nbsp;&nbsp; 5 | 5166 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/04/27 | &nbsp;&nbsp;&nbsp; 85 | 85843 |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/24/29 | &nbsp;&nbsp;&nbsp; 15 | 15245 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 | &nbsp;&nbsp;&nbsp; 25 | 25832 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/11/27 | &nbsp;&nbsp;&nbsp; 35 | 35509 |
| European Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/25/29 | &nbsp;&nbsp;&nbsp; 115 | 116896 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/13/34 | &nbsp;&nbsp;&nbsp; 90 | 91728 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/09/28 | &nbsp;&nbsp;&nbsp; 40 | 40707 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/14/31 | &nbsp;&nbsp;&nbsp; 15 | 13288 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/27 | &nbsp;&nbsp;&nbsp; 765 | 743632 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/09/29 | &nbsp;&nbsp;&nbsp; 45 | 41859 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/29 | &nbsp;&nbsp;&nbsp; 300 | 283361 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | &nbsp;&nbsp;&nbsp; 20 | 19890 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/15/30 | &nbsp;&nbsp;&nbsp; 15 | 14992 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/29 | &nbsp;&nbsp;&nbsp; 935 | 940513 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/14/33 | &nbsp;&nbsp;&nbsp; 5 | 4969 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/28 | &nbsp;&nbsp;&nbsp; 10 | 10078 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/29 | &nbsp;&nbsp;&nbsp; 20 | 20274 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/34 | &nbsp;&nbsp;&nbsp; 345 | 349436 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/16/32 | &nbsp;&nbsp;&nbsp; 185 | 189481 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/19/27 | &nbsp;&nbsp;&nbsp; 60 | 60573 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/10/31 | &nbsp;&nbsp;&nbsp; 5 | 5169 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/28 | &nbsp;&nbsp;&nbsp; 405 | 415727 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/30 | &nbsp;&nbsp;&nbsp; 350 | 362213 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/12/35 | &nbsp;&nbsp;&nbsp; 200 | 209246 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 | &nbsp;&nbsp;&nbsp; 25 | 25977 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/16/27 | &nbsp;&nbsp;&nbsp; 85 | 80694 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/20/28 | &nbsp;&nbsp;&nbsp; 150 | 140968 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/13/31 | &nbsp;&nbsp;&nbsp; 195 | 171874 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/13/27 | &nbsp;&nbsp;&nbsp; 150 | 146478 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/18/29 | &nbsp;&nbsp;&nbsp; 176 | 168259 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/07/27 | &nbsp;&nbsp;&nbsp; 120 | 117767 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/18/28 | &nbsp;&nbsp;&nbsp; 214 | 211669 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/07/42 | &nbsp;&nbsp;&nbsp; 5 | 4150 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/14/29 | &nbsp;&nbsp;&nbsp; 210 | 209308 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/12/33 | &nbsp;&nbsp;&nbsp; 165 | 160910 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/17/31 | &nbsp;&nbsp;&nbsp; 30 | 29789 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/14/30 | &nbsp;&nbsp;&nbsp; 5 | 5025 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/28/41 | &nbsp;&nbsp;&nbsp; 75 | 68238 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/12/28 | &nbsp;&nbsp;&nbsp; 115 | 116072 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/29 | &nbsp;&nbsp;&nbsp; 235 | 238977 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/27 | &nbsp;&nbsp;&nbsp; 75 | 75599 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/17/34 | &nbsp;&nbsp;&nbsp; 45 | 46243 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/44 | &nbsp;&nbsp;&nbsp; 29 | 27749 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/30 | &nbsp;&nbsp;&nbsp; $240 | $248219 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/24/27 | &nbsp;&nbsp;&nbsp; 224 | 212047 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/26/30 | &nbsp;&nbsp;&nbsp; 161 | 140873 |
| &nbsp;&nbsp;&nbsp; 0.85%, 02/10/27<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19300 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/14/30 | &nbsp;&nbsp;&nbsp; 179 | 158901 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/13/28 | &nbsp;&nbsp;&nbsp; 345 | 323141 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/10/31 | &nbsp;&nbsp;&nbsp; 191 | 169101 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/20/28 | &nbsp;&nbsp;&nbsp; 250 | 237789 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/03/31 | &nbsp;&nbsp;&nbsp; 225 | 199619 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/29 | &nbsp;&nbsp;&nbsp; 220 | 205347 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/22/27 | &nbsp;&nbsp;&nbsp; 115 | 112707 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/27 | &nbsp;&nbsp;&nbsp; 205 | 203610 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/12/28 | &nbsp;&nbsp;&nbsp; 240 | 239786 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/21/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50053 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/16/29 | &nbsp;&nbsp;&nbsp; 300 | 303007 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/14/30 | &nbsp;&nbsp;&nbsp; 185 | 186820 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/28/34 | &nbsp;&nbsp;&nbsp; 225 | 223262 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/25/30 | &nbsp;&nbsp;&nbsp; 85 | 86266 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/10/31 | &nbsp;&nbsp;&nbsp; 300 | 304363 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/27/35 | &nbsp;&nbsp;&nbsp; 250 | 256049 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 225 | 231195 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/32 | &nbsp;&nbsp;&nbsp; 300 | 313552 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/14/33 | &nbsp;&nbsp;&nbsp; 225 | 237549 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/35 | &nbsp;&nbsp;&nbsp; 20 | 21068 |
| Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/08/27 | &nbsp;&nbsp;&nbsp; 40 | 39848 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/09/30 | &nbsp;&nbsp;&nbsp; 10 | 10052 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/28/29 | &nbsp;&nbsp;&nbsp; 170 | 173422 |
|  |  | 11478125 |
| **Sweden — 0.1%** | **Sweden — 0.1%** | **Sweden — 0.1%** |
| Kommuninvest I Sverige AB, 3.50%, 08/25/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19948 |
| Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/22/27 | &nbsp;&nbsp;&nbsp; 235 | 230607 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/13/27 | &nbsp;&nbsp;&nbsp; 25 | 25043 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/14/28 | &nbsp;&nbsp;&nbsp; 45 | 45551 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 15 | 15269 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/04/30 | &nbsp;&nbsp;&nbsp; 65 | 68235 |
|  |  | 404653 |
| **United Arab Emirates — 0.3%** | **United Arab Emirates — 0.3%** | **United Arab Emirates — 0.3%** |
| Abu Dhabi Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 03/02/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 178174 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/15/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 177460 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189816 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/11/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197688 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/30/49<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 145867 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/16/50<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 165062 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/11/47<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 174568 |
| Dubai DOF Sukuk Ltd., 2.76%, 09/09/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189230 |
| &nbsp;&nbsp;&nbsp; Finance Department Government of Sharjah, 3.63%, <br> 03/10/33<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 180275 |
| Sharjah Sukuk Program Ltd., 3.23%, 10/23/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189197 |
| &nbsp;&nbsp;&nbsp; UAE International Government Bonds, 2.88%, <br> 10/19/41<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 310103 |
|  |  | 2097440 |
| **United Kingdom — 0.0%** | **United Kingdom — 0.0%** | **United Kingdom — 0.0%** |
| Bank of England Euro Note, 4.50%, 03/05/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 232419 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Uruguay — 0.1%** | **Uruguay — 0.1%** | **Uruguay — 0.1%** |
| Uruguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/20/45 | &nbsp;&nbsp;&nbsp; $100 | $88501 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/23/31 | &nbsp;&nbsp;&nbsp; 110 | 111515 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/20/55 | &nbsp;&nbsp;&nbsp; 128 | 118233 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/18/50 | &nbsp;&nbsp;&nbsp; 169 | 161784 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/28/34 | &nbsp;&nbsp;&nbsp; 50 | 53418 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/21/36 | &nbsp;&nbsp;&nbsp; 70 | 85118 |
| &nbsp;&nbsp;&nbsp; 7.88%, 01/15/33, (7.88% PIK)<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 85 | 101757 |
|  |  | 720326 |
| **Total Foreign Government Obligations — 6.5%** <br>**(Cost: $45,037,008)** | **Total Foreign Government Obligations — 6.5%** <br>**(Cost: $45,037,008)** | 44773120 |
| **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** |
| **Mortgage-Backed Securities — 21.2%** | **Mortgage-Backed Securities — 21.2%** | **Mortgage-Backed Securities — 21.2%** |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/52 | &nbsp;&nbsp;&nbsp; 2214 | 1812065 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 960 | 821461 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 133 | 113468 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/54 | &nbsp;&nbsp;&nbsp; 420 | 359587 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/29 | &nbsp;&nbsp;&nbsp; 165 | 163503 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 397 | 353713 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/48 | &nbsp;&nbsp;&nbsp; 30 | 28695 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/55 | &nbsp;&nbsp;&nbsp; 241 | 235637 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/54 | &nbsp;&nbsp;&nbsp; 430 | 429776 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52 | &nbsp;&nbsp;&nbsp; 133 | 136238 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/53 | &nbsp;&nbsp;&nbsp; 520 | 529365 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/55 | &nbsp;&nbsp;&nbsp; 201 | 207040 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/55 | &nbsp;&nbsp;&nbsp; 386 | 393153 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/55 | &nbsp;&nbsp;&nbsp; 522 | 530240 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/54 | &nbsp;&nbsp;&nbsp; 284 | 291569 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/54 | &nbsp;&nbsp;&nbsp; 405 | 419337 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/54 | &nbsp;&nbsp;&nbsp; 258 | 265291 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/55 | &nbsp;&nbsp;&nbsp; 48 | 49584 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/55 | &nbsp;&nbsp;&nbsp; 388 | 399323 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/55 | &nbsp;&nbsp;&nbsp; 118 | 122395 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | &nbsp;&nbsp;&nbsp; 203 | 207362 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/55 | &nbsp;&nbsp;&nbsp; 69 | 70433 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/55 | &nbsp;&nbsp;&nbsp; 876 | 897058 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/55 | &nbsp;&nbsp;&nbsp; 168 | 172733 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/55 | &nbsp;&nbsp;&nbsp; 349 | 358052 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 32 | 33324 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/54 | &nbsp;&nbsp;&nbsp; 196 | 204843 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/55 | &nbsp;&nbsp;&nbsp; 121 | 126727 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/55 | &nbsp;&nbsp;&nbsp; 191 | 200488 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/55 | &nbsp;&nbsp;&nbsp; 126 | 131802 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily <br> Structured Pass-Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.03%, 09/25/28 | &nbsp;&nbsp;&nbsp; 250 | 238382 |
| &nbsp;&nbsp;&nbsp; Series K070, Class A2, 3.30%, 11/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198003 |
| &nbsp;&nbsp;&nbsp; Series K115, Class A2, 1.38%, 06/25/30 | &nbsp;&nbsp;&nbsp; 50 | 44802 |
| &nbsp;&nbsp;&nbsp; Series K131, Class A2, 1.85%, 07/25/31 | &nbsp;&nbsp;&nbsp; 1000 | 894810 |
| &nbsp;&nbsp;&nbsp; Series K739, Class A2, 1.34%, 09/25/27 | &nbsp;&nbsp;&nbsp; 177 | 169939 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-M3, Class A2, 2.56%, 12/25/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 119 | 116899 |
| &nbsp;&nbsp;&nbsp; Series 2018-M12, Class A2, 3.75%, 08/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49283 |
| &nbsp;&nbsp;&nbsp; Series 2021-M13, Class A2, 1.65%, 04/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 340 | 300557 |
| &nbsp;&nbsp;&nbsp; Series 2021-M17, Class A2, 1.71%, 07/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 221975 |
| &nbsp;&nbsp;&nbsp; Series 2022-M1, Class A2, 1.72%, 10/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 490 | 428612 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/20/50 | &nbsp;&nbsp;&nbsp; $134 | $111619 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/20/50 | &nbsp;&nbsp;&nbsp; 357 | 298208 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/20/51 | &nbsp;&nbsp;&nbsp; 3497 | 2917381 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/20/51 | &nbsp;&nbsp;&nbsp; 1357 | 1132214 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/20/51 | &nbsp;&nbsp;&nbsp; 947 | 789854 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/20/51 | &nbsp;&nbsp;&nbsp; 328 | 273644 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/20/50 | &nbsp;&nbsp;&nbsp; 427 | 371517 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/20/51 | &nbsp;&nbsp;&nbsp; 153 | 132768 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/20/51 | &nbsp;&nbsp;&nbsp; 100 | 87005 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/20/51 | &nbsp;&nbsp;&nbsp; 2850 | 2476219 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/20/51 | &nbsp;&nbsp;&nbsp; 719 | 624820 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/20/52 | &nbsp;&nbsp;&nbsp; 1484 | 1289175 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/20/52 | &nbsp;&nbsp;&nbsp; 284 | 246584 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/45 | &nbsp;&nbsp;&nbsp; 26 | 23535 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/45 | &nbsp;&nbsp;&nbsp; 3 | 2842 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/20/46 | &nbsp;&nbsp;&nbsp; 3 | 2838 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/46 | &nbsp;&nbsp;&nbsp; 206 | 188480 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/46 | &nbsp;&nbsp;&nbsp; 2 | 1737 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/46 | &nbsp;&nbsp;&nbsp; 8 | 7512 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/46 | &nbsp;&nbsp;&nbsp; 74 | 68047 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/20/49 | &nbsp;&nbsp;&nbsp; 38 | 35044 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/49 | &nbsp;&nbsp;&nbsp; 25 | 22483 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/49 | &nbsp;&nbsp;&nbsp; 840 | 760877 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/50 | &nbsp;&nbsp;&nbsp; 291 | 264062 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/50 | &nbsp;&nbsp;&nbsp; 97 | 88050 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/50 | &nbsp;&nbsp;&nbsp; 133 | 120561 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/51 | &nbsp;&nbsp;&nbsp; 873 | 788657 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/51 | &nbsp;&nbsp;&nbsp; 738 | 666892 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/20/51 | &nbsp;&nbsp;&nbsp; 484 | 436740 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp; 112 | 101298 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/52 | &nbsp;&nbsp;&nbsp; 742 | 669556 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/42 | &nbsp;&nbsp;&nbsp; 598 | 566578 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/47 | &nbsp;&nbsp;&nbsp; 342 | 321039 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/47 | &nbsp;&nbsp;&nbsp; 656 | 615712 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/20/48 | &nbsp;&nbsp;&nbsp; 119 | 111459 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/49 | &nbsp;&nbsp;&nbsp; 288 | 270228 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/49 | &nbsp;&nbsp;&nbsp; 182 | 169976 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/49 | &nbsp;&nbsp;&nbsp; 120 | 112428 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/49 | &nbsp;&nbsp;&nbsp; 50 | 47166 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/50 | &nbsp;&nbsp;&nbsp; 268 | 250866 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/52 | &nbsp;&nbsp;&nbsp; 748 | 697222 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/20/52 | &nbsp;&nbsp;&nbsp; 266 | 247400 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/20/49 | &nbsp;&nbsp;&nbsp; 641 | 619606 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/20/50 | &nbsp;&nbsp;&nbsp; 36 | 34384 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/20/52 | &nbsp;&nbsp;&nbsp; 75 | 71436 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/20/52 | &nbsp;&nbsp;&nbsp; 274 | 262109 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/20/52 | &nbsp;&nbsp;&nbsp; 635 | 608298 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/20/52 | &nbsp;&nbsp;&nbsp; 186 | 177831 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 550 | 521398 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/41 | &nbsp;&nbsp;&nbsp; 144 | 145151 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/20/48 | &nbsp;&nbsp;&nbsp; 72 | 71435 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/20/49 | &nbsp;&nbsp;&nbsp; 143 | 142513 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/53 | &nbsp;&nbsp;&nbsp; 561 | 551214 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/54 | &nbsp;&nbsp;&nbsp; 477 | 467199 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/20/54 | &nbsp;&nbsp;&nbsp; 471 | 461522 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 900 | 880119 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/20/52 | &nbsp;&nbsp;&nbsp; 38 | 38348 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/52 | &nbsp;&nbsp;&nbsp; 391 | 393856 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/20/52 | &nbsp;&nbsp;&nbsp; 305 | 306812 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/20/53 | &nbsp;&nbsp;&nbsp; 268 | 268725 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/53 | &nbsp;&nbsp;&nbsp; $116 | $116600 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/53 | &nbsp;&nbsp;&nbsp; 284 | 284785 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/20/54 | &nbsp;&nbsp;&nbsp; 126 | 126232 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/54 | &nbsp;&nbsp;&nbsp; 973 | 972288 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 640 | 639230 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/20/52 | &nbsp;&nbsp;&nbsp; 499 | 507502 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/20/53 | &nbsp;&nbsp;&nbsp; 50 | 50928 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/20/53 | &nbsp;&nbsp;&nbsp; 275 | 279103 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/20/53 | &nbsp;&nbsp;&nbsp; 108 | 109383 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/20/53 | &nbsp;&nbsp;&nbsp; 146 | 148157 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/20/53 | &nbsp;&nbsp;&nbsp; 241 | 245586 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/20/53 | &nbsp;&nbsp;&nbsp; 538 | 546347 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/20/54 | &nbsp;&nbsp;&nbsp; 577 | 582686 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/20/54 | &nbsp;&nbsp;&nbsp; 418 | 422774 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1009878 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/20/53 | &nbsp;&nbsp;&nbsp; 89 | 91126 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/20/53 | &nbsp;&nbsp;&nbsp; 136 | 139463 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/20/54 | &nbsp;&nbsp;&nbsp; 607 | 618774 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/20/54 | &nbsp;&nbsp;&nbsp; 747 | 761905 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 750 | 764400 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/20/55 | &nbsp;&nbsp;&nbsp; 154 | 157254 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/20/55 | &nbsp;&nbsp;&nbsp; 128 | 131114 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/20/53 | &nbsp;&nbsp;&nbsp; 18 | 18762 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 300 | 309246 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/20/55 | &nbsp;&nbsp;&nbsp; 447 | 461193 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/20/55 | &nbsp;&nbsp;&nbsp; 214 | 221063 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/20/55 | &nbsp;&nbsp;&nbsp; 153 | 157510 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/20/55 | &nbsp;&nbsp;&nbsp; 178 | 183873 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/01/36 | &nbsp;&nbsp;&nbsp; 126 | 114072 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/01/36 | &nbsp;&nbsp;&nbsp; 50 | 45288 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/01/37 | &nbsp;&nbsp;&nbsp; 1027 | 926249 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/01/37 | &nbsp;&nbsp;&nbsp; 1292 | 1162941 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/37 | &nbsp;&nbsp;&nbsp; 100 | 90128 |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/01/37 | &nbsp;&nbsp;&nbsp; 88 | 79069 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 200 | 180144 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/01/50 | &nbsp;&nbsp;&nbsp; 389 | 302754 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/01/51 | &nbsp;&nbsp;&nbsp; 558 | 433758 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/51 | &nbsp;&nbsp;&nbsp; 408 | 317571 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/01/51 | &nbsp;&nbsp;&nbsp; 785 | 610684 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/01/51 | &nbsp;&nbsp;&nbsp; 1413 | 1099211 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/35 | &nbsp;&nbsp;&nbsp; 35 | 32264 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/36 | &nbsp;&nbsp;&nbsp; 561 | 522773 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/36 | &nbsp;&nbsp;&nbsp; 113 | 104595 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/36 | &nbsp;&nbsp;&nbsp; 42 | 38601 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/36 | &nbsp;&nbsp;&nbsp; 82 | 76210 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/36 | &nbsp;&nbsp;&nbsp; 463 | 428438 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/01/36 | &nbsp;&nbsp;&nbsp; 309 | 286139 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/36 | &nbsp;&nbsp;&nbsp; 559 | 518348 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/36 | &nbsp;&nbsp;&nbsp; 181 | 167780 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/36 | &nbsp;&nbsp;&nbsp; 163 | 150551 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/36 | &nbsp;&nbsp;&nbsp; 353 | 326862 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/37 | &nbsp;&nbsp;&nbsp; 473 | 439025 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/37 | &nbsp;&nbsp;&nbsp; 595 | 551171 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/37 | &nbsp;&nbsp;&nbsp; 1548 | 1431276 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/37 | &nbsp;&nbsp;&nbsp; 235 | 217363 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/37 | &nbsp;&nbsp;&nbsp; 516 | 476385 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 100 | 92434 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/50 | &nbsp;&nbsp;&nbsp; 225 | 185608 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/01/50 | &nbsp;&nbsp;&nbsp; 667 | 554708 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/50 | &nbsp;&nbsp;&nbsp; 292 | 241013 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/50 | &nbsp;&nbsp;&nbsp; $668 | $550639 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/50 | &nbsp;&nbsp;&nbsp; 1480 | 1217641 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/50 | &nbsp;&nbsp;&nbsp; 50 | 41744 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/51 | &nbsp;&nbsp;&nbsp; 601 | 495463 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/51 | &nbsp;&nbsp;&nbsp; 303 | 249347 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/51 | &nbsp;&nbsp;&nbsp; 1881 | 1548822 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/51 | &nbsp;&nbsp;&nbsp; 1138 | 935644 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/51 | &nbsp;&nbsp;&nbsp; 935 | 770067 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/51 | &nbsp;&nbsp;&nbsp; 708 | 584360 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/51 | &nbsp;&nbsp;&nbsp; 543 | 446503 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/01/51 | &nbsp;&nbsp;&nbsp; 1741 | 1428541 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/51 | &nbsp;&nbsp;&nbsp; 2431 | 2000524 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/51 | &nbsp;&nbsp;&nbsp; 2058 | 1691395 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/51 | &nbsp;&nbsp;&nbsp; 2246 | 1856385 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/52 | &nbsp;&nbsp;&nbsp; 2358 | 1936901 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/52 | &nbsp;&nbsp;&nbsp; 387 | 316894 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 1012 | 828225 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/13/53<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 400 | 325386 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/32 | &nbsp;&nbsp;&nbsp; 208 | 202193 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/34 | &nbsp;&nbsp;&nbsp; 28 | 26235 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/35 | &nbsp;&nbsp;&nbsp; 82 | 78034 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/36 | &nbsp;&nbsp;&nbsp; 65 | 61408 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/36 | &nbsp;&nbsp;&nbsp; 349 | 330684 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/36 | &nbsp;&nbsp;&nbsp; 64 | 60467 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/36 | &nbsp;&nbsp;&nbsp; 255 | 241534 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/36 | &nbsp;&nbsp;&nbsp; 112 | 106474 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/37 | &nbsp;&nbsp;&nbsp; 248 | 234856 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/37 | &nbsp;&nbsp;&nbsp; 281 | 264968 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/37 | &nbsp;&nbsp;&nbsp; 283 | 267489 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 250 | 236222 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/50 | &nbsp;&nbsp;&nbsp; 81 | 70534 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/50 | &nbsp;&nbsp;&nbsp; 1076 | 930417 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/50 | &nbsp;&nbsp;&nbsp; 253 | 217436 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/51 | &nbsp;&nbsp;&nbsp; 253 | 216040 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/51 | &nbsp;&nbsp;&nbsp; 451 | 389219 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/51 | &nbsp;&nbsp;&nbsp; 120 | 102323 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/51 | &nbsp;&nbsp;&nbsp; 1600 | 1373271 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/51 | &nbsp;&nbsp;&nbsp; 1233 | 1067369 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/51 | &nbsp;&nbsp;&nbsp; 1349 | 1162433 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/51 | &nbsp;&nbsp;&nbsp; 940 | 805778 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/51 | &nbsp;&nbsp;&nbsp; 2047 | 1756586 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/51 | &nbsp;&nbsp;&nbsp; 2875 | 2479035 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/52 | &nbsp;&nbsp;&nbsp; 2655 | 2273015 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/52 | &nbsp;&nbsp;&nbsp; 389 | 334987 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 1537 | 1317932 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 175 | 148866 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/30 | &nbsp;&nbsp;&nbsp; 42 | 41756 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/34 | &nbsp;&nbsp;&nbsp; 274 | 265642 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/35 | &nbsp;&nbsp;&nbsp; 25 | 24244 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/35 | &nbsp;&nbsp;&nbsp; 19 | 18079 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/38 | &nbsp;&nbsp;&nbsp; 180 | 173010 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 250 | 240583 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/46 | &nbsp;&nbsp;&nbsp; 77 | 69986 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 490 | 452801 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/48 | &nbsp;&nbsp;&nbsp; 101 | 91917 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/49 | &nbsp;&nbsp;&nbsp; 705 | 645294 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/49 | &nbsp;&nbsp;&nbsp; 998 | 904138 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/50 | &nbsp;&nbsp;&nbsp; 141 | 128070 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/50 | &nbsp;&nbsp;&nbsp; 218 | 194848 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/51 | &nbsp;&nbsp;&nbsp; 62 | 56227 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/51 | &nbsp;&nbsp;&nbsp; 68 | 60760 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/51 | &nbsp;&nbsp;&nbsp; $897 | $806435 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/51 | &nbsp;&nbsp;&nbsp; 362 | 323112 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/51 | &nbsp;&nbsp;&nbsp; 55 | 49154 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/52 | &nbsp;&nbsp;&nbsp; 1022 | 921045 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/52 | &nbsp;&nbsp;&nbsp; 375 | 335266 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 3886 | 3482444 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 825 | 737869 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/34 | &nbsp;&nbsp;&nbsp; 70 | 69339 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 425 | 413329 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/45 | &nbsp;&nbsp;&nbsp; 1382 | 1304115 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/47 | &nbsp;&nbsp;&nbsp; 48 | 45426 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/47 | &nbsp;&nbsp;&nbsp; 499 | 469045 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/47 | &nbsp;&nbsp;&nbsp; 256 | 240859 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/47 | &nbsp;&nbsp;&nbsp; 64 | 59878 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/48 | &nbsp;&nbsp;&nbsp; 307 | 288541 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/49 | &nbsp;&nbsp;&nbsp; 48 | 45595 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/49 | &nbsp;&nbsp;&nbsp; 198 | 186561 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/49 | &nbsp;&nbsp;&nbsp; 290 | 272408 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/49 | &nbsp;&nbsp;&nbsp; 57 | 53922 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | &nbsp;&nbsp;&nbsp; 259 | 241062 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/51 | &nbsp;&nbsp;&nbsp; 1391 | 1300092 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/51 | &nbsp;&nbsp;&nbsp; 613 | 576505 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 770 | 720144 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 259 | 242733 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 500 | 462423 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/37 | &nbsp;&nbsp;&nbsp; 24 | 23432 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/37 | &nbsp;&nbsp;&nbsp; 33 | 32996 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/37 | &nbsp;&nbsp;&nbsp; 46 | 45498 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/38 | &nbsp;&nbsp;&nbsp; 24 | 23707 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/38 | &nbsp;&nbsp;&nbsp; 21 | 20942 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/38 | &nbsp;&nbsp;&nbsp; 13 | 12867 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/39 | &nbsp;&nbsp;&nbsp; 213 | 209772 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/39 | &nbsp;&nbsp;&nbsp; 128 | 126724 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/39<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 875 | 863082 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/47 | &nbsp;&nbsp;&nbsp; 32 | 31167 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/48 | &nbsp;&nbsp;&nbsp; 947 | 915091 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/48 | &nbsp;&nbsp;&nbsp; 286 | 275923 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/49 | &nbsp;&nbsp;&nbsp; 145 | 140489 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/49 | &nbsp;&nbsp;&nbsp; 581 | 561384 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/49 | &nbsp;&nbsp;&nbsp; 205 | 199554 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/50 | &nbsp;&nbsp;&nbsp; 427 | 411832 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/50 | &nbsp;&nbsp;&nbsp; 208 | 200341 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/51 | &nbsp;&nbsp;&nbsp; 1024 | 987403 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 432 | 413687 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/52 | &nbsp;&nbsp;&nbsp; 557 | 533986 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/52 | &nbsp;&nbsp;&nbsp; 520 | 498259 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 700 | 666635 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/49 | &nbsp;&nbsp;&nbsp; 66 | 66136 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/50 | &nbsp;&nbsp;&nbsp; 321 | 318891 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/50 | &nbsp;&nbsp;&nbsp; 117 | 115740 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/52 | &nbsp;&nbsp;&nbsp; 121 | 120536 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 644 | 633649 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/52 | &nbsp;&nbsp;&nbsp; 890 | 876534 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/52 | &nbsp;&nbsp;&nbsp; 1643 | 1620950 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/52 | &nbsp;&nbsp;&nbsp; 37 | 36617 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/52 | &nbsp;&nbsp;&nbsp; 272 | 269625 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/53 | &nbsp;&nbsp;&nbsp; 34 | 33569 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 450 | 440482 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/49 | &nbsp;&nbsp;&nbsp; 21 | 21251 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/52 | &nbsp;&nbsp;&nbsp; 96 | 97359 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/52 | &nbsp;&nbsp;&nbsp; 231 | 233009 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/52 | &nbsp;&nbsp;&nbsp; $339 | $341228 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/52 | &nbsp;&nbsp;&nbsp; 297 | 299384 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/52 | &nbsp;&nbsp;&nbsp; 250 | 252969 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/53 | &nbsp;&nbsp;&nbsp; 715 | 721049 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/53 | &nbsp;&nbsp;&nbsp; 77 | 78219 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/53 | &nbsp;&nbsp;&nbsp; 208 | 208157 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/53 | &nbsp;&nbsp;&nbsp; 177 | 179045 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/54 | &nbsp;&nbsp;&nbsp; 790 | 788617 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/54 | &nbsp;&nbsp;&nbsp; 611 | 611201 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/54 | &nbsp;&nbsp;&nbsp; 995 | 1001998 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/55 | &nbsp;&nbsp;&nbsp; 359 | 360465 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 800 | 798301 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/52 | &nbsp;&nbsp;&nbsp; 93 | 96065 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52 | &nbsp;&nbsp;&nbsp; 139 | 142904 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/52 | &nbsp;&nbsp;&nbsp; 521 | 536787 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/53 | &nbsp;&nbsp;&nbsp; 618 | 637291 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/53 | &nbsp;&nbsp;&nbsp; 647 | 660003 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/53 | &nbsp;&nbsp;&nbsp; 161 | 165349 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/53 | &nbsp;&nbsp;&nbsp; 135 | 138378 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/53 | &nbsp;&nbsp;&nbsp; 1797 | 1827328 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/53 | &nbsp;&nbsp;&nbsp; 40 | 40508 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 538 | 546064 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/54 | &nbsp;&nbsp;&nbsp; 265 | 270689 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/54 | &nbsp;&nbsp;&nbsp; 1141 | 1167654 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 1280 | 1296136 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/55 | &nbsp;&nbsp;&nbsp; 266 | 271404 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/52 | &nbsp;&nbsp;&nbsp; 58 | 59756 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/53 | &nbsp;&nbsp;&nbsp; 59 | 62210 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/53 | &nbsp;&nbsp;&nbsp; 68 | 70733 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/53 | &nbsp;&nbsp;&nbsp; 171 | 175394 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/53 | &nbsp;&nbsp;&nbsp; 266 | 276279 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/53 | &nbsp;&nbsp;&nbsp; 353 | 365826 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/53 | &nbsp;&nbsp;&nbsp; 524 | 539366 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/53 | &nbsp;&nbsp;&nbsp; 164 | 169859 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/54 | &nbsp;&nbsp;&nbsp; 101 | 104600 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/54 | &nbsp;&nbsp;&nbsp; 234 | 240459 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/54 | &nbsp;&nbsp;&nbsp; 1092 | 1126389 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/54 | &nbsp;&nbsp;&nbsp; 974 | 998939 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 500 | 511925 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/55 | &nbsp;&nbsp;&nbsp; 322 | 332158 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | &nbsp;&nbsp;&nbsp; 160 | 165564 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 | &nbsp;&nbsp;&nbsp; 41 | 42623 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/53 | &nbsp;&nbsp;&nbsp; 52 | 53610 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/53 | &nbsp;&nbsp;&nbsp; 427 | 445943 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/01/54 | &nbsp;&nbsp;&nbsp; 606 | 637076 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/54 | &nbsp;&nbsp;&nbsp; 528 | 556222 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 204 | 210787 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 686 | 715104 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/54 | &nbsp;&nbsp;&nbsp; 119 | 124021 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 150 | 155386 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/01/55 | &nbsp;&nbsp;&nbsp; 688 | 717837 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/01/55 | &nbsp;&nbsp;&nbsp; 372 | 387586 |
|  |  | 145177255 |
| **U.S. Government Obligations — 38.9%** | **U.S. Government Obligations — 38.9%** | **U.S. Government Obligations — 38.9%** |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/30/27 | &nbsp;&nbsp;&nbsp; 1100 | 1039199 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/31/27 | &nbsp;&nbsp;&nbsp; 1000 | 955820 |
| &nbsp;&nbsp;&nbsp; 0.50%, 08/31/27 | &nbsp;&nbsp;&nbsp; 780 | 740269 |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/31/27 | &nbsp;&nbsp;&nbsp; 560 | 529003 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/31/27 | &nbsp;&nbsp;&nbsp; 800 | 769625 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/30/27 | &nbsp;&nbsp;&nbsp; 700 | 661418 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 0.63%, 12/31/27 | &nbsp;&nbsp;&nbsp; $1445 | $1362251 |
| &nbsp;&nbsp;&nbsp; 0.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 115 | 101101 |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/15/30 | &nbsp;&nbsp;&nbsp; 2050 | 1788305 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/31/28 | &nbsp;&nbsp;&nbsp; 1700 | 1603578 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/15/30 | &nbsp;&nbsp;&nbsp; 1190 | 1043760 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/31/28 | &nbsp;&nbsp;&nbsp; 1570 | 1471139 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/28/27 | &nbsp;&nbsp;&nbsp; 700 | 679109 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/29/28 | &nbsp;&nbsp;&nbsp; 1585 | 1504636 |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/31/28 | &nbsp;&nbsp;&nbsp; 200 | 187688 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/15/31 | &nbsp;&nbsp;&nbsp; 1015 | 897244 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/15/40 | &nbsp;&nbsp;&nbsp; 640 | 414000 |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/15/40 | &nbsp;&nbsp;&nbsp; 1590 | 1017600 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/30/26 | &nbsp;&nbsp;&nbsp; 1900 | 1855617 |
| &nbsp;&nbsp;&nbsp; 1.25%, 12/31/26 | &nbsp;&nbsp;&nbsp; 1700 | 1657367 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/31/28 | &nbsp;&nbsp;&nbsp; 1720 | 1634672 |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/30/28 | &nbsp;&nbsp;&nbsp; 1400 | 1327922 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/31/28 | &nbsp;&nbsp;&nbsp; 1600 | 1514875 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/30/28 | &nbsp;&nbsp;&nbsp; 1660 | 1568830 |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/30/28 | &nbsp;&nbsp;&nbsp; 1700 | 1598000 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/31 | &nbsp;&nbsp;&nbsp; 1950 | 1707621 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/15/50 | &nbsp;&nbsp;&nbsp; 1482 | 735211 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/31/28 | &nbsp;&nbsp;&nbsp; 650 | 612066 |
| &nbsp;&nbsp;&nbsp; 1.38%, 12/31/28 | &nbsp;&nbsp;&nbsp; 1400 | 1314141 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/31 | &nbsp;&nbsp;&nbsp; 2650 | 2322270 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/40 | &nbsp;&nbsp;&nbsp; 1650 | 1091836 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/15/50 | &nbsp;&nbsp;&nbsp; 1440 | 733500 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/31/27 | &nbsp;&nbsp;&nbsp; 2000 | 1952031 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/30/28 | &nbsp;&nbsp;&nbsp; 1300 | 1226672 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/15/31 | &nbsp;&nbsp;&nbsp; 1800 | 1620984 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/15/50 | &nbsp;&nbsp;&nbsp; 1600 | 869250 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/31/29 | &nbsp;&nbsp;&nbsp; 723 | 685099 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/41 | &nbsp;&nbsp;&nbsp; 1855 | 1275892 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/27 | &nbsp;&nbsp;&nbsp; 1000 | 979258 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/29 | &nbsp;&nbsp;&nbsp; 1050 | 997500 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/32 | &nbsp;&nbsp;&nbsp; 2150 | 1930465 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/41 | &nbsp;&nbsp;&nbsp; 1727 | 1230487 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/51 | &nbsp;&nbsp;&nbsp; 1770 | 1023281 |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/15/51 | &nbsp;&nbsp;&nbsp; 1690 | 967261 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/15/41 | &nbsp;&nbsp;&nbsp; 1300 | 925437 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/50 | &nbsp;&nbsp;&nbsp; 1400 | 847000 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/51 | &nbsp;&nbsp;&nbsp; 699 | 414485 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/27 | &nbsp;&nbsp;&nbsp; 570 | 561005 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/27 | &nbsp;&nbsp;&nbsp; 700 | 685207 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/27 | &nbsp;&nbsp;&nbsp; 1000 | 976289 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/41 | &nbsp;&nbsp;&nbsp; 1435 | 1076698 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/46 | &nbsp;&nbsp;&nbsp; 1033 | 697598 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/49 | &nbsp;&nbsp;&nbsp; 500 | 322813 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/52 | &nbsp;&nbsp;&nbsp; 1483 | 930351 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/27 | &nbsp;&nbsp;&nbsp; 600 | 590016 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/31/29 | &nbsp;&nbsp;&nbsp; 680 | 655669 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/29 | &nbsp;&nbsp;&nbsp; 1000 | 962891 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/15/42 | &nbsp;&nbsp;&nbsp; 1275 | 956848 |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/15/49 | &nbsp;&nbsp;&nbsp; 500 | 330781 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/51 | &nbsp;&nbsp;&nbsp; 1807 | 1176526 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/31/27 | &nbsp;&nbsp;&nbsp; 1030 | 1015596 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/45 | &nbsp;&nbsp;&nbsp; 1075 | 779207 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/46 | &nbsp;&nbsp;&nbsp; 760 | 542569 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/46 | &nbsp;&nbsp;&nbsp; 900 | 640406 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/31/27 | &nbsp;&nbsp;&nbsp; 1400 | 1381187 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 | &nbsp;&nbsp;&nbsp; 1000 | 973203 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/31/29 | &nbsp;&nbsp;&nbsp; 1000 | 968906 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/30/27 | &nbsp;&nbsp;&nbsp; $213 | $210612 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/31/27 | &nbsp;&nbsp;&nbsp; 1000 | 987266 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 1400 | 1378016 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/31/29 | &nbsp;&nbsp;&nbsp; 900 | 877219 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/32 | &nbsp;&nbsp;&nbsp; 2400 | 2255625 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/42 | &nbsp;&nbsp;&nbsp; 290 | 228466 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/42 | &nbsp;&nbsp;&nbsp; 400 | 313813 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 550 | 403391 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/47 | &nbsp;&nbsp;&nbsp; 600 | 438750 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/28 | &nbsp;&nbsp;&nbsp; 1000 | 985547 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/28 | &nbsp;&nbsp;&nbsp; 600 | 590531 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/30/29 | &nbsp;&nbsp;&nbsp; 800 | 783375 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/32 | &nbsp;&nbsp;&nbsp; 2000 | 1900625 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/43 | &nbsp;&nbsp;&nbsp; 200 | 158375 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/45 | &nbsp;&nbsp;&nbsp; 556 | 427164 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/46 | &nbsp;&nbsp;&nbsp; 600 | 454688 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/49 | &nbsp;&nbsp;&nbsp; 200 | 147500 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/52 | &nbsp;&nbsp;&nbsp; 1300 | 937828 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/42 | &nbsp;&nbsp;&nbsp; 250 | 205117 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/44 | &nbsp;&nbsp;&nbsp; 500 | 395547 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/45 | &nbsp;&nbsp;&nbsp; 44 | 34650 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/45 | &nbsp;&nbsp;&nbsp; 400 | 313063 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/47 | &nbsp;&nbsp;&nbsp; 500 | 386172 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/47 | &nbsp;&nbsp;&nbsp; 600 | 462281 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/48 | &nbsp;&nbsp;&nbsp; 800 | 611250 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/48 | &nbsp;&nbsp;&nbsp; 700 | 532109 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/49 | &nbsp;&nbsp;&nbsp; 300 | 227063 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/52 | &nbsp;&nbsp;&nbsp; 1138 | 841409 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/28 | &nbsp;&nbsp;&nbsp; 1100 | 1088570 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/31/29 | &nbsp;&nbsp;&nbsp; 1900 | 1872242 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/43 | &nbsp;&nbsp;&nbsp; 500 | 412500 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/44 | &nbsp;&nbsp;&nbsp; 500 | 404688 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/48 | &nbsp;&nbsp;&nbsp; 550 | 428914 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/27 | &nbsp;&nbsp;&nbsp; 900 | 895957 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/29 | &nbsp;&nbsp;&nbsp; 1618 | 1602452 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/42 | &nbsp;&nbsp;&nbsp; 700 | 595109 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/27 | &nbsp;&nbsp;&nbsp; 833 | 830885 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/15/33 | &nbsp;&nbsp;&nbsp; 1778 | 1726327 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/42 | &nbsp;&nbsp;&nbsp; 826 | 711909 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/15/44 | &nbsp;&nbsp;&nbsp; 100 | 84328 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/27 | &nbsp;&nbsp;&nbsp; 1110 | 1109653 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/28 | &nbsp;&nbsp;&nbsp; 638 | 638000 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/30/28 | &nbsp;&nbsp;&nbsp; 1000 | 1000234 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/29 | &nbsp;&nbsp;&nbsp; 1273 | 1270911 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/30 | &nbsp;&nbsp;&nbsp; 1440 | 1436400 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/30/30 | &nbsp;&nbsp;&nbsp; 800 | 797375 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/33 | &nbsp;&nbsp;&nbsp; 2379 | 2333279 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/27 | &nbsp;&nbsp;&nbsp; 467 | 467766 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/31/28 | &nbsp;&nbsp;&nbsp; 924 | 926887 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/31/28 | &nbsp;&nbsp;&nbsp; 453 | 454486 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/28 | &nbsp;&nbsp;&nbsp; 351 | 352261 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/29 | &nbsp;&nbsp;&nbsp; 1964 | 1969524 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/31/30 | &nbsp;&nbsp;&nbsp; 700 | 701367 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/30 | &nbsp;&nbsp;&nbsp; 1534 | 1535917 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/30/30 | &nbsp;&nbsp;&nbsp; 1707 | 1709000 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/31/30 | &nbsp;&nbsp;&nbsp; 3040 | 3043326 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/30/31 | &nbsp;&nbsp;&nbsp; 750 | 747656 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/43 | &nbsp;&nbsp;&nbsp; 200 | 176219 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/53 | &nbsp;&nbsp;&nbsp; 1114 | 930190 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/53 | &nbsp;&nbsp;&nbsp; 1195 | 996705 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/27 | &nbsp;&nbsp;&nbsp; 2030 | 2034916 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/30/27 | &nbsp;&nbsp;&nbsp; $1720 | $1725442 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/27 | &nbsp;&nbsp;&nbsp; 1124 | 1127995 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/28 | &nbsp;&nbsp;&nbsp; 360 | 362081 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 | &nbsp;&nbsp;&nbsp; 477 | 479944 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/31/28 | &nbsp;&nbsp;&nbsp; 1200 | 1208906 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/31/30 | &nbsp;&nbsp;&nbsp; 1210 | 1218224 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/30/30 | &nbsp;&nbsp;&nbsp; 438 | 441011 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/31/30 | &nbsp;&nbsp;&nbsp; 800 | 804750 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/31/31 | &nbsp;&nbsp;&nbsp; 636 | 638335 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/31/32 | &nbsp;&nbsp;&nbsp; 703 | 701572 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/43 | &nbsp;&nbsp;&nbsp; 300 | 268359 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/31/27 | &nbsp;&nbsp;&nbsp; 1126 | 1131190 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/31/27 | &nbsp;&nbsp;&nbsp; 1930 | 1940329 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/27 | &nbsp;&nbsp;&nbsp; 785 | 790029 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/30/27 | &nbsp;&nbsp;&nbsp; 1223 | 1231748 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/31/27 | &nbsp;&nbsp;&nbsp; 800 | 806000 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/28 | &nbsp;&nbsp;&nbsp; 366 | 369145 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 386 | 389679 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/30/29 | &nbsp;&nbsp;&nbsp; 1900 | 1921969 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/30/29 | &nbsp;&nbsp;&nbsp; 1450 | 1466992 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/31/29 | &nbsp;&nbsp;&nbsp; 1211 | 1225381 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/30/30 | &nbsp;&nbsp;&nbsp; 2263 | 2290757 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/30/30 | &nbsp;&nbsp;&nbsp; 955 | 966564 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/31/30 | &nbsp;&nbsp;&nbsp; 1596 | 1615451 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/31/32 | &nbsp;&nbsp;&nbsp; 463 | 465894 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/30/32 | &nbsp;&nbsp;&nbsp; 63 | 63374 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/33 | &nbsp;&nbsp;&nbsp; 634 | 634886 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/34 | &nbsp;&nbsp;&nbsp; 2809 | 2798466 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/43 | &nbsp;&nbsp;&nbsp; 488 | 448045 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/43 | &nbsp;&nbsp;&nbsp; 486 | 445222 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/27 | &nbsp;&nbsp;&nbsp; 704 | 706998 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/27 | &nbsp;&nbsp;&nbsp; 502 | 506942 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/29/28 | &nbsp;&nbsp;&nbsp; 1000 | 1010859 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/28 | &nbsp;&nbsp;&nbsp; 538 | 544809 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/29 | &nbsp;&nbsp;&nbsp; 1437 | 1457769 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/31/29 | &nbsp;&nbsp;&nbsp; 1133 | 1150792 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/31/29 | &nbsp;&nbsp;&nbsp; 1050 | 1067062 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/28/30 | &nbsp;&nbsp;&nbsp; 2166 | 2202551 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/31/30 | &nbsp;&nbsp;&nbsp; 983 | 999665 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/31/30 | &nbsp;&nbsp;&nbsp; 1968 | 2002286 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/31/30 | &nbsp;&nbsp;&nbsp; 600 | 610453 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/31 | &nbsp;&nbsp;&nbsp; 995 | 1012257 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/30/32 | &nbsp;&nbsp;&nbsp; 653 | 662744 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/32 | &nbsp;&nbsp;&nbsp; 1132 | 1148272 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/31/32 | &nbsp;&nbsp;&nbsp; 557 | 564746 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/34 | &nbsp;&nbsp;&nbsp; 2838 | 2861502 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/35 | &nbsp;&nbsp;&nbsp; 1573 | 1571034 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/42 | &nbsp;&nbsp;&nbsp; 488 | 456128 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/52 | &nbsp;&nbsp;&nbsp; 1104 | 985665 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/27 | &nbsp;&nbsp;&nbsp; 1634 | 1643510 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/27 | &nbsp;&nbsp;&nbsp; 860 | 865341 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/28/27 | &nbsp;&nbsp;&nbsp; 1561 | 1570878 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/30/27 | &nbsp;&nbsp;&nbsp; 900 | 909527 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/27 | &nbsp;&nbsp;&nbsp; 536 | 542177 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/31/28 | &nbsp;&nbsp;&nbsp; 500 | 508008 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/29 | &nbsp;&nbsp;&nbsp; 1700 | 1732141 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/29 | &nbsp;&nbsp;&nbsp; 1792 | 1829100 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/30/29 | &nbsp;&nbsp;&nbsp; 1605 | 1638730 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/31/30 | &nbsp;&nbsp;&nbsp; 662 | 676998 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/31 | &nbsp;&nbsp;&nbsp; 990 | 1013126 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/31/31 | &nbsp;&nbsp;&nbsp; 674 | 689586 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/31 | &nbsp;&nbsp;&nbsp; $498 | $509283 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/30/31 | &nbsp;&nbsp;&nbsp; 1120 | 1145375 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/29/32 | &nbsp;&nbsp;&nbsp; 599 | 612244 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/32 | &nbsp;&nbsp;&nbsp; 1140 | 1165027 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/31/32 | &nbsp;&nbsp;&nbsp; 467 | 477143 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/32 | &nbsp;&nbsp;&nbsp; 2322 | 2370254 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/44 | &nbsp;&nbsp;&nbsp; 1178 | 1104927 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/53 | &nbsp;&nbsp;&nbsp; 1338 | 1221134 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/26 | &nbsp;&nbsp;&nbsp; 923 | 928336 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/31/26 | &nbsp;&nbsp;&nbsp; 1203 | 1210754 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/27 | &nbsp;&nbsp;&nbsp; 1545 | 1557734 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 372 | 377638 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/28 | &nbsp;&nbsp;&nbsp; 1304 | 1324681 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/28/29 | &nbsp;&nbsp;&nbsp; 1312 | 1341315 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/30/29 | &nbsp;&nbsp;&nbsp; 1500 | 1536094 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/31/30 | &nbsp;&nbsp;&nbsp; 1853 | 1901641 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/28/31 | &nbsp;&nbsp;&nbsp; 1000 | 1029297 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/30/31 | &nbsp;&nbsp;&nbsp; 900 | 926508 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/34 | &nbsp;&nbsp;&nbsp; 2841 | 2905810 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 2015 | 2057504 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/35 | &nbsp;&nbsp;&nbsp; 2868 | 2925360 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/39 | &nbsp;&nbsp;&nbsp; 400 | 397688 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/54 | &nbsp;&nbsp;&nbsp; 1454 | 1355401 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/54 | &nbsp;&nbsp;&nbsp; 1499 | 1397115 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/15/26 | &nbsp;&nbsp;&nbsp; 677 | 682025 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/15/27 | &nbsp;&nbsp;&nbsp; 1210 | 1225787 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/31/28 | &nbsp;&nbsp;&nbsp; 800 | 818250 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/30/28 | &nbsp;&nbsp;&nbsp; 1556 | 1594414 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/31/29 | &nbsp;&nbsp;&nbsp; 2000 | 2061406 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/30/30 | &nbsp;&nbsp;&nbsp; 687 | 710669 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/31/32 | &nbsp;&nbsp;&nbsp; 537 | 556298 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/34 | &nbsp;&nbsp;&nbsp; 2824 | 2921075 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/43 | &nbsp;&nbsp;&nbsp; 1157 | 1128437 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/27 | &nbsp;&nbsp;&nbsp; 1743 | 1764311 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/27 | &nbsp;&nbsp;&nbsp; 1620 | 1641516 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/31/29 | &nbsp;&nbsp;&nbsp; 2370 | 2445544 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/31/31 | &nbsp;&nbsp;&nbsp; 629 | 655880 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/33 | &nbsp;&nbsp;&nbsp; 2418 | 2524165 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/36 | &nbsp;&nbsp;&nbsp; 100 | 104453 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/44 | &nbsp;&nbsp;&nbsp; 1006 | 994368 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/54 | &nbsp;&nbsp;&nbsp; 1342 | 1304676 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/26 | &nbsp;&nbsp;&nbsp; 1047 | 1056448 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/27 | &nbsp;&nbsp;&nbsp; 1000 | 1015977 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/30/28 | &nbsp;&nbsp;&nbsp; 1101 | 1134357 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/29 | &nbsp;&nbsp;&nbsp; 1960 | 2029059 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/30/30 | &nbsp;&nbsp;&nbsp; 600 | 626906 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/31 | &nbsp;&nbsp;&nbsp; 800 | 838250 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/31/31 | &nbsp;&nbsp;&nbsp; 1000 | 1047891 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/35 | &nbsp;&nbsp;&nbsp; 2800 | 2942625 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | &nbsp;&nbsp;&nbsp; 599 | 600778 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/44 | &nbsp;&nbsp;&nbsp; 682 | 682746 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/54 | &nbsp;&nbsp;&nbsp; 1394 | 1383327 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/55 | &nbsp;&nbsp;&nbsp; 835 | 828738 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/37 | &nbsp;&nbsp;&nbsp; 600 | 636750 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/43 | &nbsp;&nbsp;&nbsp; 885 | 903115 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/45 | &nbsp;&nbsp;&nbsp; 573 | 582490 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/53 | &nbsp;&nbsp;&nbsp; 1384 | 1398056 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/55 | &nbsp;&nbsp;&nbsp; 1231 | 1246965 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/55 | &nbsp;&nbsp;&nbsp; 1300 | 1317469 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/31/28 | &nbsp;&nbsp;&nbsp; 1400 | 1452828 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/31/30 | &nbsp;&nbsp;&nbsp; 771 | 814670 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/45 | &nbsp;&nbsp;&nbsp; $148 | $152741 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/37 | &nbsp;&nbsp;&nbsp; 400 | 433375 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/45 | &nbsp;&nbsp;&nbsp; 687 | 720813 |
|  |  | 266259253 |
| **Total U.S. Government & Agency Obligations — 60.1%** <br>**(Cost: $435,430,961)** | **Total U.S. Government & Agency Obligations — 60.1%** <br>**(Cost: $435,430,961)** | 411436508 |
| **Total Long-Term Investments — 98.6%** <br>**(Cost: $703,171,516)** | **Total Long-Term Investments — 98.6%** <br>**(Cost: $703,171,516)** | 675276058 |
|  | &nbsp;&nbsp; *Shares* |  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 2.9%** | **Money Market Funds — 2.9%** | **Money Market Funds — 2.9%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency Shares, <br> 3.94%<sup>(i)(j)(k)</sup><br>| &nbsp;&nbsp;&nbsp; 19987425 | 19987425 |
| **Total Short-Term Securities — 2.9%** <br>**(Cost: $19,987,425)** | **Total Short-Term Securities — 2.9%** <br>**(Cost: $19,987,425)** | 19987425 |
| **Total Investments — 101.5%** <br>**(Cost: $723,158,941)** | **Total Investments — 101.5%** <br>**(Cost: $723,158,941)** | 695263483 |
| **Liabilities in Excess of Other Assets — (1.5)%** | **Liabilities in Excess of Other Assets — (1.5)%** | (10174283)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $685089200 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<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. 

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

<sup>(d)</sup> This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. 

<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> Represents or includes a TBA transaction.

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

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

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

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended November 30, 2025 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*02/28/25*<br>| *Purchases* <br>*at Cost*<br>| &nbsp;&nbsp; *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*11/30/25*<br>| *Shares* <br>*Held at* <br>*11/30/25*<br>| &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares<br>| $36345727 | $—<br> $(16358302 )<sup>(a)</sup><br>| $— | $— | $19987425 | 19987425<br> $838746 <br><sup>(b)</sup><br>| $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<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 collateral investment fees, 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 at the measurement date. 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 that the Fund has the ability to access for identical assets or liabilities;

• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (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

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Advanced Universal USD Bond ETF**

**(Formerly iShares® ESG Advanced Total USD Bond Market ETF)**

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

or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2127235 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2127235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 6559346 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6559346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; — | &nbsp;&nbsp; 210379849 | &nbsp;&nbsp; — | &nbsp;&nbsp; 210379849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 44773120 | &nbsp;&nbsp; — | &nbsp;&nbsp; 44773120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government & Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 411436508 | &nbsp;&nbsp; — | &nbsp;&nbsp; 411436508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 19987425 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 19987425 |
|  | &nbsp;&nbsp; $19987425 | &nbsp;&nbsp; $675276058 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $695263483 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| PIK | Payment-in-kind |
| PJSC | Public Joint Stock Company |

---

---

| | |
|:---|:---|
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| 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 ESG Advanced Universal USD Bond ETF

- **b. EDGAR series identifier (if any):** S000068817

- **c. LEI of Series:** 5493003MW3304SOSOX56

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $705496521.41

**Total Liabilities:** $20409239.92

**Net Assets:** $685087281.49

**Cash Not Reported:** $3104.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9.98000000 | **1-Year:** 8900.88000000 | **5-Year:** 112700.44000000 | **10-Year:** 40662.89000000 | **30-Year:** 50077.58000000

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

- **3-Month:** 53.85000000 | **1-Year:** 1060.09000000 | **5-Year:** 7852.79000000 | **10-Year:** 1592.06000000 | **30-Year:** 761.65000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000219898 | 0.99%                | 0.66%                | 0.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1292362.10             | $6399384.77                                |
| Month 2  | $-233647.09              | $2552510.04                                |
| Month 3  | $-533376.44              | $2459889.50                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE USA INC                                     | ABB Finance USA Inc                                                              | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13617.68     | 0.00%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                     | ABB Finance USA Inc                                                              | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60337.64     | 0.01%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $55121.90     | 0.01%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $66580.18     | 0.01%             | 2029-12-13      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $197851.81    | 0.03%             | 2035-12-03      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                               | Aflac Inc                                                                        | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20369.33     | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                               | Aflac Inc                                                                        | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62698.35     | 0.01%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                               | Aflac Inc                                                                        | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125982.27    | 0.02%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                               | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55718.33     | 0.01%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                               | AGCO Corp                                                                        | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73135.41     | 0.01%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37418.14     | 0.01%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9948.79      | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10431.37     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4561.08      | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41303.80     | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45296.76     | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46614.91     | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51982.38     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20956.06     | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68183.28     | 0.01%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25427.17     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAH8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $197841.54    | 0.03%             | 2029-04-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $159867.00    | 0.02%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     65000 | PA      | $66955.86     | 0.01%             | 2027-10-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     10000 | PA      | $10348.05     | 0.00%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $208899.02    | 0.03%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     30000 | PA      | $29476.42     | 0.00%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     35000 | PA      | $37237.75     | 0.01%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $212374.35    | 0.03%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     20000 | PA      | $20672.96     | 0.00%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                        | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19647.97     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                      | AMN Healthcare Inc                                                               | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23846.61     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AON GLOBAL LTD                                          | Aon Global Ltd                                                                   | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $66421.43     | 0.01%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                          | Aon Global Ltd                                                                   | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $40442.01     | 0.01%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                       | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39236.43     | 0.01%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486062.50    | 0.07%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $532171.90    | 0.08%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502756.02    | 0.07%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194956.67    | 0.03%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184375.01    | 0.03%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    800000 | PA      | $637180.27    | 0.09%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $665723.61    | 0.10%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1031996.46   | 0.15%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $681137.51    | 0.10%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                  | AS Mileage Plan IP Ltd                                                           | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    105000 | PA      | $105430.68    | 0.02%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34656.06     | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34003.30     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51163.19     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     35000 | PA      | $40456.96     | 0.01%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30632.93     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62053.13     | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II                                    | ACE Capital Trust II                                                             | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $60120.33     | 0.01%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25076.13     | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100238.29    | 0.01%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100272.15    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79410.93     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                                  | Acuity Brands Lighting Inc                                                       | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45272.92     | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25221.36     | 0.00%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43425.90     | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $45686.04     | 0.01%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     75000 | PA      | $77691.90     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                               | Adobe Inc                                                                        | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117851.64    | 0.02%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                               | Adobe Inc                                                                        | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57208.87     | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                               | Adobe Inc                                                                        | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5069.27      | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                               | Adobe Inc                                                                        | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51426.15     | 0.01%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                               | Adobe Inc                                                                        | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62282.80     | 0.01%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                               | Adobe Inc                                                                        | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51052.65     | 0.01%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29374.15     | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25501.78     | 0.00%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21604.68     | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25562.89     | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51045.33     | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50902.37     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | 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        |    145000 | PA      | $143875.34    | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149097.98    | 0.02%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151097.24    | 0.02%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    195000 | PA      | $188808.22    | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    275000 | PA      | $254990.17    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $136038.62    | 0.02%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $123622.55    | 0.02%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    120000 | PA      | $124350.94    | 0.02%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     25000 | PA      | $26855.65     | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $154302.96    | 0.02%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     15000 | PA      | $15417.95     | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    140000 | PA      | $143453.86    | 0.02%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    125000 | PA      | $131149.23    | 0.02%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151767.44    | 0.02%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $19990.80     | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10379.09     | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                                    | AEGON Funding Co LLC                                                             | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20324.52     | 0.00%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                  | Advanced Micro Devices Inc                                                       | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19687.62     | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                  | Advanced Micro Devices Inc                                                       | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21379.83     | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                  | Advanced Micro Devices Inc                                                       | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10107.10     | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24964.39     | 0.00%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35669.69     | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                | Affiliated Managers Group Inc                                                    | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62194.03     | 0.01%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                | Affiliated Managers Group Inc                                                    | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15405.23     | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    120000 | PA      | $121769.99    | 0.02%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     95000 | PA      | $96696.01     | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     85000 | PA      | $85843.42     | 0.01%             | 2027-01-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     90000 | PA      | $90484.84     | 0.01%             | 2027-02-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $99636.64     | 0.01%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $15218.22     | 0.00%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $5166.29      | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                | Agilent Technologies Inc                                                         | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47565.20     | 0.01%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                | Agilent Technologies Inc                                                         | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31982.43     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                | Agilent Technologies Inc                                                         | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72444.88     | 0.01%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                | Agilent Technologies Inc                                                         | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40119.62     | 0.01%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                | Agilent Technologies Inc                                                         | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45155.92     | 0.01%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50258.55     | 0.01%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                     | Air Liquide Finance SA                                                           | CUSIP: 00913RAE6<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $38958.23     | 0.01%             | 2046-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                     | Air Liquide Finance SA                                                           | CUSIP: 00913RAF3<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $23565.00     | 0.00%             | 2029-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4776.54      | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74881.10     | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51719.10     | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9771.26      | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17963.95     | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61745.98     | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5079.70      | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5099.72      | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56413.42     | 0.01%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56977.74     | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48991.34     | 0.01%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63482.87     | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46149.91     | 0.01%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40796.75     | 0.01%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5137.85      | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102274.68    | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                    | Airport Authority                                                                | CUSIP: 00946AAB0<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $137917.31    | 0.02%             | 2051-02-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                    | Airport Authority                                                                | CUSIP: 00946AAC8<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $195465.79    | 0.03%             | 2027-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                    | Airport Authority                                                                | CUSIP: 00946AAG9<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $203691.96    | 0.03%             | 2028-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                   | Svensk Exportkredit AB                                                           | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     15000 | PA      | $15268.85     | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                   | Svensk Exportkredit AB                                                           | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     25000 | PA      | $25043.37     | 0.00%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                     | Province of Alberta Canada                                                       | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $29776.81     | 0.00%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                     | Province of Alberta Canada                                                       | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    125000 | PA      | $112062.97    | 0.02%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                     | Province of Alberta Canada                                                       | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $51132.17     | 0.01%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                      | Alcon Finance Corp                                                               | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71814.44     | 0.01%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                      | Alcon Finance Corp                                                               | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58087.23     | 0.01%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                      | Alcon Finance Corp                                                               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55825.51     | 0.01%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                      | Alcon Finance Corp                                                               | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5265.96      | 0.00%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                      | Alcon Finance Corp                                                               | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15465.58     | 0.00%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    190000 | PA      | $178075.63    | 0.03%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    200000 | PA      | $136181.68    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    180000 | PA      | $183848.28    | 0.03%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25016.94     | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24963.14     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25068.26     | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31657.26     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                  | Allegion US Holding Co Inc                                                       | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39593.20     | 0.01%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                  | Allegion US Holding Co Inc                                                       | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57953.16     | 0.01%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                            | Allegion plc                                                                     | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     37000 | PA      | $35965.16     | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                  | Allegion US Holding Co Inc                                                       | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47091.48     | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                     | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27357.11     | 0.00%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25534.22     | 0.00%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                              | Allianz SE                                                                       | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $214951.97    | 0.03%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0124C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $180144.40    | 0.03%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0204C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $92433.60     | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $325385.66    | 0.05%             | 2053-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $236222.25    | 0.03%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $148865.86    | 0.02%             | 2055-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0304C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $240583.00    | 0.04%             | 2040-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0324C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $413328.65    | 0.06%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $462422.88    | 0.07%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0404C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    875000 | PA      | $863081.63    | 0.13%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $666634.98    | 0.10%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $440482.36    | 0.06%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $798300.72    | 0.12%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280000 | PA      | $283529.69    | 0.04%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $511924.58    | 0.07%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $155385.81    | 0.02%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56401.77     | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30176.67     | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47151.19     | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36645.12     | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84233.11     | 0.01%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36999.23     | 0.01%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36237.04     | 0.01%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15316.89     | 0.00%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35181.13     | 0.01%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86938.39     | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                             | Ally Auto Receivables Trust 2025-1                                               | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250319.09    | 0.04%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                         | Alumina Pty Ltd                                                                  | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25683.31     | 0.00%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                         | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $31148.54     | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45705.10     | 0.01%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102674.78    | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     90000 | PA      | $99936.96     | 0.01%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    195000 | PA      | $210577.76    | 0.03%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $26392.54     | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     75000 | PA      | $64038.69     | 0.01%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $9438.09      | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     55000 | PA      | $50399.14     | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60720.56     | 0.01%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    154000 | PA      | $152871.08    | 0.02%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152484.73    | 0.02%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140881.49    | 0.02%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86948.94     | 0.01%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114650.72    | 0.02%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10356.16     | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108336.43    | 0.02%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180719.46    | 0.03%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21012.07     | 0.00%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5482.91      | 0.00%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146888.04    | 0.02%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80422.11     | 0.01%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52297.83     | 0.01%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62233.64     | 0.01%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124011.71    | 0.02%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151531.27    | 0.02%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203344.26    | 0.03%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123913.09    | 0.02%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116829.91    | 0.02%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10244.05     | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust            | American Express Credit Account Master Trust                                     | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $522467.68    | 0.08%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust            | American Express Credit Account Master Trust                                     | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253335.31    | 0.04%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                                 | American Express Credit Corp                                                     | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59601.26     | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                | American Financial Group Inc/OH                                                  | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49093.06     | 0.01%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191068.77    | 0.03%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    295000 | PA      | $278946.99    | 0.04%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100861.26    | 0.01%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5052.52      | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111071.33    | 0.02%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115951.77    | 0.02%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127625.94    | 0.02%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10219.10     | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101967.99    | 0.01%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                     | American International Group Inc                                                 | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22258.60     | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                     | American International Group Inc                                                 | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27506.45     | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                 | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67327.69     | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                     | American International Group Inc                                                 | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67542.62     | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51706.35     | 0.01%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112785.35    | 0.02%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                 | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120471.18    | 0.02%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     44000 | PA      | $43530.70     | 0.01%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     74000 | PA      | $73340.29     | 0.01%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     99000 | PA      | $97990.45     | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     76000 | PA      | $75404.36     | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    101000 | PA      | $99432.81     | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     49000 | PA      | $48294.38     | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     42000 | PA      | $31474.55     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    110000 | PA      | $104108.64    | 0.02%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     54000 | PA      | $49071.56     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $50351.85     | 0.01%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $66915.26     | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     90000 | PA      | $85202.87     | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     45000 | PA      | $29130.58     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     60000 | PA      | $55030.55     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     60000 | PA      | $53481.15     | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      5000 | PA      | $4968.34      | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     30000 | PA      | $29223.21     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      5000 | PA      | $5145.57      | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     80000 | PA      | $84457.17     | 0.01%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     10000 | PA      | $10273.41     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $52226.45     | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     80000 | PA      | $85789.59     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     20000 | PA      | $20580.71     | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     65000 | PA      | $67740.32     | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     20000 | PA      | $20714.05     | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     25000 | PA      | $25769.66     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                | American Transmission Systems Inc                                                | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42612.80     | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $58685.99     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $62915.40     | 0.01%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28122.26     | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17433.32     | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16426.56     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4919.73      | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     46000 | PA      | $35912.79     | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49794.65     | 0.01%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20681.88     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90305.46     | 0.01%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30344.78     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71233.05     | 0.01%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     34000 | PA      | $24698.80     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17256.84     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65306.36     | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54322.31     | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20706.22     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124338.32    | 0.02%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                | Ameriprise Financial Inc                                                         | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70639.21     | 0.01%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                | Ameriprise Financial Inc                                                         | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57315.96     | 0.01%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41902.93     | 0.01%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39857.74     | 0.01%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70680.03     | 0.01%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53388.45     | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52240.40     | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     48000 | PA      | $31749.50     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41710.63     | 0.01%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45342.87     | 0.01%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5088.36      | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130099.10    | 0.02%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88113.95     | 0.01%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140099.86    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64496.63     | 0.01%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37067.11     | 0.01%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90652.48     | 0.01%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43192.99     | 0.01%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92051.98     | 0.01%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105159.69    | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54156.86     | 0.01%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19515.83     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21013.03     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68583.79     | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67795.54     | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41252.89     | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82988.22     | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78646.85     | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15373.23     | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143459.65    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108841.36    | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69443.33     | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                | Aon Corp                                                                         | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50653.28     | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                | Aon Corp                                                                         | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88893.34     | 0.01%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                | Aon Corp                                                                         | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33009.57     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     70000 | PA      | $61870.63     | 0.01%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     10000 | PA      | $6310.02      | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      5000 | PA      | $4523.26      | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | 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              | XX        |     90000 | PA      | $88421.99     | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    115000 | PA      | $87234.77     | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     45000 | PA      | $46293.05     | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     80000 | PA      | $83589.10     | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35427.55     | 0.01%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97954.18     | 0.01%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $135958.02    | 0.02%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111300.99    | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |     35000 | PA      | $34011.65     | 0.00%             | 2029-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| APOLLO MANAGEMENT HOLDIN                                | Apollo Management Holdings LP                                                    | CUSIP: 03765HAD3<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45717.20     | 0.01%             | 2029-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                | Apollo Management Holdings LP                                                    | CUSIP: 03765HAF8<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64809.56     | 0.01%             | 2030-06-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                | Apollo Global Management Inc                                                     | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60715.03     | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                | Apollo Global Management Inc                                                     | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54450.49     | 0.01%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                | Apollo Global Management Inc                                                     | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39241.55     | 0.01%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT                                | Apollo Global Management Inc                                                     | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5011.29      | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                   | Applied Materials Inc                                                            | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     54000 | PA      | $57926.14     | 0.01%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                   | Applied Materials Inc                                                            | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46833.22     | 0.01%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                   | Applied Materials Inc                                                            | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36776.40     | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                   | Applied Materials Inc                                                            | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54490.26     | 0.01%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                   | Applied Materials Inc                                                            | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54366.19     | 0.01%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                   | Applied Materials Inc                                                            | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39271.80     | 0.01%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| APPLOVIN CORP                                           | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81881.24     | 0.01%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                           | AppLovin Corp                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155167.05    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                          | AptarGroup Inc                                                                   | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14039.11     | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                    | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80074.00     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                  | Arch Capital Group Ltd                                                           | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $23443.38     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                 | Arch Capital Group US Inc                                                        | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48305.82     | 0.01%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                  | Arch Capital Group Ltd                                                           | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $34037.21     | 0.00%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                | Arch Capital Finance LLC                                                         | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34984.59     | 0.01%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                | Arch Capital Finance LLC                                                         | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27551.72     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29375.33     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42077.72     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                    | Ares Management Corp                                                             | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56962.11     | 0.01%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                                  | Ares Finance Co IV LLC                                                           | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $17607.22     | 0.00%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    376000 | PA      | $310353.36    | 0.05%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: —       |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    525000 | PA      | $373076.39    | 0.05%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: —       |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    290000 | PA      | $215940.81    | 0.03%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    280000 | PA      | $186436.57    | 0.03%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: —       |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     62045 | PA      | $42703.48     | 0.01%             | 2046-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     80000 | PA      | $69567.93     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                                  | Ares Finance Co II LLC                                                           | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47429.59     | 0.01%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                   | Arrow Electronics Inc                                                            | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29749.72     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                   | Arrow Electronics Inc                                                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15676.33     | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22325.02     | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9622.42      | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62711.51     | 0.01%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19889.97     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11081.16     | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50372.53     | 0.01%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52058.30     | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24875.79     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85824.76     | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10230.46     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132038.96    | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116570.46    | 0.02%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24877.09     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34377.98     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52908.48     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38944.37     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                             | Ashland Inc                                                                      | CUSIP: 044209AM6<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20778.22     | 0.00%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                             | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26999.29     | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44975.52     | 0.01%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74502.02     | 0.01%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62526.02     | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212231.11    | 0.03%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10339.25     | 0.00%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                         | Associated Banc-Corp                                                             | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5202.28      | 0.00%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80209.55     | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3598.37      | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57808.77     | 0.01%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                            | Assurant Inc                                                                     | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35442.08     | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                            | Assurant Inc                                                                     | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30911.16     | 0.00%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                            | Assurant Inc                                                                     | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24348.23     | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                            | Assurant Inc                                                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22153.09     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                              | Atkore Inc                                                                       | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28901.17     | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                  | Atlantic City Electric Co                                                        | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60115.25     | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                  | Atlantic City Electric Co                                                        | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4540.32      | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                   | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51335.23     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                            | Autodesk Inc                                                                     | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46653.04     | 0.01%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                            | Autodesk Inc                                                                     | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61626.47     | 0.01%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                            | Autodesk Inc                                                                     | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84916.08     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                | Automatic Data Processing Inc                                                    | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54018.79     | 0.01%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                | Automatic Data Processing Inc                                                    | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87643.08     | 0.01%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                | Automatic Data Processing Inc                                                    | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95191.72     | 0.01%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                | Automatic Data Processing Inc                                                    | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97613.26     | 0.01%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                          | AutoNation Inc                                                                   | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44616.91     | 0.01%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                          | AutoNation Inc                                                                   | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10108.38     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                          | AutoNation Inc                                                                   | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $66130.76     | 0.01%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                          | AutoNation Inc                                                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10428.90     | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34844.09     | 0.01%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9868.62      | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24798.90     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101179.13    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20117.54     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36058.54     | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53010.13     | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $72647.80     | 0.01%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51525.64     | 0.01%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46883.58     | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     75000 | PA      | $66081.89     | 0.01%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     60000 | PA      | $56554.89     | 0.01%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     40000 | PA      | $41821.20     | 0.01%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32419.05     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     75000 | PA      | $74392.16     | 0.01%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     30000 | PA      | $25126.85     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14773.07     | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     20000 | PA      | $17238.67     | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     65000 | PA      | $59583.18     | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104012.01    | 0.02%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52481.17     | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                     | Avery Dennison Corp                                                              | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45935.10     | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                     | Avery Dennison Corp                                                              | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21527.37     | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                     | Avery Dennison Corp                                                              | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52626.00     | 0.01%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                     | Avery Dennison Corp                                                              | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26528.50     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51618.58     | 0.01%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51058.32     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29953.72     | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | 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        |     26000 | PA      | $25975.56     | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38806.15     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29197.86     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35820.79     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $48390.50     | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25733.09     | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                               | Avnet Inc                                                                        | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40850.11     | 0.01%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                  | AXA SA                                                                           | CUSIP: 054536AC1<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $34276.98     | 0.01%             | 2036-12-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                                  | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53183.42     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | 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        |     30000 | PA      | $30028.08     | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $42313.94     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                  | Equitable Holdings Inc                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134555.42    | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                  | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9872.54      | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                  | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9645.09      | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104057.27    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                | AXIS Specialty Finance PLC                                                       | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     55000 | PA      | $54772.70     | 0.01%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39187.32     | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| B&G FOODS INC                                           | B&G Foods Inc                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64536.41     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188000.94    | 0.03%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97518.86     | 0.01%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457628 | PA      | $419742.91    | 0.06%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                             | BNG Bank NV                                                                      | CUSIP: 05591F2S8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    220000 | PA      | $219458.21    | 0.03%             | 2028-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                             | BNG Bank NV                                                                      | CUSIP: 05591F2V1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    205000 | PA      | $208693.56    | 0.03%             | 2029-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                             | BNG Bank NV                                                                      | CUSIP: 05591F2W9<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      5000 | PA      | $5046.76      | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100047.85    | 0.01%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                   | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51837.62     | 0.01%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83058.73     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32222.43     | 0.00%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69046.02     | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76312.78     | 0.01%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     25000 | PA      | $26034.80     | 0.00%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $128132.07    | 0.02%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $76493.38     | 0.01%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $123044.10    | 0.02%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102103.83    | 0.01%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36991.64     | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25358.84     | 0.00%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126618.27    | 0.02%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $106424.38    | 0.02%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $123089.07    | 0.02%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $109640.49    | 0.02%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61186.84     | 0.01%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107028.58    | 0.02%             | 2028-10-30      | Fixed         | 3.00%                 | 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        |    142000 | PA      | $141104.63    | 0.02%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114087.40    | 0.02%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156762.96    | 0.02%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127354.80    | 0.02%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17738.78     | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18947.76     | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79608.55     | 0.01%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42421.96     | 0.01%             | 2029-01-25      | Fixed         | 1.90%                 | 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        |     45000 | PA      | $44108.07     | 0.01%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30014.47     | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113949.59    | 0.02%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56844.83     | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81138.74     | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107673.80    | 0.02%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     80000 | PA      | $89766.25     | 0.01%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10303.91     | 0.00%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98441.32     | 0.01%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50727.78     | 0.01%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15579.37     | 0.00%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41576.18     | 0.01%             | 2035-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118387.98    | 0.02%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75523.17     | 0.01%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83427.65     | 0.01%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102149.39    | 0.01%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5249.18      | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $138450.63    | 0.02%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $78246.44     | 0.01%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44755.43     | 0.01%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $112327.88    | 0.02%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41024.33     | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $88932.71     | 0.01%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61869.22     | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $122621.42    | 0.02%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $125380.18    | 0.02%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $110594.86    | 0.02%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30443.40     | 0.00%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77358.46     | 0.01%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $74875.78     | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK33                                                                  | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $181685.45    | 0.03%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                     | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   4914810 | NS      | $4914809.51   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA                                        | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20009.33     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                        | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20454.00     | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BEAZER HOMES USA                                        | Beazer Homes USA Inc                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20327.00     | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $75257.38     | 0.01%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $32105.87     | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $32766.04     | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAG4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4338.80      | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $28647.46     | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61198.30     | 0.01%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5100.96      | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29028.78     | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77775.29     | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $84477.77     | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELO CORP                                               | Belo Corp                                                                        | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26056.83     | 0.00%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELO CORP                                               | Belo Corp                                                                        | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26021.31     | 0.00%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BELRON UK FINANCE PLC                                   | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $76300.32     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2018-B4 Mortgage Trust                                                 | CUSIP: 08161HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529197 | PA      | $527966.98    | 0.08%             | 2051-07-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93525.29     | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89492.36     | 0.01%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2022-B35 Mortgage Trust                                                | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990549.99    | 0.14%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103081.51    | 0.02%             | 2057-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                | W R Berkley Corp                                                                 | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46931.02     | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                        | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78649.04     | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                         | Best Buy Co Inc                                                                  | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50532.16     | 0.01%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                         | Best Buy Co Inc                                                                  | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53805.12     | 0.01%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75069.98     | 0.01%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    110000 | PA      | $72806.94     | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35869.81     | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20074.52     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15953.10     | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53656.01     | 0.01%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     25000 | PA      | $24627.41     | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     30000 | PA      | $31588.51     | 0.00%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                     | Block Financial LLC                                                              | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43575.58     | 0.01%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                     | Block Financial LLC                                                              | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28577.39     | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                                        | BlueLinx Holdings Inc                                                            | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19474.05     | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                        | BOC Aviation Ltd                                                                 | CUSIP: 09681LAS9<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $187221.46    | 0.03%             | 2030-09-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BOISE CASCADE COMPANY                                   | Boise Cascade Co                                                                 | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24668.66     | 0.00%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88568.82     | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73355.06     | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5202.82      | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BORGWARNER INC                                          | BorgWarner Inc                                                                   | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4895.10      | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                          | BorgWarner Inc                                                                   | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150081.53    | 0.02%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80376.24     | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     10000 | PA      | $9660.01      | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     65000 | PA      | $60942.49     | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     95000 | PA      | $89060.68     | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     70000 | PA      | $61050.40     | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     60000 | PA      | $49744.69     | 0.01%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     30000 | PA      | $31405.45     | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     60000 | PA      | $64887.13     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     60000 | PA      | $61737.06     | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                              | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     25000 | PA      | $24032.64     | 0.00%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                              | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     30000 | PA      | $29617.45     | 0.00%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                              | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     30000 | PA      | $31685.18     | 0.00%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     55000 | PA      | $59580.39     | 0.01%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                          | CUSIP: 105756AE0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    120000 | PA      | $129647.61    | 0.02%             | 2027-05-15      | Fixed         | 10.13%                | No            |                  2 | On Loan: —       |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                            | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    260000 | PA      | $303893.09    | 0.04%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                            | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    125000 | PA      | $137920.77    | 0.02%             | 2037-01-20      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                            | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    300000 | PA      | $282006.57    | 0.04%             | 2041-01-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                            | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $162231.03    | 0.02%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                                | Brinker International Inc                                                        | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26537.80     | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     90000 | PA      | $79398.28     | 0.01%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    145000 | PA      | $149622.15    | 0.02%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    125000 | PA      | $129839.05    | 0.02%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    115000 | PA      | $119035.20    | 0.02%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    115000 | PA      | $118774.13    | 0.02%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $24716.63     | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    205000 | PA      | $206128.14    | 0.03%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $110416.69    | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     10000 | PA      | $10220.86     | 0.00%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     35000 | PA      | $36837.19     | 0.01%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $49837.31     | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $49721.80     | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     65000 | PA      | $64165.40     | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     53000 | PA      | $50782.73     | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     25000 | PA      | $22469.35     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     55000 | PA      | $56814.17     | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66471.35     | 0.01%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77391.67     | 0.01%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                 | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |     75000 | PA      | $74358.46     | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                | Broadstone Net Lease LLC                                                         | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |      5000 | PA      | $4427.50      | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110437.66    | 0.02%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100043.24    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154101.28    | 0.02%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76588.08     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41353.74     | 0.01%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    225000 | PA      | $197060.67    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    195000 | PA      | $168377.06    | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79895.07     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98715.09     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180690.40    | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185926.10    | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109608.89    | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81406.92     | 0.01%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100502.95    | 0.01%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5042.62      | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30319.38     | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141879.46    | 0.02%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112089.64    | 0.02%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15528.00     | 0.00%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120247.62    | 0.02%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101950.09    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145891.75    | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86317.77     | 0.01%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $202402.93    | 0.03%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97858.43     | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    135000 | PA      | $104810.62    | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    215000 | PA      | $198537.43    | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    183000 | PA      | $171575.29    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $199529.12    | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | 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        |     38000 | PA      | $37375.02     | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10038.64     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22390.57     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38699.00     | 0.01%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57000.98     | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65649.35     | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91229.34     | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66591.22     | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30845.08     | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57654.19     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                          | Brunswick Corp/DE                                                                | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43874.59     | 0.01%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                          | Brunswick Corp/DE                                                                | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23893.98     | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                          | Brunswick Corp/DE                                                                | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24254.95     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                          | Brunswick Corp/DE                                                                | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30977.73     | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34848.45     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85636.91     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26015.08     | 0.00%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69668.50     | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79212.41     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78000.19     | 0.01%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39078.62     | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75938.24     | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9790.20      | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29456.83     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                 | Cboe Global Markets Inc                                                          | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84686.17     | 0.01%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                 | Cboe Global Markets Inc                                                          | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17736.56     | 0.00%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                 | Cboe Global Markets Inc                                                          | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60254.48     | 0.01%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                       | CBRE Services Inc                                                                | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50102.16     | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                       | CBRE Services Inc                                                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53760.59     | 0.01%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                       | CBRE Services Inc                                                                | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41517.63     | 0.01%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                       | CBRE Services Inc                                                                | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56023.23     | 0.01%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                       | CDP Financial Inc                                                                | CUSIP: 125094AX0<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $39099.86     | 0.01%             | 2027-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                       | CDP Financial Inc                                                                | CUSIP: 125094BE1<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    235000 | PA      | $238524.20    | 0.03%             | 2028-07-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49755.98     | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67274.21     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33452.17     | 0.00%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58040.91     | 0.01%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $74809.79     | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56647.19     | 0.01%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                       | CF Industries Inc                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54456.28     | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                       | CF Industries Inc                                                                | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52379.37     | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                       | CF Industries Inc                                                                | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65617.50     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                 | CGI Inc                                                                          | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44482.38     | 0.01%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                   | CH Robinson Worldwide Inc                                                        | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30087.78     | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                           | CME Group Inc                                                                    | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66040.18     | 0.01%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                           | CME Group Inc                                                                    | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34214.97     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                           | CME Group Inc                                                                    | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95062.62     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                           | CME Group Inc                                                                    | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73212.74     | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                           | CME Group Inc                                                                    | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10148.32     | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                  | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15128.10     | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                  | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20725.67     | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                       | CNH Industrial NV                                                                | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     84000 | PA      | $83785.68     | 0.01%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| XPO CNW INC                                             | XPO CNW Inc                                                                      | CUSIP: 12612WAB0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21248.66     | 0.00%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                 | CNO Financial Group Inc                                                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45838.66     | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                 | CNO Financial Group Inc                                                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63618.23     | 0.01%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA INC                                         | CRH America Inc                                                                  | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47826.79     | 0.01%             | 2045-05-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                 | CRH America Finance Inc                                                          | CUSIP: 12636YAB8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17133.73     | 0.00%             | 2047-05-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                 | CRH America Finance Inc                                                          | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79826.62     | 0.01%             | 2028-04-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                 | CRH America Finance Inc                                                          | CUSIP: 12636YAD4<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18221.26     | 0.00%             | 2048-04-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                 | CRH America Finance Inc                                                          | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209757.38    | 0.03%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                | CTR Partnership LP / CareTrust Capital Corp                                      | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |      5000 | PA      | $4872.64      | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $34937.35     | 0.01%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $35008.06     | 0.01%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24699.99     | 0.00%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9171.35      | 0.00%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $92038.00     | 0.01%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $46478.45     | 0.01%             | 2034-04-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAH2<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $48310.38     | 0.01%             | 2054-04-03      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39793.33     | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CRH SMW FINANCE DAC                                     | CRH SMW Finance DAC                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10328.91     | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                              | Cabot Corp                                                                       | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14875.75     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78194.45     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                  | Cadence Design Systems Inc                                                       | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95510.17     | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2B1<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     10000 | PA      | $8716.80      | 0.00%             | 2030-10-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2C9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    330000 | PA      | $291138.47    | 0.04%             | 2031-01-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2M7<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    310000 | PA      | $309912.54    | 0.05%             | 2028-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2P0<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    525000 | PA      | $527400.67    | 0.08%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2Q8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    205000 | PA      | $209578.30    | 0.03%             | 2029-05-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    175000 | PA      | $182182.44    | 0.03%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $224798.32    | 0.03%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     10000 | PA      | $10724.42     | 0.00%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                   | Campbell's Company/The                                                           | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75159.76     | 0.01%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                   | Campbell's Company/The                                                           | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62362.46     | 0.01%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                   | Campbell's Company/The                                                           | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50729.29     | 0.01%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                   | Campbell's Company/The                                                           | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20078.62     | 0.00%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                   | Campbell's Company/The                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51475.76     | 0.01%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                   | Campbell's Company/The                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77182.41     | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                       | Canada Government International Bond                                             | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    190000 | PA      | $191033.12    | 0.03%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $85996.29     | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99409.76     | 0.01%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $193795.80    | 0.03%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $98394.81     | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152363.55    | 0.02%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10156.20     | 0.00%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $108811.19    | 0.02%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $119279.39    | 0.02%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99444.58     | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89512.29     | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104814.53    | 0.02%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135873.22    | 0.02%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156661.08    | 0.02%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128197.10    | 0.02%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76942.90     | 0.01%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63143.02     | 0.01%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141707.00    | 0.02%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163120.48    | 0.02%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $96164.77     | 0.01%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67648.74     | 0.01%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42664.17     | 0.01%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124489.48    | 0.02%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179570.17    | 0.03%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120662.66    | 0.02%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                        | Carlisle Cos Inc                                                                 | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28850.72     | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                        | Carlisle Cos Inc                                                                 | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48138.06     | 0.01%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                        | Carlisle Cos Inc                                                                 | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43638.24     | 0.01%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                        | Carlisle Cos Inc                                                                 | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5080.32      | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                        | Carlisle Cos Inc                                                                 | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91993.78     | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                            | Cars.com Inc                                                                     | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30085.20     | 0.00%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    153129 | PA      | $172599.36    | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    106500 | PA      | $111333.58    | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                    | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39701.24     | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                    | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32453.77     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                    | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AK2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19435.80     | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17114.55     | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44363.74     | 0.01%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39184.37     | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9904.61      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40456.10     | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9924.25      | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49888.91     | 0.01%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50206.06     | 0.01%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27691.89     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49966.09     | 0.01%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4612.14      | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51216.84     | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25820.45     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                     | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33300.02     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24324.22     | 0.00%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19270.63     | 0.00%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13872.28     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39593.48     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33823.91     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42602.71     | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $162758.21    | 0.02%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $196324.30    | 0.03%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $150128.18    | 0.02%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $179305.08    | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $161538.08    | 0.02%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $202635.77    | 0.03%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                  | Choice Hotels International Inc                                                  | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47304.79     | 0.01%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                  | Choice Hotels International Inc                                                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71926.47     | 0.01%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                              | Chubb Corp/The                                                                   | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $43834.45     | 0.01%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                              | Chubb Corp/The                                                                   | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $39782.08     | 0.01%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88147.05     | 0.01%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29391.52     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31418.21     | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221157.58    | 0.03%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40915.94     | 0.01%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                  | Church & Dwight Co Inc                                                           | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56638.45     | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                  | Church & Dwight Co Inc                                                           | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84021.79     | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                  | Church & Dwight Co Inc                                                           | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13385.62     | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                  | Church & Dwight Co Inc                                                           | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13930.57     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                  | Church & Dwight Co Inc                                                           | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16011.95     | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                              | Ciena Corp                                                                       | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28966.11     | 0.00%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                            | Cimpress PLC                                                                     | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $40886.19     | 0.01%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54878.37     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36524.38     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                | Cintas Corp No 2                                                                 | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169493.11    | 0.02%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                | Cintas Corp No 2                                                                 | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73914.16     | 0.01%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                | Cintas Corp No 2                                                                 | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30164.77     | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | CGMS Commercial Mortgage Trust 2017-B1                                           | CUSIP: 17326CBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45552 | PA      | $45150.87     | 0.01%             | 2050-08-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                     | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9529.96      | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                     | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125004.48    | 0.02%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                     | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40713.01     | 0.01%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                     | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135439.83    | 0.02%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                     | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10495.67     | 0.00%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                     | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51272.92     | 0.01%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58290.99     | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56715.12     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67065.10     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74504.57     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89593.19     | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52066.45     | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52714.45     | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24420.76     | 0.00%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25596.50     | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51018.97     | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107704.69    | 0.02%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61797.69     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67113.20     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     82000 | PA      | $86001.05     | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25972.05     | 0.00%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54290.96     | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35001.01     | 0.01%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13034.84     | 0.00%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                          | Clorox Co/The                                                                    | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44355.29     | 0.01%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                          | Clorox Co/The                                                                    | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54979.92     | 0.01%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                          | Clorox Co/The                                                                    | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85765.06     | 0.01%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                          | Clorox Co/The                                                                    | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20240.09     | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                        | Coeur Mining Inc                                                                 | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19848.74     | 0.00%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29678.69     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19800.72     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45542.16     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $205428.91    | 0.03%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $267038.00    | 0.04%             | 2041-01-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $148542.45    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $196432.14    | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $51686.37     | 0.01%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73795.25     | 0.01%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $100873.29    | 0.01%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44510.36     | 0.01%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13297.30     | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161687.69    | 0.02%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86398.65     | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72187.09     | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34218.68     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71142.60     | 0.01%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122814.98    | 0.02%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124003.92    | 0.02%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15441.55     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    195000 | PA      | $149937.15    | 0.02%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113474.58    | 0.02%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59923.76     | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52649.30     | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57686.77     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61269.80     | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85290.92     | 0.01%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42626.15     | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175320.62    | 0.03%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91397.72     | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51580.25     | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136658.21    | 0.02%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96953.10     | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100506.88    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $62658.22     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    185000 | PA      | $164886.47    | 0.02%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47827.31     | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $59815.21     | 0.01%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $46308.42     | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    295000 | PA      | $178124.70    | 0.03%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    240000 | PA      | $139648.08    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    280000 | PA      | $156168.21    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58291.42     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101236.32    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97004.92     | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55336.76     | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72352.18     | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52844.71     | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87648.81     | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81052.75     | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102529.10    | 0.01%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    302000 | PA      | $301084.67    | 0.04%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                           | Comerica Bank                                                                    | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35352.71     | 0.01%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                            | Comerica Inc                                                                     | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103975.64    | 0.02%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                            | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10421.86     | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                             | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18925.91     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19338.44     | 0.00%             | 2030-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19150.73     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76193.75     | 0.01%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45143.07     | 0.01%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4103.55      | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90723.43     | 0.01%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3971.87      | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8629.96      | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101396.92    | 0.01%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19707.42     | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31156.90     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85224.05     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30004.28     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37343.31     | 0.01%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23110.47     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43518.40     | 0.01%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30482.57     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15912.50     | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52184.85     | 0.01%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61002.56     | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                      | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49959.65     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73012.49     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55248.18     | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                               | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10008.35     | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52035.82     | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     72055 | PA      | $67096.70     | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     25732 | PA      | $22967.50     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                               | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10680.50     | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                               | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     45000 | PA      | $51909.89     | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                               | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107377.11    | 0.02%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                               | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46384.12     | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                               | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55011.25     | 0.01%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                               | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85344.07     | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                               | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56604.54     | 0.01%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52497.68     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                         | Concentrix Corp                                                                  | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61917.11     | 0.01%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| CONCENTRIX CORP                                         | Concentrix Corp                                                                  | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44874.38     | 0.01%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    135000 | PA      | $143583.17    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                  | Constellation Software Inc/Canada                                                | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40647.49     | 0.01%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $40011.46     | 0.01%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $38571.60     | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $25706.19     | 0.00%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43058.43     | 0.01%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13764.66     | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     57000 | PA      | $46888.16     | 0.01%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40316.56     | 0.01%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19882.81     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21316.09     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64721.46     | 0.01%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    550000 | PA      | $521398.10    | 0.08%             | 2055-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $880119.14    | 0.13%             | 2055-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    640000 | PA      | $639230.40    | 0.09%             | 2055-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1009877.65   | 0.15%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $764400.19    | 0.11%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H0626C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $309245.78    | 0.05%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     50000 | PA      | $45543.32     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                       | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     40000 | PA      | $37295.78     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                       | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     45000 | PA      | $38537.81     | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                        | CoStar Group Inc                                                                 | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18401.91     | 0.00%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9878.62      | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10316.95     | 0.00%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| COUNCIL OF EUROPE                                       | Council Of Europe Development Bank                                               | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $15245.37     | 0.00%             | 2029-01-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                       | Council Of Europe Development Bank                                               | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     35000 | PA      | $35509.32     | 0.01%             | 2027-06-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                       | Council Of Europe Development Bank                                               | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $25832.11     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                   | Cousins Properties LP                                                            | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     35000 | PA      | $36576.05     | 0.01%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                   | Cousins Properties LP                                                            | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     10000 | PA      | $10245.87     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                       | CPPIB Capital Inc                                                                | CUSIP: 22411VAZ1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    265000 | PA      | $269306.35    | 0.04%             | 2028-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                            | Crane NXT Co                                                                     | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16418.21     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49944.82     | 0.01%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                               | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24170.01     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                               | Crocs Inc                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27704.81     | 0.00%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                      | Crown Americas LLC                                                               | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35764.81     | 0.01%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                      | Crown Americas LLC                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66568.22     | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24915.04     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     10000 | PA      | $8744.80      | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    129000 | PA      | $127780.28    | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74224.40     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     67000 | PA      | $66882.39     | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     20000 | PA      | $18264.82     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     60000 | PA      | $57235.33     | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     40000 | PA      | $31494.71     | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     62000 | PA      | $58903.79     | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     72000 | PA      | $64455.05     | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     73000 | PA      | $48929.65     | 0.01%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     41000 | PA      | $36138.28     | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     97000 | PA      | $71087.69     | 0.01%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     71000 | PA      | $63535.66     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $24572.57     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    195000 | PA      | $197939.99    | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $25327.23     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     80000 | PA      | $83143.87     | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     40000 | PA      | $42103.96     | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      5000 | PA      | $5078.67      | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     55000 | PA      | $55812.93     | 0.01%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2019-C15 Commercial Mortgage Trust                                         | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197850.31    | 0.03%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                            | CubeSmart LP                                                                     | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     50000 | PA      | $50202.58     | 0.01%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                            | CubeSmart LP                                                                     | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     40000 | PA      | $38000.00     | 0.01%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                            | CubeSmart LP                                                                     | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     60000 | PA      | $53162.43     | 0.01%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53981.17     | 0.01%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     55000 | PA      | $34084.35     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89423.55     | 0.01%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57223.37     | 0.01%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69981.18     | 0.01%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122984.01    | 0.02%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26087.82     | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45470.24     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32150.26     | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                    | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     90000 | PA      | $85380.37     | 0.01%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                    | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $53885.59     | 0.01%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                    | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     87000 | PA      | $64487.49     | 0.01%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                         | DR Horton Inc                                                                    | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28665.54     | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                         | DR Horton Inc                                                                    | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20376.68     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                         | DR Horton Inc                                                                    | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25637.57     | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                                         | DR Horton Inc                                                                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104634.12    | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                       | DXC Technology Co                                                                | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65784.17     | 0.01%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                 | Dai-ichi Life Insurance Co Ltd/The                                               | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10448.94     | 0.00%             | 2035-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25003.90     | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35025.48     | 0.01%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29556.41     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20609.00     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DANAHER CORP                                            | Danaher Corp                                                                     | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35612.46     | 0.01%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                            | Danaher Corp                                                                     | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $53042.28     | 0.01%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                            | Danaher Corp                                                                     | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38626.58     | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                  | Darden Restaurants Inc                                                           | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69740.68     | 0.01%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                  | Darden Restaurants Inc                                                           | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12562.24     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                  | Darden Restaurants Inc                                                           | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70735.00     | 0.01%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40003.12     | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66025.04     | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169843.44    | 0.02%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    101000 | PA      | $93697.79     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72890.78     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78084.15     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28430.98     | 0.00%             | 2031-03-03      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89689.85     | 0.01%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74093.87     | 0.01%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30722.17     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73413.04     | 0.01%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43819.83     | 0.01%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5312.53      | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5278.05      | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83595.93     | 0.01%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47362.79     | 0.01%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90900.20     | 0.01%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76970.18     | 0.01%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     76000 | PA      | $71871.69     | 0.01%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102318.57    | 0.01%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32683.86     | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20903.33     | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     57000 | PA      | $51143.77     | 0.01%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49146.48     | 0.01%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59032.33     | 0.01%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90604.46     | 0.01%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60463.71     | 0.01%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5186.78      | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117286.43    | 0.02%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122847.27    | 0.02%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102747.34    | 0.01%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61044.39     | 0.01%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10352.36     | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151102.98    | 0.02%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45779.68     | 0.01%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36376.60     | 0.01%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55362.90     | 0.01%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15185.86     | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56034.62     | 0.01%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                             | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40462.61     | 0.01%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| DELUXE CORP                                             | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36875.99     | 0.01%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                     | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41564.45     | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                     | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47537.26     | 0.01%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBA4<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     15000 | PA      | $13159.66     | 0.00%             | 2030-08-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBB2<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     10000 | PA      | $8774.72      | 0.00%             | 2031-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBE6<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     10000 | PA      | $8847.39      | 0.00%             | 2031-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBL0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $205244.82    | 0.03%             | 2034-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBP1<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      5000 | PA      | $5016.92      | 0.00%             | 2027-08-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBS5<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     10000 | PA      | $10041.05     | 0.00%             | 2028-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                   | Dexia SA                                                                         | CUSIP: 25214BBC7<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $40296.08     | 0.01%             | 2027-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69042.11     | 0.01%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18532.36     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19652.08     | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69199.26     | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                 | Digital Realty Trust LP                                                          | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104377.70    | 0.02%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                 | Digital Realty Trust LP                                                          | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     65000 | PA      | $65531.35     | 0.01%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                 | Digital Realty Trust LP                                                          | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     70000 | PA      | $68671.44     | 0.01%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                          | Capital One NA                                                                   | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253844.22    | 0.04%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66488.30     | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $76945.12     | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39987.25     | 0.01%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58023.52     | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39767.58     | 0.01%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25205.60     | 0.00%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60832.04     | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30737.61     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88241.10     | 0.01%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BC4<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25699.17     | 0.00%             | 2029-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42526.55     | 0.01%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79155.14     | 0.01%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28955.36     | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                                   | Dresdner Funding Trust I                                                         | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77190.44     | 0.01%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FL PROJ FIN                                 | Duke Energy Florida Project Finance LLC                                          | CUSIP: 26444GAE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21860.64     | 0.00%             | 2036-09-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: —       |
| DYCOM INDUSTRIES INC                                    | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34590.06     | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                         | EMD Finance LLC                                                                  | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151469.96    | 0.02%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                        | ERP Operating LP                                                                 | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93766.12     | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                        | ERP Operating LP                                                                 | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     10000 | PA      | $10049.89     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                        | ERP Operating LP                                                                 | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     65000 | PA      | $61071.85     | 0.01%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                        | ERP Operating LP                                                                 | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     55000 | PA      | $54847.70     | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                        | ERP Operating LP                                                                 | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $102696.47    | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                          | EPR Properties                                                                   | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     35000 | PA      | $35289.03     | 0.01%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                          | EPR Properties                                                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     20000 | PA      | $19368.72     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                       | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59203.83     | 0.01%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                       | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66170.19     | 0.01%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                       | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20514.52     | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                       | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103772.61    | 0.02%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98997.44     | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                       | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54575.41     | 0.01%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                       | Eaton Capital ULC                                                                | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10117.06     | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                | eBay Inc                                                                         | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45868.31     | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                | eBay Inc                                                                         | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51651.55     | 0.01%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                | eBay Inc                                                                         | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70523.03     | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                | eBay Inc                                                                         | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59539.19     | 0.01%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                | eBay Inc                                                                         | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55859.51     | 0.01%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                  | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49985.10     | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                  | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33058.06     | 0.00%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                | Elanco Animal Health Inc                                                         | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68161.54     | 0.01%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                              | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $38520.94     | 0.01%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                     | Electronic Arts Inc                                                              | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67824.20     | 0.01%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                     | Electronic Arts Inc                                                              | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4724.39      | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10556.70     | 0.00%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100783.54    | 0.01%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86833.41     | 0.01%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                            | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30457.97     | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EMBECTA CORP                                            | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14830.54     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                 | Empower Finance 2020 LP                                                          | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42959.93     | 0.01%             | 2027-09-17      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                 | Empower Finance 2020 LP                                                          | CUSIP: 29248HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $40276.80     | 0.01%             | 2031-03-17      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                 | Empower Finance 2020 LP                                                          | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $16511.01     | 0.00%             | 2051-09-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                | Encore Capital Group Inc                                                         | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52808.37     | 0.01%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37270.48     | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56922.42     | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54862.97     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24657.75     | 0.00%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44497.19     | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50561.42     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                 | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29791.03     | 0.00%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                 | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20771.58     | 0.00%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39641.03     | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28675.82     | 0.00%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119829.16    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61465.29     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |     60000 | PA      | $62461.98     | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                             | Equifax Inc                                                                      | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25438.81     | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                             | Equifax Inc                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96549.19     | 0.01%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $96044.43     | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     25000 | PA      | $24097.76     | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     74000 | PA      | $67208.61     | 0.01%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     60000 | PA      | $39135.86     | 0.01%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     60000 | PA      | $56706.53     | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     50000 | PA      | $47662.04     | 0.01%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     50000 | PA      | $45311.21     | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     20000 | PA      | $13945.74     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     60000 | PA      | $57842.11     | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                | Equitable America Global Funding                                                 | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102128.11    | 0.01%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101634.33    | 0.01%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                  | Equitable Holdings Inc                                                           | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125682.15    | 0.02%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16391.03     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38328.28     | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77219.51     | 0.01%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36610.54     | 0.01%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20182.55     | 0.00%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55288.53     | 0.01%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93820.47     | 0.01%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31240.99     | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5052.26      | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10078.55     | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46890.06     | 0.01%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56189.11     | 0.01%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                 | European Bank for Reconstruction & Development                                   | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     40000 | PA      | $40706.96     | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                 | European Bank for Reconstruction & Development                                   | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    115000 | PA      | $116895.62    | 0.02%             | 2029-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                 | European Bank for Reconstruction & Development                                   | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     90000 | PA      | $91727.48     | 0.01%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     45000 | PA      | $41859.20     | 0.01%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $13287.75     | 0.00%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    765000 | PA      | $743632.29    | 0.11%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $283360.95    | 0.04%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $19890.06     | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     10000 | PA      | $10077.61     | 0.00%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $4968.68      | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $14992.13     | 0.00%             | 2030-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    405000 | PA      | $415727.21    | 0.06%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $20274.42     | 0.00%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    345000 | PA      | $349436.12    | 0.05%             | 2034-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     60000 | PA      | $60572.51     | 0.01%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $25977.39     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $5169.25      | 0.00%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    935000 | PA      | $940512.96    | 0.14%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $362213.37    | 0.05%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $209245.89    | 0.03%             | 2035-02-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    185000 | PA      | $189481.32    | 0.03%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28217.53     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22413.95     | 0.00%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                | Export Development Canada                                                        | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    155000 | PA      | $153630.84    | 0.02%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                | Export Development Canada                                                        | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    130000 | PA      | $130877.42    | 0.02%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                | Export Development Canada                                                        | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    165000 | PA      | $167767.19    | 0.02%             | 2029-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                | Export Development Canada                                                        | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     60000 | PA      | $63303.77     | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                | Export Development Canada                                                        | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    140000 | PA      | $140395.21    | 0.02%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54364.59     | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26200.81     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50339.23     | 0.01%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28265.11     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38685.84     | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                | FactSet Research Systems Inc                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29476.50     | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                | FactSet Research Systems Inc                                                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18532.80     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64062.77     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102958.97    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29605 | PA      | $28695.26     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31307NT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165183 | PA      | $163502.52    | 0.02%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131XYDC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63685 | PA      | $59878.17     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31329QGU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66398 | PA      | $66135.79     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76940 | PA      | $69986.34     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132A5H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251757 | PA      | $236707.88    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42385 | PA      | $41755.76     | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132AEPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    947038 | PA      | $915091.20    | 0.13%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CW2V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87393 | PA      | $81033.08     | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CWM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208333 | PA      | $202192.58    | 0.03%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70336 | PA      | $69338.90     | 0.01%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CWQ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38116 | PA      | $36272.60     | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CWXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61882 | PA      | $57330.99     | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CWXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18380 | PA      | $17131.79     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23648 | PA      | $23432.32     | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23926 | PA      | $23707.27     | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179765 | PA      | $173010.11    | 0.03%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34625 | PA      | $32263.62     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126159 | PA      | $114072.43    | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58090 | PA      | $53862.73     | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299108 | PA      | $283611.49    | 0.04%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254896 | PA      | $241533.52    | 0.04%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    559405 | PA      | $518348.28    | 0.08%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464907 | PA      | $429682.69    | 0.06%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115920 | PA      | $104519.22    | 0.02%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262514 | PA      | $236455.27    | 0.03%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    412274 | PA      | $381037.01    | 0.06%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174860 | PA      | $161611.16    | 0.02%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280482 | PA      | $264968.32    | 0.04%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128407 | PA      | $126724.27    | 0.02%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24018 | PA      | $22346.84     | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91878 | PA      | $85764.12     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62858 | PA      | $58604.90     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMB53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48135 | PA      | $45595.42     | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    704589 | PA      | $645293.84    | 0.09%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140976 | PA      | $128069.94    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61673 | PA      | $51280.01     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79954 | PA      | $68124.17     | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351256 | PA      | $346792.48    | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320533 | PA      | $318890.59    | 0.05%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259230 | PA      | $242733.11    | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301076 | PA      | $288585.40    | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219018 | PA      | $209673.69    | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96322 | PA      | $97359.06     | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DP5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207627 | PA      | $208156.90    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DP5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21996 | PA      | $22343.40     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPD70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132808 | PA      | $136237.93    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPFY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62190 | PA      | $64207.28     | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144168 | PA      | $148162.10    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPHX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147459 | PA      | $151586.61    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132384 | PA      | $133854.15    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8884 | PA      | $8762.33      | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61296 | PA      | $62947.38     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQGN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97611 | PA      | $99382.78     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39655 | PA      | $40508.48     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQP91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177140 | PA      | $179045.22    | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68449 | PA      | $70733.20     | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76351 | PA      | $79402.21     | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DTAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264925 | PA      | $270688.90    | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DTGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    922603 | PA      | $952876.67    | 0.14%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DTVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251175 | PA      | $258398.68    | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DU6E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    994930 | PA      | $1001997.89   | 0.15%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DUAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118877 | PA      | $124020.94    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DV5Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208067 | PA      | $200340.96    | 0.03%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121851 | PA      | $101077.22    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271662 | PA      | $269625.47    | 0.04%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408330 | PA      | $317570.94    | 0.05%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301064 | PA      | $247426.49    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    785252 | PA      | $610684.17    | 0.09%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    829474 | PA      | $682228.44    | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1180028 | PA      | $917652.55    | 0.13%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264228 | PA      | $226127.61    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54921 | PA      | $49153.88     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161276 | PA      | $132092.33    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1424390 | PA      | $1447346.93   | 0.21%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376359 | PA      | $382573.60    | 0.06%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    430459 | PA      | $429776.07    | 0.06%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213872 | PA      | $221805.45    | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132E0ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40954 | PA      | $42622.51     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211062 | PA      | $173865.34    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133A9NL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667106 | PA      | $554707.53    | 0.08%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157764 | PA      | $129904.92    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AAQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175408 | PA      | $144433.22    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ACGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175881 | PA      | $149977.95    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50943 | PA      | $41884.53     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70646 | PA      | $58568.28     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37799 | PA      | $31198.52     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AXHR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    467181 | PA      | $402884.49    | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104283 | PA      | $85339.83     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BPXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92741 | PA      | $93708.00     | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35166 | PA      | $35795.33     | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BRMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50288 | PA      | $51205.88     | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BTHE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59208 | PA      | $62210.13     | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133GEGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150595 | PA      | $139710.49    | 0.02%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133GF3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62341 | PA      | $57730.44     | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133GFCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181031 | PA      | $167780.27    | 0.02%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133GGHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32150 | PA      | $29768.43     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    632507 | PA      | $569720.70    | 0.08%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KK3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59048 | PA      | $51029.74     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KK7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83207 | PA      | $68407.85     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KKG78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116700 | PA      | $115739.95    | 0.02%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KKWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50268 | PA      | $41744.45     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37300 | PA      | $30909.83     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146679 | PA      | $121499.33    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84623 | PA      | $69898.15     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33195 | PA      | $27418.85     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49957 | PA      | $41144.53     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40227 | PA      | $33114.80     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151135 | PA      | $124585.86    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157504 | PA      | $129657.39    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189744 | PA      | $156777.80    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KMBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216268 | PA      | $177527.19    | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KMLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655496 | PA      | $565169.37    | 0.08%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129268 | PA      | $106964.16    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110835 | PA      | $91653.85     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156829 | PA      | $129101.66    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1647742 | PA      | $1474147.91   | 0.22%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KNEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730158 | PA      | $631572.61    | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KNNS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1021634 | PA      | $921045.43    | 0.13%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112710 | PA      | $113884.94    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80447 | PA      | $77026.97     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180980 | PA      | $173499.68    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KPY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230649 | PA      | $233008.52    | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KQDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103720 | PA      | $107109.06    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KQKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150956 | PA      | $154782.27    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KQKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216079 | PA      | $223036.18    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KQPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81047 | PA      | $83273.28     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8A39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51600 | PA      | $48089.20     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39642 | PA      | $36916.08     | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8H24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121541 | PA      | $112733.22    | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26842 | PA      | $24900.47     | 0.00%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64582 | PA      | $59827.21     | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77422 | PA      | $71747.08     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80467 | PA      | $74569.75     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8U52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79308 | PA      | $73442.78     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62608 | PA      | $58057.18     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8W50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46373 | PA      | $42937.56     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1271746 | PA      | $1090729.34   | 0.16%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                  | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118591 | PA      | $116899.40    | 0.02%             | 2026-12-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                  | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49870 | PA      | $49283.33     | 0.01%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                  | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $221974.51    | 0.03%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                  | CUSIP: 3136BHMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340000 | PA      | $300557.25    | 0.04%             | 2031-04-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                  | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490000 | PA      | $428612.37    | 0.06%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                    | Federal Realty OP LP                                                             | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     45000 | PA      | $39814.46     | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                    | Federal Realty OP LP                                                             | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44479.70     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                    | Federal Realty OP LP                                                             | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     35000 | PA      | $33793.55     | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                    | Federal Realty OP LP                                                             | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     30000 | PA      | $28993.94     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176542 | PA      | $169939.27    | 0.02%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $198002.91    | 0.03%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $44801.98     | 0.01%             | 2030-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2AD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $894809.66    | 0.13%             | 2031-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H4BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $238381.78    | 0.03%             | 2028-09-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9D71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $486288.52    | 0.07%             | 2029-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $988762.81    | 0.14%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HFNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $305856.33    | 0.04%             | 2029-07-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140ADGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168907 | PA      | $173511.87    | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140BK2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127227 | PA      | $130448.68    | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32193 | PA      | $31166.58     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140GSPG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498865 | PA      | $469045.48    | 0.07%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124632 | PA      | $120428.07    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101192 | PA      | $91916.70     | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KQJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550556 | PA      | $477192.84    | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49811 | PA      | $41015.30     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51032 | PA      | $41958.17     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L2RS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500140 | PA      | $411123.70    | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L6RZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39654 | PA      | $34199.43     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140LXDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50530 | PA      | $46701.94     | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107359 | PA      | $88947.55     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47787 | PA      | $44252.83     | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140M7R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1778601 | PA      | $1471106.54   | 0.21%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140349 | PA      | $114884.58    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MESL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118462 | PA      | $122395.22    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142529 | PA      | $116669.03    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MWUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119106 | PA      | $119542.73    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Q7VS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256172 | PA      | $240859.39    | 0.04%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QBLZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205425 | PA      | $199553.79    | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QBW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273631 | PA      | $265641.52    | 0.04%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QCKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259359 | PA      | $241061.78    | 0.04%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31438 | PA      | $26132.98     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QFA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80927 | PA      | $70533.72     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QFNT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58200 | PA      | $50444.79     | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QFUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1480026 | PA      | $1217640.73   | 0.18%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33118 | PA      | $27556.06     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68377 | PA      | $56783.05     | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39894 | PA      | $37150.23     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193536 | PA      | $165009.75    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39213 | PA      | $36533.16     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84285 | PA      | $78532.45     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32778 | PA      | $27197.97     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QHEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50885 | PA      | $47367.00     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49214 | PA      | $45850.96     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QHP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64566 | PA      | $61408.40     | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QHPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26737 | PA      | $24815.31     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27729 | PA      | $25732.02     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QK4D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144109 | PA      | $119045.15    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QKAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68381 | PA      | $60759.63     | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70995 | PA      | $58616.92     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QKJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41604 | PA      | $38601.27     | 0.01%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35095 | PA      | $29271.27     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165633 | PA      | $136826.20    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90792 | PA      | $77873.56     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111833 | PA      | $92217.11     | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QLHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38060 | PA      | $32440.70     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100268 | PA      | $90470.67     | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QLUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69341 | PA      | $65699.09     | 0.01%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QM5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1179119 | PA      | $1004712.98   | 0.15%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    751962 | PA      | $619320.81    | 0.09%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56197 | PA      | $46452.50     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158812 | PA      | $136829.14    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83715 | PA      | $72075.08     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMW75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545988 | PA      | $471554.13    | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1097656 | PA      | $944700.01    | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824759 | PA      | $737868.67    | 0.11%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95570 | PA      | $88502.43     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388544 | PA      | $334987.50    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779118 | PA      | $696945.76    | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1180987 | PA      | $1012076.55   | 0.15%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356077 | PA      | $305854.58    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1458566 | PA      | $1311349.62   | 0.19%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113856 | PA      | $107583.00    | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121207 | PA      | $120536.44    | 0.02%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431523 | PA      | $413686.78    | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPFK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440135 | PA      | $410621.32    | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296044 | PA      | $283459.45    | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    644037 | PA      | $633648.85    | 0.09%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQF91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93095 | PA      | $96064.51     | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145265 | PA      | $144153.39    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    816915 | PA      | $804384.68    | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125613 | PA      | $126748.01    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149218 | PA      | $148277.13    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203640 | PA      | $205675.82    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125343 | PA      | $129209.74    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QREH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463538 | PA      | $467652.22    | 0.07%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26297 | PA      | $26894.30     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77256 | PA      | $78219.40     | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84358 | PA      | $86886.48     | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRU68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112783 | PA      | $116034.54    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194448 | PA      | $202488.50    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214250 | PA      | $217651.40    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QSVP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52246 | PA      | $54474.09     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315752 | PA      | $335141.29    | 0.05%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QTKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524254 | PA      | $539366.16    | 0.08%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QTQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179581 | PA      | $189885.92    | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180661 | PA      | $188878.84    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QTUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316104 | PA      | $333788.91    | 0.05%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74474 | PA      | $77509.38     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QVA95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545727 | PA      | $569005.65    | 0.08%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QVAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133890 | PA      | $137728.24    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QVQ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610526 | PA      | $611200.64    | 0.09%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QVRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323167 | PA      | $332273.30    | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QVRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406650 | PA      | $417141.76    | 0.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359460 | PA      | $360464.62    | 0.05%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W0R80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291145 | PA      | $303564.63    | 0.04%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W0ZE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240682 | PA      | $235636.66    | 0.03%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W1YT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419719 | PA      | $359587.09    | 0.05%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W2PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284341 | PA      | $291568.64    | 0.04%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W2PV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195998 | PA      | $201202.31    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W2RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521752 | PA      | $530240.19    | 0.08%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W2SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68612 | PA      | $70433.44     | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W3A58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31875 | PA      | $33324.20     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W3DQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243983 | PA      | $250349.92    | 0.04%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X5JV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    998223 | PA      | $904138.08    | 0.13%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X5R70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198421 | PA      | $186560.75    | 0.03%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X6QG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20903 | PA      | $21250.65     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X6TY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489895 | PA      | $452801.29    | 0.07%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18647 | PA      | $18078.64     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X7KS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145393 | PA      | $140488.73    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43815 | PA      | $41195.86     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X8H26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25003 | PA      | $24244.49     | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X8MH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291118 | PA      | $252801.26    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X8TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218402 | PA      | $194848.20    | 0.03%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43858 | PA      | $41760.61     | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9ED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62234 | PA      | $56227.17     | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31799 | PA      | $29632.47     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59202 | PA      | $55250.46     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580982 | PA      | $561383.70    | 0.08%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XA3P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57350 | PA      | $53921.77     | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120235 | PA      | $99680.98     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129741 | PA      | $110618.13    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XB2Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155179 | PA      | $145903.52    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XB3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49958 | PA      | $43075.42     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XB3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178004 | PA      | $154245.27    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XB4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897104 | PA      | $806435.03    | 0.12%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49615 | PA      | $47073.40     | 0.01%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1023567 | PA      | $987402.72    | 0.14%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90802 | PA      | $85308.20     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321172 | PA      | $278600.69    | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144929 | PA      | $120051.95    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426915 | PA      | $411831.84    | 0.06%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XC3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1390518 | PA      | $1300091.98   | 0.19%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100244 | PA      | $87056.39     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    729754 | PA      | $633964.77    | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123515 | PA      | $106681.16    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157758 | PA      | $146429.18    | 0.02%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233458 | PA      | $181558.14    | 0.03%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261821 | PA      | $232640.65    | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692969 | PA      | $597264.01    | 0.09%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71231 | PA      | $61456.79     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XD3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77345 | PA      | $71676.19     | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437057 | PA      | $372428.20    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XD6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104286 | PA      | $90173.41     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XD6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93163 | PA      | $80350.18     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92791 | PA      | $76765.38     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265645 | PA      | $219584.32    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75309 | PA      | $62106.47     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97851 | PA      | $90724.34     | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1381986 | PA      | $1304114.84   | 0.19%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166591 | PA      | $137647.05    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32219 | PA      | $27807.97     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21953 | PA      | $18940.38     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754410 | PA      | $650889.39    | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306424 | PA      | $253185.58    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56112 | PA      | $48536.16     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XF5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374734 | PA      | $335265.63    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XFE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62929 | PA      | $58293.76     | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102561 | PA      | $94908.51     | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60322 | PA      | $55751.53     | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452634 | PA      | $419252.43    | 0.06%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786233 | PA      | $645882.32    | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGK57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    780532 | PA      | $668949.21    | 0.10%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572225 | PA      | $1291018.83   | 0.19%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612928 | PA      | $576505.14    | 0.08%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1011804 | PA      | $828225.45    | 0.12%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87693 | PA      | $79068.56     | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330402 | PA      | $309523.29    | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJH48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134140 | PA      | $127273.09    | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325582 | PA      | $321495.54    | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99897 | PA      | $100595.00    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62338 | PA      | $64359.72     | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55708 | PA      | $57264.82     | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250465 | PA      | $252969.13    | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKDQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125979 | PA      | $130263.26    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164351 | PA      | $167261.78    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76664 | PA      | $78462.87     | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XLFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2214146 | PA      | $1812065.06   | 0.26%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XM7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51511 | PA      | $53609.89     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25154 | PA      | $24806.62     | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XMNZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    959794 | PA      | $821461.15    | 0.12%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XMRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159366 | PA      | $163337.82    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132576 | PA      | $113468.21    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XNHZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164373 | PA      | $169858.84    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140374 | PA      | $146098.15    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Y6M23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48456 | PA      | $49402.72     | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Y6ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121479 | PA      | $126727.37    | 0.02%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Y7E95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126041 | PA      | $131802.28    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48314 | PA      | $45425.75     | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55128 | PA      | $51832.84     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160923 | PA      | $155494.57    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283613 | PA      | $232787.06    | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49082 | PA      | $42095.52     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1703155 | PA      | $1397341.71   | 0.20%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201175 | PA      | $172478.22    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43044 | PA      | $40774.65     | 0.01%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    950553 | PA      | $779210.82    | 0.11%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50177 | PA      | $45288.28     | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1086200 | PA      | $890028.27    | 0.13%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1526061 | PA      | $1306953.97   | 0.19%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27573 | PA      | $26235.23     | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225127 | PA      | $185608.43    | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273279 | PA      | $225021.43    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389135 | PA      | $302754.19    | 0.04%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252893 | PA      | $217435.70    | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557694 | PA      | $433757.73    | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1556213 | PA      | $1279499.99   | 0.19%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766088 | PA      | $629601.04    | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313682 | PA      | $290804.67    | 0.04%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63791 | PA      | $60466.64     | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418E3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203864 | PA      | $210787.50    | 0.03%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113898 | PA      | $97474.36     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911360 | PA      | $821730.03    | 0.12%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445875 | PA      | $412807.34    | 0.06%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396082 | PA      | $356764.79    | 0.05%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100061 | PA      | $90128.42     | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682714 | PA      | $630987.02    | 0.09%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396944 | PA      | $353712.95    | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283150 | PA      | $267488.88    | 0.04%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33300 | PA      | $32995.74     | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744619 | PA      | $732381.38    | 0.11%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45917 | PA      | $45497.73     | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37216 | PA      | $36616.69     | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58132 | PA      | $59755.80     | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ESM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21199 | PA      | $20941.71     | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171129 | PA      | $175393.83    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13025 | PA      | $12866.68     | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589350 | PA      | $602812.41    | 0.09%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    789871 | PA      | $788617.45    | 0.12%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212558 | PA      | $209771.67    | 0.03%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    372474 | PA      | $387585.97    | 0.06%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427MG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151924 | PA      | $158404.75    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48392 | PA      | $49584.38     | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427MPK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157543 | PA      | $163905.45    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427MTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    387685 | PA      | $399322.87    | 0.06%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258410 | PA      | $265290.63    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427MYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266064 | PA      | $271404.33    | 0.04%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202638 | PA      | $207362.43    | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427NHU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201136 | PA      | $207040.16    | 0.03%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427NM63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338247 | PA      | $343749.96    | 0.05%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427NW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519942 | PA      | $529365.23    | 0.08%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427P4T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104963 | PA      | $107701.88    | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427PDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41193 | PA      | $42283.77     | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427PFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191276 | PA      | $200488.05    | 0.03%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427PG24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249573 | PA      | $256631.65    | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427PXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195799 | PA      | $204843.29    | 0.03%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101355 | PA      | $104599.74    | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135858 | PA      | $141678.99    | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GQSR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30060 | PA      | $31284.91     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GQSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78861 | PA      | $82080.14     | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GQSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137981 | PA      | $142691.91    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35454 | PA      | $36899.22     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GREX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234224 | PA      | $240458.84    | 0.04%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GRFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    537698 | PA      | $546064.47    | 0.08%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GSRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209458 | PA      | $218135.16    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GT3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164113 | PA      | $168253.19    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GTBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    411361 | PA      | $418238.96    | 0.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GTVD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244479 | PA      | $255866.70    | 0.04%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GUSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160321 | PA      | $165563.53    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625607 | PA      | $640425.83    | 0.09%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                    | Ferguson Finance PLC                                                             | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50467.35     | 0.01%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                    | Ferguson Finance PLC                                                             | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $43089.15     | 0.01%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                       | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25508.08     | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42562.32     | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                       | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31280.19     | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                       | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     51000 | PA      | $38196.67     | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                       | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56385.17     | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | Fifth Third Bancorp                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $49543.93     | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | Fifth Third Bancorp                                                              | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88127.25     | 0.01%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | Fifth Third Bancorp                                                              | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10411.23     | 0.00%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | Fifth Third Bancorp                                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26344.10     | 0.00%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | Fifth Third Bancorp                                                              | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    190000 | PA      | $199678.30    | 0.03%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | Fifth Third Bancorp                                                              | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284802.57    | 0.04%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY MUNI                                   | Assured Guaranty Municipal Holdings Inc                                          | CUSIP: 31769PAB6<br>LEI: 549300WKHOG7BKB8MS12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4668.89      | 0.00%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                | First American Financial Corp                                                    | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45578.86     | 0.01%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                      | First Horizon Corp                                                               | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77763.85     | 0.01%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4886.21      | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30354.75     | 0.00%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38682.26     | 0.01%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70505.57     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64746.07     | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222485.39    | 0.03%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    142000 | PA      | $113237.78    | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111629.37    | 0.02%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     99000 | PA      | $91077.78     | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112535.55    | 0.02%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118864.52    | 0.02%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15417.47     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76378.49     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59745.50     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80298.47     | 0.01%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FIVE CORNERS FND TR II                                  | Five Corners Funding Trust II                                                    | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14140.24     | 0.00%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                | Flex Ltd                                                                         | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     56000 | PA      | $56817.06     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                | Flex Ltd                                                                         | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $50775.82     | 0.01%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44470.92     | 0.01%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5045.53      | 0.00%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FORTINET INC                                            | Fortinet Inc                                                                     | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37710.05     | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                     | Fortive Corp                                                                     | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     47000 | PA      | $39628.40     | 0.01%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54902.24     | 0.01%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63669.20     | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40280.09     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| FRANKLIN RESOURCES INC                                  | Franklin Resources Inc                                                           | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57499.33     | 0.01%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                  | Franklin Resources Inc                                                           | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25613.22     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30044.38     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75388.05     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65673.25     | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50754.85     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71113.10     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83543.30     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58097.12     | 0.01%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                          | HB Fuller Co                                                                     | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34762.09     | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36178YCG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    598001 | PA      | $566578.12    | 0.08%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25659 | PA      | $23534.68     | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206112 | PA      | $188479.85    | 0.03%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    341909 | PA      | $321038.52    | 0.05%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1899 | PA      | $1736.74      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8214 | PA      | $7511.63      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74413 | PA      | $68047.03     | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    655739 | PA      | $615711.58    | 0.09%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118704 | PA      | $111458.52    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120310 | PA      | $112428.24    | 0.02%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71828 | PA      | $71434.73     | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143298 | PA      | $142513.12    | 0.02%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    641122 | PA      | $619605.94    | 0.09%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    288289 | PA      | $270228.44    | 0.04%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181893 | PA      | $169976.31    | 0.02%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3496772 | PA      | $2917380.84   | 0.43%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152598 | PA      | $132768.13    | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1357312 | PA      | $1132213.61   | 0.17%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    839492 | PA      | $760877.42    | 0.11%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50472 | PA      | $47165.73     | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268454 | PA      | $250866.38    | 0.04%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35690 | PA      | $34383.88     | 0.01%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291419 | PA      | $264061.74    | 0.04%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97257 | PA      | $88049.85     | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133724 | PA      | $111618.72    | 0.02%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    426893 | PA      | $371517.42    | 0.05%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    357366 | PA      | $298208.09    | 0.04%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133218 | PA      | $120560.84    | 0.02%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100120 | PA      | $87005.05     | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    873003 | PA      | $788656.53    | 0.12%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    738279 | PA      | $666892.36    | 0.10%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    947066 | PA      | $789853.92    | 0.12%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    483532 | PA      | $436740.47    | 0.06%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2849923 | PA      | $2476218.56   | 0.36%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112161 | PA      | $101298.27    | 0.01%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328126 | PA      | $273644.00    | 0.04%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    719116 | PA      | $624819.59    | 0.09%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    748419 | PA      | $697222.06    | 0.10%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1483892 | PA      | $1289174.88   | 0.19%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    741545 | PA      | $669555.89    | 0.10%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    265566 | PA      | $247399.51    | 0.04%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107722 | PA      | $109383.29    | 0.02%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    560691 | PA      | $551214.31    | 0.08%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145924 | PA      | $148157.22    | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74611 | PA      | $71435.88     | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38148 | PA      | $38347.52     | 0.01%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283843 | PA      | $246583.81    | 0.04%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273758 | PA      | $262108.60    | 0.04%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    635334 | PA      | $608298.31    | 0.09%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    391398 | PA      | $393856.10    | 0.06%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185735 | PA      | $177830.80    | 0.03%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    305374 | PA      | $306811.93    | 0.04%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    499223 | PA      | $507501.73    | 0.07%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267500 | PA      | $268725.43    | 0.04%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50103 | PA      | $50927.68     | 0.01%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116111 | PA      | $116599.79    | 0.02%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    274830 | PA      | $279103.45    | 0.04%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    606944 | PA      | $618774.00    | 0.09%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    747338 | PA      | $761904.63    | 0.11%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38415 | PA      | $38998.72     | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    537979 | PA      | $546346.63    | 0.08%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88913 | PA      | $91126.32     | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136076 | PA      | $139463.26    | 0.02%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18172 | PA      | $18762.08     | 0.00%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    284050 | PA      | $284784.75    | 0.04%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 3617BKN98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24907 | PA      | $22482.74     | 0.00%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    476960 | PA      | $467198.79    | 0.07%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126320 | PA      | $126231.88    | 0.02%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    576495 | PA      | $582686.20    | 0.09%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $187906.30    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    471226 | PA      | $461522.37    | 0.07%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    972963 | PA      | $972287.64    | 0.14%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    418359 | PA      | $422773.78    | 0.06%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5PL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    446968 | PA      | $461192.66    | 0.07%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154019 | PA      | $157253.63    | 0.02%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5RH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214348 | PA      | $221063.19    | 0.03%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5TQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152564 | PA      | $157510.36    | 0.02%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128205 | PA      | $131113.84    | 0.02%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178048 | PA      | $183873.24    | 0.03%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144171 | PA      | $145150.72    | 0.02%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3622A2R87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3094 | PA      | $2838.05      | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3622A2RT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3099 | PA      | $2842.48      | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3622AAP40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38346 | PA      | $35044.08     | 0.01%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    202481 | PA      | $206587.08    | 0.03%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                                    | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52107.87     | 0.01%             | 2028-02-01      | Fixed         | 6.86%                 | 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        |    215950 | PA      | $214309.04    | 0.03%             | 2050-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC47                                           | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $231639.28    | 0.03%             | 2053-05-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                       | GXO Logistics Inc                                                                | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58163.39     | 0.01%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                       | GXO Logistics Inc                                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52541.70     | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                       | GXO Logistics Inc                                                                | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32296.25     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81862.88     | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                           | Clue Opco LLC                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51877.26     | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118335.84    | 0.02%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106006.66    | 0.02%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135018.60    | 0.02%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $94218.95     | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust      | GM Financial Consumer Automobile Receivables Trust 2024-1                        | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508438.37    | 0.07%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53245.66     | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                   | Neogen Food Safety Corp                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26633.37     | 0.00%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                                 | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $55044.01     | 0.01%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49832.03     | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61612.12     | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57686.66     | 0.01%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36457.47     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37685.61     | 0.01%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21181.89     | 0.00%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74277.34     | 0.01%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116336.30    | 0.02%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75823.06     | 0.01%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23080.50     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53402.79     | 0.01%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71302.18     | 0.01%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30224.06     | 0.00%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5125.02      | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5138.09      | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $68393.98     | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    320000 | PA      | $308032.43    | 0.04%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191996.62    | 0.03%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73332.54     | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145756.90    | 0.02%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    490000 | PA      | $511115.56    | 0.07%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $271343.40    | 0.04%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445451.79    | 0.07%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    195000 | PA      | $206921.17    | 0.03%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                        | Genuine Parts Co                                                                 | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39509.56     | 0.01%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                        | Genuine Parts Co                                                                 | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $61417.42     | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| GENUINE PARTS CO                                        | Genuine Parts Co                                                                 | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31753.89     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                        | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5077.08      | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                        | Gerdau Trade Inc                                                                 | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |     80000 | PA      | $82765.96     | 0.01%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31771.62     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95157.23     | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22493.01     | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78775.82     | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58609.14     | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31350.14     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5118.12      | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61068.50     | 0.01%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52823.99     | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140490.23    | 0.02%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139860.73    | 0.02%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                          | Globe Life Inc                                                                   | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15112.05     | 0.00%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                          | Globe Life Inc                                                                   | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36780.71     | 0.01%             | 2034-09-15      | Fixed         | 5.85%                 | 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        |     40000 | PA      | $40013.63     | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52732.28     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN THREE                                    | Goodman US Finance Three LLC                                                     | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |     60000 | PA      | $59399.09     | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BK OF ENGLAND EURO NOTE                                 | Bank of England Euro Note                                                        | CUSIP: 38376HAK4<br>LEI: YUEDD7W89PH0FV8Q2S28 | Long             | DBT              | NUSS              | GB        |    230000 | PA      | $232418.84    | 0.03%             | 2027-03-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                                 | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24370.75     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FINANC                                | Great-West Lifeco Finance Delaware LP                                            | CUSIP: 391382AB4<br>LEI: 549300604SRFDFB35F35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57727.86     | 0.01%             | 2047-06-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FIN 18                                | Great-West Lifeco Finance 2018 LP                                                | CUSIP: 39138QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54923.61     | 0.01%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FIN 18                                | Great-West Lifeco Finance 2018 LP                                                | CUSIP: 39138QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30863.94     | 0.00%             | 2048-05-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                     | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65138.07     | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| GROUP 1 AUTOMOTIVE INC                                  | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49894.07     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                  | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35962.50     | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                          | HB Fuller Co                                                                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19483.71     | 0.00%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93216.96     | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91381.77     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72954.30     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144747.08    | 0.02%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88050.07     | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119849.82    | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130105.07    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69667.28     | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76204.68     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59243.84     | 0.01%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68288.90     | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113809.53    | 0.02%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116825.90    | 0.02%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51256.28     | 0.01%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83933.99     | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69779.97     | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34698.89     | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136081.82    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109982.07    | 0.02%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96406.04     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45643.64     | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132519.73    | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31447.07     | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68623.51     | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98984.81     | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108422.91    | 0.02%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98688.99     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75485.16     | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     49000 | PA      | $54507.88     | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     40000 | PA      | $38938.85     | 0.01%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                         | Hanesbrands Inc                                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47500.58     | 0.01%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INF CAP                                  | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91977.57     | 0.01%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                 | Hanover Insurance Group Inc/The                                                  | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40973.86     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                     | Harley-Davidson Inc                                                              | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     33000 | PA      | $27164.26     | 0.00%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                | Harley-Davidson Financial Services Inc                                           | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24666.59     | 0.00%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                        | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43335.19     | 0.01%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16370.63     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                        | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30648.08     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8654.28      | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     41000 | PA      | $31022.63     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                        | Hartford Insurance Group Inc/The                                                 | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19611.33     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                              | Hasbro Inc                                                                       | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47627.44     | 0.01%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                              | Hasbro Inc                                                                       | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35712.23     | 0.01%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                              | Hasbro Inc                                                                       | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19780.15     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                              | Hasbro Inc                                                                       | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88424.22     | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                              | Hasbro Inc                                                                       | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31824.50     | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32326.16     | 0.00%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98607.08     | 0.01%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     25000 | PA      | $28060.72     | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                        | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39310.75     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     65000 | PA      | $61693.61     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     56000 | PA      | $51923.87     | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     55000 | PA      | $53236.72     | 0.01%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     55000 | PA      | $56771.08     | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                         | Hecla Mining Co                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20085.84     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96008.73     | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51841.77     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105091.64    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79355.97     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                         | Hershey Co/The                                                                   | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94594.32     | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                         | Hershey Co/The                                                                   | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90153.89     | 0.01%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                         | Hershey Co/The                                                                   | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103446.67    | 0.02%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34783.27     | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94051.58     | 0.01%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75763.64     | 0.01%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113723.96    | 0.02%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35961.08     | 0.01%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110541.80    | 0.02%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136015.38    | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116381.99    | 0.02%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134404.10    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56094.17     | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                             | Hexcel Corp                                                                      | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44754.28     | 0.01%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                     | Highwoods Realty LP                                                              | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     35000 | PA      | $34717.15     | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                     | Highwoods Realty LP                                                              | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     45000 | PA      | $51387.80     | 0.01%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                         | Hillenbrand Inc                                                                  | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24978.10     | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HILLENBRAND INC                                         | Hillenbrand Inc                                                                  | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42036.91     | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45118.11     | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35112.31     | 0.01%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53428.25     | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     96000 | PA      | $91739.03     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74339.62     | 0.01%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40954.68     | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31106.88     | 0.00%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69080.71     | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51241.71     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61019.92     | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52951.74     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37060.74     | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                                | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                     | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35014.85     | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                       | Canada Government International Bond                                             | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    155000 | PA      | $160287.90    | 0.02%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CANADA GOVERNMENT                                       | Canada Government International Bond                                             | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $20310.71     | 0.00%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                             | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30003.20     | 0.00%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                             | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64355.98     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    154000 | PA      | $168283.77    | 0.02%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72746.87     | 0.01%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70226.50     | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39537.28     | 0.01%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52090.50     | 0.01%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61939.19     | 0.01%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    135000 | PA      | $116264.58    | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39213.97     | 0.01%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88777.79     | 0.01%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59002.31     | 0.01%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85240.08     | 0.01%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100952.10    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145273.46    | 0.02%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48651.03     | 0.01%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58971.07     | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    214000 | PA      | $202820.05    | 0.03%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99325.65     | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72184.77     | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103440.02    | 0.02%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    145000 | PA      | $126045.62    | 0.02%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $40962.44     | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79936.18     | 0.01%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105892.32    | 0.02%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40944.44     | 0.01%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118563.68    | 0.02%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42422.87     | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74563.94     | 0.01%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55961.32     | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32593.91     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5147.50      | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132180.19    | 0.02%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102595.83    | 0.01%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138973.13    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97611.30     | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39104.74     | 0.01%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                      | Honda Auto Receivables 2025-3 Owner Trust                                        | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502260.99    | 0.07%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                               | Hong Kong Government International Bond                                          | CUSIP: 43858AAD2<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $178566.76    | 0.03%             | 2031-02-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                               | Hong Kong Government International Bond                                          | CUSIP: 43858AAM2<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $199273.74    | 0.03%             | 2033-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                       | Hormel Foods Corp                                                                | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81486.68     | 0.01%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                       | Hormel Foods Corp                                                                | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66323.64     | 0.01%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                       | Hormel Foods Corp                                                                | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50661.08     | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                       | Hormel Foods Corp                                                                | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50545.52     | 0.01%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     22000 | PA      | $21072.31     | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     72000 | PA      | $68504.62     | 0.01%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     20000 | PA      | $17990.52     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     45000 | PA      | $46566.15     | 0.01%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     60000 | PA      | $61039.12     | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52084.49     | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43733.50     | 0.01%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43032.04     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                             | Hubbell Inc                                                                      | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44351.55     | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                             | Hubbell Inc                                                                      | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36673.25     | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                             | Hubbell Inc                                                                      | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20059.80     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32252.62     | 0.00%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53499.02     | 0.01%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32909.80     | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17203.59     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57626.44     | 0.01%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30169.56     | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52723.29     | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67767.19     | 0.01%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21692.33     | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53961.49     | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15502.22     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31665.98     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55510.42     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63341.89     | 0.01%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134487.58    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66975.68     | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9931.59      | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41065.08     | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                           | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    140000 | PA      | $165222.16    | 0.02%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                   | JB Hunt Transport Services Inc                                                   | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66474.94     | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46566.75     | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64931.50     | 0.01%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100475.29    | 0.01%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10504.07     | 0.00%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78879.35     | 0.01%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113581.80    | 0.02%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                | Huntsman International LLC                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23929.85     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                | Huntsman International LLC                                                       | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33496.58     | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                | Huntsman International LLC                                                       | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9022.72      | 0.00%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                               | IDEX Corp                                                                        | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65421.50     | 0.01%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                               | IDEX Corp                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50368.23     | 0.01%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                 | Illinois Tool Works Inc                                                          | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70529.05     | 0.01%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                 | Illinois Tool Works Inc                                                          | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     63000 | PA      | $53915.59     | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                            | Illumina Inc                                                                     | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40739.76     | 0.01%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                            | Illumina Inc                                                                     | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46208.21     | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $174077.30    | 0.03%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                          | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $194649.32    | 0.03%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $189097.68    | 0.03%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $134967.12    | 0.02%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                          | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $130609.78    | 0.02%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201525.11    | 0.03%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201543.19    | 0.03%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $202127.47    | 0.03%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                          | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $387702.28    | 0.06%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    185000 | PA      | $184753.69    | 0.03%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202711.27    | 0.03%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $217479.35    | 0.03%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207168.91    | 0.03%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $47100.22     | 0.01%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $25694.82     | 0.00%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $10466.51     | 0.00%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                      | Voya Financial Inc                                                               | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10102.27     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                      | Trane Technologies Financing Ltd                                                 | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $27577.68     | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                      | Trane Technologies Financing Ltd                                                 | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     73000 | PA      | $72508.68     | 0.01%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                      | Trane Technologies Financing Ltd                                                 | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     34000 | PA      | $29733.54     | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                | Trane Technologies Holdco Inc                                                    | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21157.68     | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                | Trane Technologies Holdco Inc                                                    | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23110.95     | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                | Trane Technologies Holdco Inc                                                    | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46796.99     | 0.01%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                           | Ingredion Inc                                                                    | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65890.88     | 0.01%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                           | Ingredion Inc                                                                    | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18976.85     | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                        | Insight Enterprises Inc                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35843.35     | 0.01%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20009.14     | 0.00%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INNOVATE CORP                                           | INNOVATE Corp                                                                    | CUSIP: 45784JAB1<br>LEI: 549300S6O246JWQQ1K58 | Long             | DBT              | CORP              | US        |      4290 | PA      | $3692.36      | 0.00%             | 2027-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44382.70     | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77332.24     | 0.01%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $120659.36    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102785.16    | 0.02%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    230000 | PA      | $151283.19    | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29294.08     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22671.62     | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50593.22     | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54528.82     | 0.01%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147433.26    | 0.02%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44026.19     | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18924.99     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $23762.66     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64402.57     | 0.01%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145578.93    | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25668.52     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25246.79     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121830.06    | 0.02%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144067.09    | 0.02%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184687.94    | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177282.67    | 0.03%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211072.72    | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82189.87     | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76328.26     | 0.01%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123846.72    | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $68237.89     | 0.01%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $4149.46      | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     29000 | PA      | $27749.20     | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    120000 | PA      | $117767.01    | 0.02%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    214000 | PA      | $211669.09    | 0.03%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    176000 | PA      | $168259.22    | 0.02%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     85000 | PA      | $80693.74     | 0.01%             | 2027-09-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    195000 | PA      | $171873.78    | 0.03%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $140968.13    | 0.02%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $146477.62    | 0.02%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    210000 | PA      | $209308.26    | 0.03%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    115000 | PA      | $116072.35    | 0.02%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    165000 | PA      | $160910.11    | 0.02%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $75598.81     | 0.01%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    235000 | PA      | $238977.13    | 0.03%             | 2029-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     45000 | PA      | $46242.92     | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     30000 | PA      | $29788.56     | 0.00%             | 2031-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    240000 | PA      | $248218.98    | 0.04%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $5024.75      | 0.00%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                           | Interface Inc                                                                    | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20000.00     | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68085.37     | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     82000 | PA      | $69276.29     | 0.01%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34827.72     | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82532.99     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $60245.27     | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $132620.00    | 0.02%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75090.75     | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $70506.38     | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110176.89    | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5054.49      | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131804.97    | 0.02%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97545.27     | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70552.90     | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52418.29     | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148641.38    | 0.02%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $256049.43    | 0.04%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    115000 | PA      | $112707.03    | 0.02%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    220000 | PA      | $205347.29    | 0.03%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    179000 | PA      | $158900.74    | 0.02%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    161000 | PA      | $140873.18    | 0.02%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    224000 | PA      | $212046.94    | 0.03%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    191000 | PA      | $169101.15    | 0.02%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JT1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $19299.77     | 0.00%             | 2027-02-10      | Fixed         | 0.85%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $237788.78    | 0.03%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    345000 | PA      | $323141.43    | 0.05%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $199618.90    | 0.03%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    205000 | PA      | $203610.36    | 0.03%             | 2027-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $50053.27     | 0.01%             | 2029-09-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    185000 | PA      | $186819.86    | 0.03%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    240000 | PA      | $239786.39    | 0.04%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     85000 | PA      | $86265.48     | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $231194.71    | 0.03%             | 2028-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $237548.67    | 0.03%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $304362.66    | 0.04%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $223261.92    | 0.03%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $303007.01    | 0.04%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $313551.98    | 0.05%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $21068.07     | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25119.36     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53583.58     | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69779.68     | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42420.11     | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17112.78     | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31325.97     | 0.00%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                  | International Paper Co                                                           | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51945.79     | 0.01%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                  | International Paper Co                                                           | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47670.45     | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                  | International Paper Co                                                           | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35152.24     | 0.01%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                  | International Paper Co                                                           | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37258.07     | 0.01%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                  | International Paper Co                                                           | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     49000 | PA      | $40965.96     | 0.01%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                  | International Paper Co                                                           | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11491.82     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                   | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32890.07     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                   | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53539.48     | 0.01%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                   | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30462.14     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                   | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49591.61     | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                   | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BU3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25358.35     | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40403.49     | 0.01%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37745.83     | 0.01%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72263.67     | 0.01%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73492.95     | 0.01%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85391.65     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     40000 | PA      | $38029.21     | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     50000 | PA      | $42820.64     | 0.01%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     95000 | PA      | $92222.27     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     30000 | PA      | $31252.13     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     20000 | PA      | $20824.97     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     30000 | PA      | $29798.29     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60007.16     | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62500.68     | 0.01%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100176.99    | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156991.28    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     57000 | PA      | $56793.63     | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     55000 | PA      | $54882.64     | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     65000 | PA      | $64224.14     | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     35000 | PA      | $34834.37     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     67000 | PA      | $66480.42     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     40000 | PA      | $39636.65     | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     83000 | PA      | $79342.84     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     60000 | PA      | $61664.73     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     55000 | PA      | $56284.89     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                 | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     55000 | PA      | $52976.71     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | State of Israel                                                                  | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $136447.34    | 0.02%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $208113.47    | 0.03%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $194907.52    | 0.03%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $205957.59    | 0.03%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $206943.63    | 0.03%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $209759.93    | 0.03%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                    | Republic of Italy Government International Bond                                  | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     55000 | PA      | $58702.40     | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                    | Republic of Italy Government International Bond                                  | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $192353.50    | 0.03%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                    | Republic of Italy Government International Bond                                  | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     20000 | PA      | $15513.22     | 0.00%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                    | Republic of Italy Government International Bond                                  | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    260000 | PA      | $194997.42    | 0.03%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                                | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19403.66     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                                | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64074.03     | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                                | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15127.92     | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                                | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80988.48     | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                                | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5184.42      | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                                | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31446.69     | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101473.47    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71774.21     | 0.01%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53102.94     | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46467.86     | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10280.20     | 0.00%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                   | Jackson Financial Inc                                                            | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86507.55     | 0.01%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                   | Jackson Financial Inc                                                            | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31849.18     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                | Jacobs Engineering Group Inc                                                     | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73873.71     | 0.01%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                                   | James Hardie International Finance DAC                                           | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $30004.65     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                                 | Janus Henderson US Holdings Inc                                                  | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25498.86     | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                 | Japan International Cooperation Agency                                           | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     15000 | PA      | $14779.31     | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                 | Japan International Cooperation Agency                                           | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $201159.10    | 0.03%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                 | Japan International Cooperation Agency                                           | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    215000 | PA      | $221744.61    | 0.03%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                     | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    120000 | PA      | $118573.95    | 0.02%             | 2029-01-15      | 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        |      5000 | PA      | $4837.90      | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                           | JDE Peet's NV                                                                    | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $21883.92     | 0.00%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                            | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34210.17     | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| JELD-WEN INC                                            | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16980.75     | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36075.74     | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25417.48     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    120000 | PA      | $118486.81    | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                    | JetBlue 2020-1 Class A Pass Through Trust                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37005 | PA      | $35031.32     | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                          | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33228.14     | 0.00%             | 2030-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                                     | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     25000 | PA      | $27370.55     | 0.00%             | 2034-09-21      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                                     | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      5000 | PA      | $5100.34      | 0.00%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55211.89     | 0.01%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60541.15     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71467.83     | 0.01%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88154.64     | 0.01%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57324.75     | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101114.75    | 0.01%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                 | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5155.85      | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                 | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5151.45      | 0.00%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38449.51     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                 | KB Home                                                                          | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20413.13     | 0.00%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                 | KB Home                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19971.36     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                 | KB Home                                                                          | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23642.38     | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                 | KB Home                                                                          | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25857.98     | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                               | KEB Hana Bank                                                                    | CUSIP: 48723TAD3<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $209760.48    | 0.03%             | 2028-10-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                               | Kellanova                                                                        | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57581.19     | 0.01%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                               | Kellanova                                                                        | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39609.95     | 0.01%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                               | Kellanova                                                                        | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70516.06     | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                               | Kellanova                                                                        | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10108.62     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                          | Kennametal Inc                                                                   | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10050.75     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                               | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38630.37     | 0.01%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38380.12     | 0.01%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47891.86     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20154.08     | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52204.32     | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40507.85     | 0.01%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33774.87     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26736.44     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74102.04     | 0.01%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57767.07     | 0.01%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65701.67     | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61245.01     | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20523.55     | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51010.87     | 0.01%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35158.85     | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                             | KeyBank NA/Cleveland OH                                                          | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251406.48    | 0.04%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                          | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100010.37    | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55660.37     | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                          | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    126000 | PA      | $122841.69    | 0.02%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                          | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65039.50     | 0.01%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     95000 | PA      | $103520.07    | 0.02%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                          | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61694.04     | 0.01%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                             | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25307.88     | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                   | Keysight Technologies Inc                                                        | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60247.80     | 0.01%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                   | Keysight Technologies Inc                                                        | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54496.04     | 0.01%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                   | Keysight Technologies Inc                                                        | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46917.94     | 0.01%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                 | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     45000 | PA      | $44210.56     | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                 | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40160.53     | 0.01%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                 | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     25000 | PA      | $23185.17     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                 | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     50000 | PA      | $41919.98     | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                 | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     45000 | PA      | $37074.17     | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                 | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     40000 | PA      | $41591.44     | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                     | Kimberly-Clark Corp                                                              | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10147.57     | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                     | Kimberly-Clark Corp                                                              | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32807.35     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                     | Kimberly-Clark Corp                                                              | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30152.78     | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                     | Kimberly-Clark Corp                                                              | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53007.33     | 0.01%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                     | Kimberly-Clark Corp                                                              | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152646.30    | 0.02%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     30000 | PA      | $25597.64     | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     35000 | PA      | $29167.21     | 0.00%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     65000 | PA      | $64883.46     | 0.01%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |      5000 | PA      | $3777.69      | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     30000 | PA      | $27999.28     | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     30000 | PA      | $28632.77     | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     30000 | PA      | $26664.23     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     50000 | PA      | $46655.41     | 0.01%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     50000 | PA      | $50097.03     | 0.01%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     20000 | PA      | $22195.52     | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     45000 | PA      | $45050.98     | 0.01%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                        | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31532.28     | 0.00%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                  | Kommuninvest I Sverige AB                                                        | CUSIP: 50046PCM5<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     20000 | PA      | $19948.21     | 0.00%             | 2027-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                       | Kommunalbanken AS                                                                | CUSIP: 50048MCV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    200000 | PA      | $178663.82    | 0.03%             | 2030-06-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                       | Kommunalbanken AS                                                                | CUSIP: 50048MDM9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    200000 | PA      | $203706.59    | 0.03%             | 2029-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                      | Kontoor Brands Inc                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28611.76     | 0.00%             | 2029-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                  | Korea Development Bank/The                                                       | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $180261.23    | 0.03%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                  | Korea Development Bank/The                                                       | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202409.64    | 0.03%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                  | Korea Development Bank/The                                                       | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201889.35    | 0.03%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                       | Korea International Bond                                                         | CUSIP: 50064FAU8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $179418.45    | 0.03%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                       | Korea International Bond                                                         | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $205504.83    | 0.03%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                | Korn Ferry                                                                       | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30055.49     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                        | Kuwait International Government Bond                                             | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $200043.84    | 0.03%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                        | Kuwait International Government Bond                                             | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $200454.58    | 0.03%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                    | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9107.20      | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                    | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35766.57     | 0.01%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                    | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31729.64     | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60187.61     | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34693.43     | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45130.63     | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25500.76     | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66126.35     | 0.01%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18276.64     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31217.01     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29537.71     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LKQ CORP                                                | LKQ Corp                                                                         | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56899.15     | 0.01%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                | LKQ Corp                                                                         | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42777.69     | 0.01%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65010.15     | 0.01%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73608.54     | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38987.29     | 0.01%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64049.65     | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56040.31     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47236.80     | 0.01%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20498.89     | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5071.34      | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41351.11     | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                     | LSEGA Financing PLC                                                              | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $234027.75    | 0.03%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                     | LSEGA Financing PLC                                                              | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $45573.39     | 0.01%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                     | LSEGA Financing PLC                                                              | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $27273.01     | 0.00%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                        | Lseg US Fin Corp                                                                 | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31239.37     | 0.00%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                 | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95284.70     | 0.01%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                 | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100323.38    | 0.01%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                       | Lam Research Corp                                                                | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55915.07     | 0.01%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                       | Lam Research Corp                                                                | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93144.30     | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                       | Lam Research Corp                                                                | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72797.60     | 0.01%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                       | Lam Research Corp                                                                | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19930.13     | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                       | Lam Research Corp                                                                | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     44000 | PA      | $28189.18     | 0.00%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50081.75     | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53384.43     | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44944.87     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    135000 | PA      | $132196.03    | 0.02%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     30000 | PA      | $26399.42     | 0.00%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     25000 | PA      | $25117.57     | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     55000 | PA      | $55439.37     | 0.01%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     75000 | PA      | $80361.00     | 0.01%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     55000 | PA      | $56804.51     | 0.01%             | 2029-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     30000 | PA      | $30611.72     | 0.00%             | 2030-05-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                        | Lazard Group LLC                                                                 | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15102.92     | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                        | Lazard Group LLC                                                                 | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50144.13     | 0.01%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                        | Lazard Group LLC                                                                 | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26528.55     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                               | Lear Corp                                                                        | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24835.83     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                               | Lear Corp                                                                        | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4565.27      | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                               | Lear Corp                                                                        | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49964.93     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                               | Lear Corp                                                                        | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19208.58     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                               | Lear Corp                                                                        | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13647.95     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                     | Leggett & Platt Inc                                                              | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14709.91     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                     | Leggett & Platt Inc                                                              | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36378.73     | 0.01%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                     | Leggett & Platt Inc                                                              | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25983.40     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                          | Legg Mason Inc                                                                   | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34133.66     | 0.00%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                | Lennox International Inc                                                         | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50031.27     | 0.01%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52605.50     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60065.45     | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49355.97     | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35295.46     | 0.01%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117255.01    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128194.00    | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                    | LXP Industrial Trust                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     25000 | PA      | $22987.19     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                    | LXP Industrial Trust                                                             | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     10000 | PA      | $8757.58      | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                           | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35709.99     | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58460.81     | 0.01%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52925.92     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80647.19     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                            | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19924.38     | 0.00%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5387.98      | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $62344.65     | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44793.84     | 0.01%             | 2026-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12123.03     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25831.40     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62018.49     | 0.01%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56885.37     | 0.01%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9294.43      | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47332.73     | 0.01%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26986.92     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38409.22     | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52915.26     | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15096.82     | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78857.37     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80868.85     | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34280.35     | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                  | Louisiana-Pacific Corp                                                           | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24010.29     | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5370.50      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58725.76     | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36586.37     | 0.01%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21242.84     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    105000 | PA      | $80420.82     | 0.01%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88870.21     | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84295.19     | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98572.05     | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21348.33     | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101304.74    | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34242.52     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32430.93     | 0.00%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93982.63     | 0.01%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84331.89     | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $84003.38     | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87243.55     | 0.01%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31930.51     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56358.06     | 0.01%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32666.92     | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71717.96     | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34710.47     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120092.72    | 0.02%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44057.42     | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15397.73     | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83971.12     | 0.01%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59729.55     | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134691.65    | 0.02%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40078.69     | 0.01%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20079.84     | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79979.30     | 0.01%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99808.25     | 0.01%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13959.15     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     23276 | PA      | $23081.54     | 0.00%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     28278 | PA      | $28128.56     | 0.00%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     40215 | PA      | $40511.56     | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25107.28     | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70635.75     | 0.01%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111522.30    | 0.02%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71366.95     | 0.01%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97406.94     | 0.01%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75607.20     | 0.01%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                        | Sekisui House US Inc                                                             | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14068.13     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                        | Sekisui House US Inc                                                             | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29013.52     | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                        | Sekisui House US Inc                                                             | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40147.65     | 0.01%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                        | Sekisui House US Inc                                                             | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13709.84     | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: —       |
| MANUF & TRADERS TRUST CO                                | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258584.42    | 0.04%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                    | MGIC Investment Corp                                                             | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64998.73     | 0.01%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                           | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29857.62     | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                           | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19202.65     | 0.00%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |     95000 | PA      | $91806.38     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $63246.16     | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $55073.19     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |     95000 | PA      | $100607.38    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                      | Macquarie Bank Ltd                                                               | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    115000 | PA      | $110204.72    | 0.02%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                      | Macquarie Bank Ltd                                                               | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    145000 | PA      | $132355.33    | 0.02%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                      | Macquarie Bank Ltd                                                               | CUSIP: 556079AF8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $27537.00     | 0.00%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                     | Macquarie Group Ltd                                                              | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $91130.40     | 0.01%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                     | Macquarie Group Ltd                                                              | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $99832.53     | 0.01%             | 2028-06-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                     | Macquarie Group Ltd                                                              | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $98964.93     | 0.01%             | 2033-06-21      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                      | Macquarie Bank Ltd                                                               | CUSIP: 55608PBX1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $55584.66     | 0.01%             | 2028-06-12      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42939.74     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                  | Province of Manitoba Canada                                                      | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $5034.41      | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                  | Province of Manitoba Canada                                                      | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     65000 | PA      | $67832.59     | 0.01%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                        | Markel Group Inc                                                                 | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49282.80     | 0.01%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                        | Markel Group Inc                                                                 | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49480.45     | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                        | Markel Group Inc                                                                 | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9654.52      | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                        | Markel Group Inc                                                                 | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51776.49     | 0.01%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                        | Markel Group Inc                                                                 | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5139.14      | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34311.82     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MARRIOTT OWNERSHIP RESOR                                | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28509.06     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $92531.02     | 0.01%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43056.99     | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67071.73     | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96099.63     | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29200.28     | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88962.24     | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    101000 | PA      | $92255.50     | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22432.63     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26903.30     | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61339.83     | 0.01%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10362.03     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29490.95     | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50585.80     | 0.01%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102041.89    | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87265.22     | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142476.21    | 0.02%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117377.91    | 0.02%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14852.46     | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29794.09     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54465.04     | 0.01%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33645.34     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53170.63     | 0.01%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     77000 | PA      | $69575.23     | 0.01%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51406.61     | 0.01%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87295.71     | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                           | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $35612.77     | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                           | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $64960.01     | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                           | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81372.61     | 0.01%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15676.87     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10719.99     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60863.61     | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                              | Masco Corp                                                                       | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30175.30     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MASCO CORP                                              | Masco Corp                                                                       | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44552.08     | 0.01%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                              | Masco Corp                                                                       | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26911.88     | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                              | Masco Corp                                                                       | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39933.20     | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                              | Masco Corp                                                                       | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13375.47     | 0.00%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MATTHEWS INTERNATIONAL C                                | Matthews International Corp                                                      | CUSIP: 577128AC5<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20660.45     | 0.00%             | 2027-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                 | Pediatrix Medical Group Inc                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25153.34     | 0.00%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25151.37     | 0.00%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                                              | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34333.15     | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25539.40     | 0.00%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109470.18    | 0.02%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167213.83    | 0.02%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109423.80    | 0.02%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146636.77    | 0.02%             | 2027-01-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35553.87     | 0.01%             | 2032-01-11      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20123.54     | 0.00%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160613.37    | 0.02%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153231.72    | 0.02%             | 2029-01-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GGU7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87923.62     | 0.01%             | 2031-01-07      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                         | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56158.38     | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                         | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136986.98    | 0.02%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                         | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40934.83     | 0.01%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78379.85     | 0.01%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40503.48     | 0.01%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49300.09     | 0.01%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42460.63     | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79889.85     | 0.01%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69365.35     | 0.01%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25931.24     | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42289.31     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52626.59     | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85860.68     | 0.01%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE                                 | Mid-Atlantic Interstate Transmission LLC                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60019.72     | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72800.36     | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FIN AMER                                  | Mitsubishi HC Finance America LLC                                                | CUSIP: 606790AA1<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5263.71      | 0.00%             | 2033-02-28      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $400476.00    | 0.06%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $545738.87    | 0.08%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $592671.19    | 0.09%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    580000 | PA      | $595925.90    | 0.09%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC CAPITAL                                   | Mitsubishi HC Capital Inc                                                        | CUSIP: 60682LAG7<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $19607.16     | 0.00%             | 2030-04-13      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                  | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $401062.53    | 0.06%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                  | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $385400.62    | 0.06%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                  | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $302117.12    | 0.04%             | 2036-05-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                  | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $304498.87    | 0.04%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38792.70     | 0.01%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26057.73     | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73041.40     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41641.99     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45053.54     | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50118.39     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58014.86     | 0.01%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26604.19     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42248.53     | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30810.11     | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27659.61     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44422.69     | 0.01%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22192.55     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18939.56     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24740.32     | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                               | Mosaic Co/The                                                                    | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22753.37     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                               | Mosaic Co/The                                                                    | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25902.64     | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                               | Mosaic Co/The                                                                    | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48643.58     | 0.01%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                               | Mosaic Co/The                                                                    | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84968.56     | 0.01%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                               | Mosaic Co/The                                                                    | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36166.83     | 0.01%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39360.07     | 0.01%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101038.64    | 0.01%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96193.88     | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52696.75     | 0.01%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10258.02     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72442.24     | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88563.25     | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                  | Mueller Water Products Inc                                                       | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25311.64     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                       | Kuntarahoitus Oyj                                                                | CUSIP: 62628PAG1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |     20000 | PA      | $19977.69     | 0.00%             | 2029-10-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                       | Kuntarahoitus Oyj                                                                | CUSIP: 62630CEH0<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      5000 | PA      | $5048.26      | 0.00%             | 2027-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                       | Kuntarahoitus Oyj                                                                | CUSIP: 62630CEJ6<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    200000 | PA      | $202396.79    | 0.03%             | 2027-01-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54597.86     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26769.63     | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $74260.53     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $35370.80     | 0.01%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    115000 | PA      | $116830.15    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                         | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     40000 | PA      | $40892.38     | 0.01%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                            | NMI Holdings Inc                                                                 | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5189.57      | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                 | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89464.18     | 0.01%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                  | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     60000 | PA      | $62134.96     | 0.01%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     85000 | PA      | $76094.09     | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAL2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     45000 | PA      | $33326.62     | 0.00%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     20000 | PA      | $13416.42     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     80000 | PA      | $61057.83     | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $100136.77    | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     72000 | PA      | $70984.74     | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     39000 | PA      | $37608.60     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     75000 | PA      | $67951.70     | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     40000 | PA      | $40676.26     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |      5000 | PA      | $5018.84      | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     10000 | PA      | $10027.20     | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $101686.12    | 0.01%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201567.59    | 0.03%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    295000 | PA      | $298852.55    | 0.04%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204290.53    | 0.03%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206169.33    | 0.03%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $287315.80    | 0.04%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30830.91     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38431.70     | 0.01%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57425.45     | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50252.82     | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95932.35     | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55870.76     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10443.21     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57718.30     | 0.01%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                 | National Bank of Canada                                                          | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252968.69    | 0.04%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                  | NBCUniversal Media LLC                                                           | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33044.35     | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                  | NBCUniversal Media LLC                                                           | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103303.67    | 0.02%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                   | Nederlandse Waterschapsbank NV                                                   | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      5000 | PA      | $5153.46      | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                   | Nederlandse Waterschapsbank NV                                                   | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     55000 | PA      | $48890.30     | 0.01%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                   | Nederlandse Waterschapsbank NV                                                   | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    175000 | PA      | $176545.95    | 0.03%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                   | Nederlandse Waterschapsbank NV                                                   | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      5000 | PA      | $5108.52      | 0.00%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                   | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69310.54     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                     | Nestle Capital Corp                                                              | CUSIP: 64105MAC5<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10384.11     | 0.00%             | 2034-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136641.50    | 0.02%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165629.47    | 0.02%             | 2048-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AS3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238214.27    | 0.03%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AT1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211914.02    | 0.03%             | 2030-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AV6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29136.99     | 0.00%             | 2027-01-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AW4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131860.72    | 0.02%             | 2028-09-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AX2<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133641.77    | 0.02%             | 2031-09-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AY0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7213.72      | 0.00%             | 2041-09-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AZ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15983.82     | 0.00%             | 2051-09-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25172.77     | 0.00%             | 2027-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062BC7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156785.46    | 0.02%             | 2029-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062BD5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151272.32    | 0.02%             | 2032-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9138.96      | 0.00%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062BF0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153817.99    | 0.02%             | 2028-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                              | NetApp Inc                                                                       | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20516.04     | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                              | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42070.10     | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                   | Province of New Brunswick Canada                                                 | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $19949.20     | 0.00%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27830.94     | 0.00%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37048.76     | 0.01%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35090.66     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34429.53     | 0.01%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23580.72     | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48011.18     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67799.21     | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                       | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $37569.38     | 0.01%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69374.95     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120125.82    | 0.02%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                               | Nokia Oyj                                                                        | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     35000 | PA      | $37623.87     | 0.01%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                               | Nokia Oyj                                                                        | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     30000 | PA      | $30014.51     | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                         | Nordea Bank Abp                                                                  | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    135000 | PA      | $135022.12    | 0.02%             | 2033-09-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                  | Nordic Investment Bank                                                           | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |     40000 | PA      | $39847.86     | 0.01%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                  | Nordic Investment Bank                                                           | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    170000 | PA      | $173421.97    | 0.03%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                  | Nordic Investment Bank                                                           | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |     10000 | PA      | $10052.02     | 0.00%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                            | Nordson Corp                                                                     | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10348.50     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                            | Nordson Corp                                                                     | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48155.04     | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOU                                     | Northern Star Resources Ltd                                                      | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |     45000 | PA      | $47997.72     | 0.01%             | 2033-04-11      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                     | Northern Trust Corp                                                              | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70841.20     | 0.01%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                     | Northern Trust Corp                                                              | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89696.19     | 0.01%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                     | Northern Trust Corp                                                              | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92657.47     | 0.01%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                     | Northern Trust Corp                                                              | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109975.49    | 0.02%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                     | Northern Trust Corp                                                              | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103206.50    | 0.02%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                     | Northern Trust Corp                                                              | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87604.56     | 0.01%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61076.56     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51700.61     | 0.01%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77237.18     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16815.34     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122489.54    | 0.02%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8501.45      | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128926.16    | 0.02%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9801.46      | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125035.07    | 0.02%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $104998.08    | 0.02%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4987.15      | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29966.26     | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88524.56     | 0.01%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54607.61     | 0.01%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103125.86    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45677.41     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103636.23    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87251.30     | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     94000 | PA      | $81018.01     | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102960.81    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     37000 | PA      | $28170.33     | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71204.21     | 0.01%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72332.00     | 0.01%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34963.78     | 0.01%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42451.58     | 0.01%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30519.55     | 0.00%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $27998.53     | 0.00%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $27529.42     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $38114.55     | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $79967.05     | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $51229.82     | 0.01%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     84000 | PA      | $79593.51     | 0.01%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $34927.19     | 0.01%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10181.31     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45858.93     | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                      | nVent Finance Sarl                                                               | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $36195.89     | 0.01%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                      | nVent Finance Sarl                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     35000 | PA      | $36668.74     | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                 | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99115.37     | 0.01%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                 | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106110.49    | 0.02%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                 | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10133.20     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     75000 | PA      | $75006.55     | 0.01%             | 2027-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     55000 | PA      | $55810.59     | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    125000 | PA      | $126956.71    | 0.02%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    140000 | PA      | $142174.49    | 0.02%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     15000 | PA      | $15058.52     | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     10000 | PA      | $10324.43     | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                      | Ohio Power Co                                                                    | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43762.07     | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                      | Ohio Power Co                                                                    | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31211.43     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                      | Ohio Power Co                                                                    | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42027.93     | 0.01%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                      | Ohio Power Co                                                                    | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35039.40     | 0.01%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                      | Ohio Power Co                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6266.04      | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                      | Ohio Power Co                                                                    | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5235.72      | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                             | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $24167.49     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                  | Old Republic International Corp                                                  | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31398.27     | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5016.75      | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55464.80     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     77000 | PA      | $71957.91     | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     70000 | PA      | $62389.43     | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     40000 | PA      | $40784.17     | 0.01%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                   | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39080.58     | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | 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        |     90000 | PA      | $88982.63     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | 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        |     50000 | PA      | $49619.50     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    180000 | PA      | $171744.49    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48414.26     | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    105000 | PA      | $108092.95    | 0.02%             | 2029-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30576.33     | 0.00%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58209.29     | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34537.65     | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33960.83     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68766.39     | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68261.53     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57190.48     | 0.01%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51725.45     | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51174.67     | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51849.33     | 0.01%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30495.60     | 0.00%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     65000 | PA      | $62563.90     | 0.01%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    125000 | PA      | $110421.17    | 0.02%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     75000 | PA      | $67483.21     | 0.01%             | 2032-01-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $105729.20    | 0.02%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $20001.16     | 0.00%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $114342.79    | 0.02%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     80000 | PA      | $79337.54     | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    160000 | PA      | $162553.98    | 0.02%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $5186.04      | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $5028.64      | 0.00%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     95000 | PA      | $89256.88     | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     75000 | PA      | $67136.52     | 0.01%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    125000 | PA      | $111143.27    | 0.02%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                | Ontario Teachers' Cadillac Fairview Properties Trust                             | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    120000 | PA      | $119865.93    | 0.02%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $221988.22    | 0.03%             | 2030-09-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $227195.77    | 0.03%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAQ1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $5142.90      | 0.00%             | 2029-04-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $63529.19     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $66371.86     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $57047.13     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                           | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57286.48     | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                           | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $43811.21     | 0.01%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $302097.56    | 0.04%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $585162.53    | 0.09%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195911.64    | 0.03%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465317.63    | 0.07%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $385897.70    | 0.06%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65334.81     | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $696219.68    | 0.10%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476833.97    | 0.07%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786503.84    | 0.11%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784116.22    | 0.11%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372388.98    | 0.05%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34364.65     | 0.01%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                               | Orange SA                                                                        | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99590.92     | 0.01%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                     | Otis Worldwide Corp                                                              | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73357.10     | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                     | Otis Worldwide Corp                                                              | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107705.18    | 0.02%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                     | Otis Worldwide Corp                                                              | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59143.13     | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                     | Otis Worldwide Corp                                                              | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46646.80     | 0.01%             | 2050-02-15      | Fixed         | 3.36%                 | 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        |     45000 | PA      | $44961.47     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38893.11     | 0.01%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $45685.61     | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31812.56     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                       | Owens & Minor Inc                                                                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14193.63     | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| OWENS & MINOR INC                                       | Owens & Minor Inc                                                                | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28817.33     | 0.00%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45135.48     | 0.01%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50693.91     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20134.15     | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28713.70     | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45299.87     | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20759.88     | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4964.04      | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34375.80     | 0.01%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43627.58     | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31670.63     | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56430.59     | 0.01%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89019.84     | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65024.20     | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103690.42    | 0.02%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121822.71    | 0.02%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64627.27     | 0.01%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $119086.53    | 0.02%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164260.14    | 0.02%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196954.86    | 0.03%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48565.12     | 0.01%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170438.44    | 0.02%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101356.07    | 0.01%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111115.01    | 0.02%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109446.22    | 0.02%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145795.26    | 0.02%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163341.55    | 0.02%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150269.75    | 0.02%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126073.69    | 0.02%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117841.72    | 0.02%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10364.41     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                             | PNC Bank NA                                                                      | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15002.49     | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                      | PPG Industries Inc                                                               | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128635.54    | 0.02%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                      | PPG Industries Inc                                                               | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69871.74     | 0.01%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33423.05     | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29776.97     | 0.00%             | 2044-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36747.89     | 0.01%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37598.11     | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37284.69     | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61921.24     | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53808.48     | 0.01%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5058.86      | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                           | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23122.81     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PRA GROUP INC                                           | PRA Group Inc                                                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35736.49     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                           | PRA Group Inc                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36273.87     | 0.01%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                 | PTC Inc                                                                          | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29617.82     | 0.00%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                   | PACCAR Financial Corp                                                            | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5110.14      | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                   | PACCAR Financial Corp                                                            | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61064.78     | 0.01%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                   | PACCAR Financial Corp                                                            | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5022.77      | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                   | PACCAR Financial Corp                                                            | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198267.87    | 0.03%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                   | PACCAR Financial Corp                                                            | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10058.82     | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                         | PSP Capital Inc                                                                  | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $37811.55     | 0.01%             | 2028-10-26      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                         | PSP Capital Inc                                                                  | CUSIP: 69376P2E4<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $5007.81      | 0.00%             | 2029-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                      | Panama Government International Bond                                             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     55000 | PA      | $58904.83     | 0.01%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                      | Panama Government International Bond                                             | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $113437.71    | 0.02%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $106278.75    | 0.02%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $313676.40    | 0.05%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $152371.79    | 0.02%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $163200.88    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $231346.06    | 0.03%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24073.91     | 0.00%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $50057.66     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     55000 | PA      | $53431.66     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $40922.23     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34731.25     | 0.01%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29445.95     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93678.15     | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48996.93     | 0.01%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15102.77     | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71122.66     | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5637.83      | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59741.49     | 0.01%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40183.64     | 0.01%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                  | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24821.47     | 0.00%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                  | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35897.55     | 0.01%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102809.36    | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31203.61     | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105048.35    | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    154000 | PA      | $147541.65    | 0.02%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88017.86     | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48708.67     | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20014.05     | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70158.91     | 0.01%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51104.57     | 0.01%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37433.67     | 0.01%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92847.13     | 0.01%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34585.59     | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10227.75     | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |     25000 | PA      | $25624.48     | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24446.99     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30223.69     | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58670.16     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52571.44     | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52162.63     | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47062.21     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77391.62     | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                    | Pentair Finance Sarl                                                             | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $50357.32     | 0.01%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                             | Revvity Inc                                                                      | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51146.86     | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                             | Revvity Inc                                                                      | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28957.97     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                             | Revvity Inc                                                                      | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     43000 | PA      | $30940.75     | 0.00%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                             | Revvity Inc                                                                      | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28208.02     | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                             | Revvity Inc                                                                      | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44130.67     | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     20000 | PA      | $15910.94     | 0.00%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $48186.85     | 0.01%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $48900.47     | 0.01%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    110000 | PA      | $139204.20    | 0.02%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     70000 | PA      | $78183.75     | 0.01%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $99151.68     | 0.01%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     25000 | PA      | $23545.40     | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    145000 | PA      | $134480.04    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $83209.05     | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     65000 | PA      | $36556.06     | 0.01%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     70000 | PA      | $54650.24     | 0.01%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     75000 | PA      | $53795.90     | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    110000 | PA      | $96162.81     | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     85000 | PA      | $54841.18     | 0.01%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                           | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    122000 | PA      | $125396.50    | 0.02%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                           | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $104865.63    | 0.02%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAS5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $181684.66    | 0.03%             | 2031-06-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAU0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200720.46    | 0.03%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $202203.04    | 0.03%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                   | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92866.07     | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                 | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     20000 | PA      | $17981.42     | 0.00%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                 | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     40000 | PA      | $42041.26     | 0.01%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                 | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     40000 | PA      | $39713.12     | 0.01%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                              | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46541.72     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                              | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31099.43     | 0.00%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                              | DOC DR LLC                                                                       | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     25000 | PA      | $25025.19     | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                              | DOC DR LLC                                                                       | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     15000 | PA      | $14918.01     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                              | DOC DR LLC                                                                       | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     40000 | PA      | $35990.59     | 0.01%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                | Piedmont Operating Partnership LP                                                | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     15000 | PA      | $13745.45     | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST II                                    | Pine Street Trust II                                                             | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94956.50     | 0.01%             | 2049-02-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc                                                                 | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30085.01     | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc                                                                 | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25284.74     | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     90000 | PA      | $91567.27     | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    215000 | PA      | $209413.12    | 0.03%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $102785.77    | 0.02%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $194811.43    | 0.03%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                             | Polaris Inc                                                                      | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37209.93     | 0.01%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85268.55     | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87629.96     | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70906.05     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67175.84     | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50721.95     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45786.27     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                  | Potomac Electric Power Co                                                        | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5669.46      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                  | Potomac Electric Power Co                                                        | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    117000 | PA      | $100394.07    | 0.01%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                  | Potomac Electric Power Co                                                        | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15529.78     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                  | Potomac Electric Power Co                                                        | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4946.27      | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                            | Linde Inc/CT                                                                     | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24347.92     | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                            | Linde Inc/CT                                                                     | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5470.70      | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                            | Linde Inc/CT                                                                     | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47363.21     | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                                             | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84315.88     | 0.01%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                 | Pricoa Global Funding I                                                          | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151259.80    | 0.02%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                           | Primerica Inc                                                                    | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40834.24     | 0.01%             | 2031-11-19      | Fixed         | 2.80%                 | 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        |     70000 | PA      | $68394.91     | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48460.44     | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48480.70     | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50300.48     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     56000 | PA      | $61247.25     | 0.01%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22891.25     | 0.00%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27997.42     | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34239.40     | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14955.33     | 0.00%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63964.42     | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68215.47     | 0.01%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77999.57     | 0.01%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29882.28     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                                 | CUSIP: 74256LBG3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33928.08     | 0.00%             | 2029-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                                 | CUSIP: 74256LEG0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57251.42     | 0.01%             | 2030-08-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                                 | CUSIP: 74256LEH8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13156.86     | 0.00%             | 2030-11-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                                 | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45475.73     | 0.01%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                                 | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95782.78     | 0.01%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                                 | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25338.28     | 0.00%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     83000 | PA      | $92537.58     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35506.07     | 0.01%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32070.99     | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29536.44     | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     67000 | PA      | $56555.16     | 0.01%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38162.70     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72186.66     | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62787.87     | 0.01%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32134.96     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3847.37      | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $49947.04     | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     25000 | PA      | $21370.84     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     20000 | PA      | $18567.69     | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     66000 | PA      | $64459.18     | 0.01%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     52000 | PA      | $34848.95     | 0.01%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     42000 | PA      | $23116.11     | 0.00%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     40000 | PA      | $35063.31     | 0.01%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     80000 | PA      | $70150.69     | 0.01%             | 2031-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     45000 | PA      | $45585.99     | 0.01%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    145000 | PA      | $143634.73    | 0.02%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     51000 | PA      | $51100.99     | 0.01%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     89000 | PA      | $85162.43     | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     59000 | PA      | $53134.44     | 0.01%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     35000 | PA      | $23739.83     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $50766.38     | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     65000 | PA      | $62724.84     | 0.01%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     55000 | PA      | $56752.84     | 0.01%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     95000 | PA      | $97251.51     | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     65000 | PA      | $62699.59     | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     75000 | PA      | $76372.37     | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      5000 | PA      | $5187.28      | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                    | Protective Life Corp                                                             | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75295.02     | 0.01%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                    | Protective Life Corp                                                             | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67654.63     | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60054.22     | 0.01%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    107000 | PA      | $84528.40     | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75768.79     | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46497.37     | 0.01%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74326.97     | 0.01%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82842.38     | 0.01%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68422.71     | 0.01%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30316.19     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     67000 | PA      | $71662.25     | 0.01%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34373.41     | 0.01%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62864.59     | 0.01%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59979.31     | 0.01%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60174.80     | 0.01%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63314.93     | 0.01%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $71921.27     | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     99000 | PA      | $91951.22     | 0.01%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43205.94     | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133867.92    | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                 | Prudential Funding Asia PLC                                                      | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $81571.38     | 0.01%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                 | Prudential Funding Asia PLC                                                      | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $61899.35     | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     55000 | PA      | $53960.23     | 0.01%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     85000 | PA      | $80511.54     | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    120000 | PA      | $114406.99    | 0.02%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    140000 | PA      | $126834.85    | 0.02%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     95000 | PA      | $99080.65     | 0.01%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     60000 | PA      | $58914.75     | 0.01%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     10000 | PA      | $10110.24     | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                          | PulteGroup Inc                                                                   | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $46875.01     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| PULTEGROUP INC                                          | PulteGroup Inc                                                                   | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $49477.33     | 0.01%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                          | PulteGroup Inc                                                                   | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $38944.53     | 0.01%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                          | PulteGroup Inc                                                                   | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45341.32     | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                          | Qatar Government International Bond                                              | CUSIP: 74727PAR2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $218699.69    | 0.03%             | 2042-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                               | Qorvo Inc                                                                        | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72869.25     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                               | Qorvo Inc                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27472.08     | 0.00%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65666.02     | 0.01%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37263.72     | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74469.24     | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115456.14    | 0.02%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42249.52     | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32290.10     | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51767.82     | 0.01%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68617.84     | 0.01%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5021.75      | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73297.59     | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58621.93     | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91339.48     | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5091.45      | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107987.17    | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                     | Quanta Services Inc                                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62018.51     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                     | Quanta Services Inc                                                              | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84084.95     | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                     | Quanta Services Inc                                                              | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29976.79     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                     | Quanta Services Inc                                                              | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10105.95     | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    105000 | PA      | $107712.54    | 0.02%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $56604.46     | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     90000 | PA      | $81145.32     | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    165000 | PA      | $164965.14    | 0.02%             | 2028-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    105000 | PA      | $107425.85    | 0.02%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $29985.00     | 0.00%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     68000 | PA      | $67133.85     | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     60000 | PA      | $54245.03     | 0.01%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157046.95    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72491.29     | 0.01%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $75808.29     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                        | RELX Capital Inc                                                                 | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74867.60     | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                        | RELX Capital Inc                                                                 | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95138.51     | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                        | RELX Capital Inc                                                                 | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112399.32    | 0.02%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                        | RELX Capital Inc                                                                 | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10394.67     | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | 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        |     15000 | PA      | $14987.51     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $39453.76     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     32000 | PA      | $33038.96     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     70000 | PA      | $72496.53     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     60000 | PA      | $62408.89     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                   | RPM International Inc                                                            | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9639.73      | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                   | RPM International Inc                                                            | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37635.06     | 0.01%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                   | RPM International Inc                                                            | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15209.25     | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                        | Radian Group Inc                                                                 | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87262.83     | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                        | Radian Group Inc                                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47152.01     | 0.01%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAB4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $61774.34     | 0.01%             | 2031-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $128664.02    | 0.02%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $155168.09    | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $41056.87     | 0.01%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                 | Raymond James Financial Inc                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60028.12     | 0.01%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                 | Raymond James Financial Inc                                                      | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66436.86     | 0.01%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                 | Raymond James Financial Inc                                                      | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52489.25     | 0.01%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $190598.26    | 0.03%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    195000 | PA      | $194964.85    | 0.03%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                               | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $191800.18    | 0.03%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                               | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     30000 | PA      | $29371.26     | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                               | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $204670.94    | 0.03%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77615.22     | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69068.69     | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    105000 | PA      | $113257.11    | 0.02%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                               | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     70000 | PA      | $69604.03     | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                               | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     20000 | PA      | $17291.83     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                               | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     15000 | PA      | $15023.56     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                               | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     35000 | PA      | $30946.34     | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                               | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     55000 | PA      | $52737.27     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                               | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     40000 | PA      | $39240.13     | 0.01%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                               | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |      5000 | PA      | $5093.16      | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                               | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     80000 | PA      | $82280.05     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89265.84     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     76000 | PA      | $47705.29     | 0.01%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                            | Regions Bank/Birmingham AL                                                       | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5460.04      | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                  | Regions Financial Corp                                                           | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23156.00     | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                  | Regions Financial Corp                                                           | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61215.21     | 0.01%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                  | Regions Financial Corp                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46869.88     | 0.01%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                  | Regions Financial Corp                                                           | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20656.34     | 0.00%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52458.03     | 0.01%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44571.72     | 0.01%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69567.75     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36544.35     | 0.01%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                            | Reliance Inc                                                                     | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63475.53     | 0.01%             | 2030-08-15      | Fixed         | 2.15%                 | 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        |     40000 | PA      | $39222.76     | 0.01%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     85000 | PA      | $89307.45     | 0.01%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $105037.33    | 0.02%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                   | RenaissanceRe Finance Inc                                                        | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49397.20     | 0.01%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                   | Scentre Group Trust 2                                                            | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |     40000 | PA      | $40237.09     | 0.01%             | 2080-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22302.14     | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26248.94     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77363.95     | 0.01%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38073.94     | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     89000 | PA      | $82857.66     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24195.96     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65596.28     | 0.01%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     97000 | PA      | $83980.82     | 0.01%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35124.47     | 0.01%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66751.04     | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98218.56     | 0.01%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5194.94      | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                           | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     70000 | PA      | $85118.22     | 0.01%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100000 | PA      | $88501.54     | 0.01%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    169000 | PA      | $161784.14    | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    128000 | PA      | $118232.70    | 0.02%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                           | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     50000 | PA      | $53418.21     | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19188.60     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51232.55     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     10000 | PA      | $8965.71      | 0.00%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     15000 | PA      | $13190.88     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     55000 | PA      | $55949.77     | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                         | RingCentral Inc                                                                  | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31941.33     | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                  | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35825.41     | 0.01%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                  | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57645.97     | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196BP6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199474.51    | 0.03%             | 2028-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307360.09    | 0.04%             | 2028-12-13      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    285000 | PA      | $252917.32    | 0.04%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    380000 | PA      | $237226.67    | 0.03%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5197.47      | 0.00%             | 2028-11-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201289.30    | 0.03%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155718.27    | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $131126.66    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69508.67     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $52620.90     | 0.01%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21339.74     | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19133.85     | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $54551.87     | 0.01%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8123.69      | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $52502.75     | 0.01%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $29281.89     | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $61667.25     | 0.01%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $122971.42    | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $56417.04     | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $81239.68     | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30589.81     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $60877.95     | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78331.44     | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $73959.62     | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $57676.98     | 0.01%             | 2044-01-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75242.76     | 0.01%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10043.44     | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48885.17     | 0.01%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45132.11     | 0.01%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52593.75     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63294.11     | 0.01%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     66000 | PA      | $57863.36     | 0.01%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42982.05     | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     45000 | PA      | $44396.51     | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     90000 | PA      | $91609.52     | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     85000 | PA      | $85666.89     | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     95000 | PA      | $98232.06     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    150000 | PA      | $154462.76    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     65000 | PA      | $66357.56     | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $57617.30     | 0.01%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $40815.22     | 0.01%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $23529.75     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $49214.35     | 0.01%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $17561.10     | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $70729.29     | 0.01%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $46252.26     | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $39974.16     | 0.01%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107311.75    | 0.02%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19776.28     | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64014.25     | 0.01%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40122.93     | 0.01%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15505.82     | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46246.13     | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21210.66     | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $61666.65     | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31086.51     | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31344.48     | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15363.20     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46244.75     | 0.01%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31670.31     | 0.00%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47168.91     | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35895.30     | 0.01%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $20786.87     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60774.80     | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61171.09     | 0.01%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100602.91    | 0.01%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93342.47     | 0.01%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33615.70     | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83348.63     | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61738.89     | 0.01%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22989.28     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10569.79     | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |     55000 | PA      | $54727.94     | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    105000 | PA      | $100327.90    | 0.01%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52123.36     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                    | Sabra Health Care LP                                                             | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     25000 | PA      | $24434.23     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43763.56     | 0.01%             | 2027-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44031.13     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64849.42     | 0.01%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                    | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     55000 | PA      | $50329.58     | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     35000 | PA      | $40608.76     | 0.01%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41909.81     | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $13805.28     | 0.00%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209347.40    | 0.03%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                       | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95274.69     | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                       | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276197.23    | 0.04%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                       | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212287.39    | 0.03%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90413.72     | 0.01%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                | Province of Saskatchewan Canada                                                  | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $4965.57      | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                 | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 80622GAC8<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |     40000 | PA      | $39786.99     | 0.01%             | 2027-03-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                 | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 80622GAE4<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |     75000 | PA      | $75446.04     | 0.01%             | 2030-05-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64410.65     | 0.01%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93693.12     | 0.01%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50155.10     | 0.01%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43845.20     | 0.01%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25598.96     | 0.00%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92262.21     | 0.01%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110446.50    | 0.02%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49924.17     | 0.01%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78904.92     | 0.01%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44651.74     | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57223.62     | 0.01%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44181.28     | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50555.10     | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51947.26     | 0.01%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75195.23     | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $131122.60    | 0.02%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106145.60    | 0.02%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     35000 | PA      | $34171.02     | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     35000 | PA      | $37179.77     | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STOR                                                                | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     15000 | PA      | $14172.34     | 0.00%             | 2031-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     35000 | PA      | $37262.59     | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STORAGE TECH                                                        | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     51000 | PA      | $58067.59     | 0.01%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     40000 | PA      | $41279.29     | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5265.21      | 0.00%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29878.94     | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45300.28     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55954.76     | 0.01%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31234.76     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41410.11     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53159.30     | 0.01%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                     | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36724.44     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SELECTIVE INSURANCE GROU                                | Selective Insurance Group Inc                                                    | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13929.80     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $68308.43     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $45597.54     | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29203.54     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46882.08     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41836.25     | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15487.46     | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34943.11     | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50161.30     | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51553.22     | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52506.63     | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56236.62     | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                          | ServiceNow Inc                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132270.98    | 0.02%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                            | Shinhan Bank Co Ltd                                                              | CUSIP: 82460EAR1<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $197575.94    | 0.03%             | 2032-04-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90153.18     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107581.89    | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99762.95     | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97479.61     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95762.67     | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39719.34     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33350.19     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENT/SIX FLAG                                  | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $61921.75     | 0.01%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                  | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     10000 | PA      | $10359.14     | 0.00%             | 2029-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                  | Skyworks Solutions Inc                                                           | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47267.00     | 0.01%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52184.01     | 0.01%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46637.62     | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54363.81     | 0.01%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23251.66     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34608.51     | 0.01%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47220.43     | 0.01%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87061.48     | 0.01%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10877.78     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $88158.85     | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SNAP-ON INC                                             | Snap-on Inc                                                                      | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21799.60     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                             | Snap-on Inc                                                                      | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20993.30     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                             | Snap-on Inc                                                                      | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27830.94     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $190105.70    | 0.03%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $9824.01      | 0.00%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBM3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201818.64    | 0.03%             | 2027-06-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $5441.99      | 0.00%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202450.01    | 0.03%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $51613.56     | 0.01%             | 2030-01-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    190000 | PA      | $201086.24    | 0.03%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    170000 | PA      | $180637.67    | 0.03%             | 2055-01-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $282988.75    | 0.04%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204827.92    | 0.03%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $217423.49    | 0.03%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203970.91    | 0.03%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                              | Sodexo Inc                                                                       | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36414.71     | 0.01%             | 2031-04-16      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                              | Sodexo Inc                                                                       | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205518.60    | 0.03%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48877.55     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33709.24     | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                      | Sonoco Products Co                                                               | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45869.23     | 0.01%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                      | Sonoco Products Co                                                               | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61597.87     | 0.01%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                      | Sonoco Products Co                                                               | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14648.50     | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                      | Sonoco Products Co                                                               | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22614.67     | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                      | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10086.18     | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                      | Sonoco Products Co                                                               | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59639.33     | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    225000 | PA      | $216918.06    | 0.03%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $169390.49    | 0.02%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $199925.39    | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51320.03     | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54795.35     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                | Stanley Black & Decker Inc                                                       | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20715.58     | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                | Stanley Black & Decker Inc                                                       | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20027.86     | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                | Stanley Black & Decker Inc                                                       | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30878.11     | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                | Stanley Black & Decker Inc                                                       | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54773.55     | 0.01%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                | Stanley Black & Decker Inc                                                       | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     55000 | PA      | $33010.54     | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                | Stanley Black & Decker Inc                                                       | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40697.26     | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     20000 | PA      | $19887.21     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     40000 | PA      | $42449.57     | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     30000 | PA      | $30921.97     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     35000 | PA      | $36663.63     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     15000 | PA      | $15675.84     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85446.01     | 0.01%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56675.34     | 0.01%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122838.15    | 0.02%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91497.73     | 0.01%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108000.68    | 0.02%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9793.09      | 0.00%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27185.08     | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15008.30     | 0.00%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39334.76     | 0.01%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45818.13     | 0.01%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88443.09     | 0.01%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20975.06     | 0.00%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70743.81     | 0.01%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141717.27    | 0.02%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242441.21    | 0.04%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30630.21     | 0.00%             | 2032-10-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15456.87     | 0.00%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5041.08      | 0.00%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41251.12     | 0.01%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     80000 | PA      | $82424.32     | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    140000 | PA      | $144526.06    | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    105000 | PA      | $109646.03    | 0.02%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65052.13     | 0.01%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48354.18     | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23801.38     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57403.72     | 0.01%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13880.29     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83320.37     | 0.01%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5136.65      | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEELCASE INC                                           | Steelcase Inc                                                                    | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31368.99     | 0.00%             | 2029-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13429.61     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                   | Stifel Financial Corp                                                            | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29422.84     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8639.39      | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49804.19     | 0.01%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127369.31    | 0.02%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100861.64    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145261.59    | 0.02%             | 2034-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101563.58    | 0.01%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155782.01    | 0.02%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $54681.96     | 0.01%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $138760.45    | 0.02%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    133000 | PA      | $131555.36    | 0.02%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $64482.80     | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    135000 | PA      | $135078.58    | 0.02%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $55490.01     | 0.01%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $197241.14    | 0.03%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $23622.17     | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    112000 | PA      | $101394.36    | 0.01%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $86666.03     | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    125000 | PA      | $110013.23    | 0.02%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $14220.65     | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $207745.47    | 0.03%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $126792.34    | 0.02%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $7788.69      | 0.00%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206297.75    | 0.03%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $230436.44    | 0.03%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $211177.15    | 0.03%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $22001.17     | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5366.61      | 0.00%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $43092.24     | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $212116.98    | 0.03%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $20989.46     | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210371.67    | 0.03%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10686.04     | 0.00%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | SUMITOMO MITSUI FINL GRP                                                         | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    135000 | PA      | $139157.40    | 0.02%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBE8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $15248.06     | 0.00%             | 2027-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBH1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25820.33     | 0.00%             | 2028-03-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $239346.94    | 0.03%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $15710.64     | 0.00%             | 2034-03-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBU2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202496.37    | 0.03%             | 2029-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBV0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $206949.70    | 0.03%             | 2034-09-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56470.21     | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     30000 | PA      | $31046.23     | 0.00%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                   | Svensk Exportkredit AB                                                           | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    235000 | PA      | $230607.21    | 0.03%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                   | Svensk Exportkredit AB                                                           | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     45000 | PA      | $45550.72     | 0.01%             | 2028-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                   | Svensk Exportkredit AB                                                           | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     65000 | PA      | $68234.55     | 0.01%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SWISS RE TREASURY (US)                                  | Swiss Re Treasury US Corp                                                        | CUSIP: 87089HAB9<br>LEI: 549300G1I1ZMYS87KM16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21826.15     | 0.00%             | 2042-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                    | Swiss Re Finance Luxembourg SA                                                   | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    190000 | PA      | $191489.30    | 0.03%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100704.79    | 0.01%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101261.10    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143080.11    | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35877.53     | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148179.25    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115363.29    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                  | Synovus Financial Corp                                                           | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46728.55     | 0.01%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                                   | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9002.69      | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47800.22     | 0.01%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119003.04    | 0.02%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85351.15     | 0.01%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53582.47     | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103912.03    | 0.02%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10220.87     | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5138.25      | 0.00%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69683.84     | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69161.81     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4306.39      | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10615.94     | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56215.52     | 0.01%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    105000 | PA      | $116777.16    | 0.02%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40402.31     | 0.01%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99527.76     | 0.01%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83314.91     | 0.01%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                             | TJX Cos Inc/The                                                                  | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35204.95     | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                             | TJX Cos Inc/The                                                                  | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65612.23     | 0.01%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                    | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25135.18     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                    | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25257.57     | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                          | TR Finance LLC                                                                   | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38982.63     | 0.01%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                          | TR FIN LLC                                                                       | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5068.14      | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                          | TR FIN LLC                                                                       | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31390.84     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183112.57    | 0.03%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                                | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    205000 | PA      | $167982.47    | 0.02%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                                | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $311526.51    | 0.05%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                    | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34045.72     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                    | Tanger Properties LP                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     35000 | PA      | $31712.47     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35760.51     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30144.69     | 0.00%             | 2030-08-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                               | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74370.78     | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                               | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66206.44     | 0.01%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $42120.75     | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $20524.64     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                        | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     35000 | PA      | $38203.17     | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     35000 | PA      | $38820.32     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                            | Teleflex Inc                                                                     | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39796.87     | 0.01%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                            | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34535.05     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                       | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34743.19     | 0.01%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                       | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $64693.30     | 0.01%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51315.39     | 0.01%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52293.54     | 0.01%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52668.19     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51568.80     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44750.80     | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51101.98     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56271.32     | 0.01%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    104000 | PA      | $87154.01     | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63190.40     | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37723.36     | 0.01%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72810.64     | 0.01%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26702.94     | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18805.97     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28934.70     | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16332.25     | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50814.09     | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28097.92     | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77442.63     | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52875.92     | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61248.89     | 0.01%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64356.85     | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                         | Thor Industries Inc                                                              | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33518.25     | 0.00%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                               | Timken Co/The                                                                    | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35225.86     | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                               | Timken Co/The                                                                    | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4824.24      | 0.00%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                   | Toledo Edison Co/The                                                             | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16504.86     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                  | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5029.20      | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                  | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10041.54     | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                  | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4907.50      | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                  | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10339.62     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| TOPBUILD CORP                                           | TopBuild Corp                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24161.26     | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33340.40     | 0.00%             | 2032-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $268642.43    | 0.04%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300788.25    | 0.04%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101277.84    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $405266.37    | 0.06%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202625.30    | 0.03%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101138.59    | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90118.44     | 0.01%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                       | Tractor Supply Co                                                                | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13300.14     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                       | Tractor Supply Co                                                                | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62533.24     | 0.01%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                      | Trane Technologies Financing Ltd                                                 | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $41844.17     | 0.01%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                      | Trane Technologies Financing Ltd                                                 | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     60000 | PA      | $61999.24     | 0.01%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5150.33      | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                   | Transurban Finance Co Pty Ltd                                                    | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $54547.66     | 0.01%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                   | Transurban Finance Co Pty Ltd                                                    | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     62000 | PA      | $56618.61     | 0.01%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43909.04     | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15241.40     | 0.00%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     70000 | PA      | $78427.24     | 0.01%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56460.40     | 0.01%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36415.45     | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34718.20     | 0.01%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31064.36     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49436.81     | 0.01%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28812.58     | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     52000 | PA      | $42893.73     | 0.01%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24697.01     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13487.74     | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55149.25     | 0.01%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30701.86     | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                                 | Travelers Property Casualty Corp                                                 | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50934.38     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                     | TreeHouse Foods Inc                                                              | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36899.94     | 0.01%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                             | Trimble Inc                                                                      | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83245.29     | 0.01%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                             | Trimble Inc                                                                      | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70124.48     | 0.01%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33114.03     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36233.46     | 0.01%             | 2031-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                  | Trinity Industries Inc                                                           | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41597.18     | 0.01%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48450.94     | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                             | Truist Bank                                                                      | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27571.53     | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77196.19     | 0.01%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95492.92     | 0.01%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94664.16     | 0.01%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115158.02    | 0.02%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32446.38     | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5075.12      | 0.00%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96970.36     | 0.01%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    170000 | PA      | $181224.59    | 0.03%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    160000 | PA      | $173181.74    | 0.03%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176515.82    | 0.03%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137403.65    | 0.02%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56807.93     | 0.01%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20592.88     | 0.00%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95212.93     | 0.01%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                       | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33308.95     | 0.00%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33848.76     | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33432.14     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                           | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69441.02     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                | Tyco Electronics Group SA                                                        | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     45000 | PA      | $53399.49     | 0.01%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                | Tyco Electronics Group SA                                                        | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $74191.69     | 0.01%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                | Tyco Electronics Group SA                                                        | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $22529.49     | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54727.52     | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24633.34     | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46565.28     | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36882.96     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50905.40     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58316 | PA      | $58350.91     | 0.01%             | 2051-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                        | Under Armour Inc                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24905.16     | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234031.79    | 0.03%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                 | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139946 | PA      | $146905.96    | 0.02%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35066.82     | 0.01%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                | United Overseas Bank Ltd                                                         | CUSIP: 91127KAH5<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     65000 | PA      | $64506.89     | 0.01%             | 2032-10-07      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64374.98     | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10013.01     | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115720.25    | 0.02%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57598.46     | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69797.66     | 0.01%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132124.62    | 0.02%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72251.24     | 0.01%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105793.68    | 0.02%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85751.84     | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $139374.53    | 0.02%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156876.93    | 0.02%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156991.73    | 0.02%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114458.75    | 0.02%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $139527.79    | 0.02%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119211.53    | 0.02%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106244.79    | 0.02%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61918.56     | 0.01%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139046.24    | 0.02%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104592.05    | 0.02%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108403.07    | 0.02%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $104453.13    | 0.02%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $636750.00    | 0.09%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $433375.00    | 0.06%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $397687.50    | 0.06%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $205117.19    | 0.03%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $228465.63    | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $313812.50    | 0.05%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $412500.00    | 0.06%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $158375.00    | 0.02%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $176218.75    | 0.03%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $268359.38    | 0.04%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $84328.13     | 0.01%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $404687.50    | 0.06%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $395546.88    | 0.06%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $779207.03    | 0.11%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44000 | PA      | $34650.00     | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    556000 | PA      | $427164.38    | 0.06%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $313062.50    | 0.05%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $542568.75    | 0.08%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $640406.25    | 0.09%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1033000 | PA      | $697597.81    | 0.10%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $454687.50    | 0.07%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $386171.88    | 0.06%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $462281.25    | 0.07%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $403390.63    | 0.06%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $438750.00    | 0.06%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $611250.00    | 0.09%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $428914.06    | 0.06%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $532109.38    | 0.08%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $227062.50    | 0.03%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $147500.00    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $322812.50    | 0.05%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $330781.25    | 0.05%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $847000.00    | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1482000 | PA      | $735210.94    | 0.11%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1440000 | PA      | $733500.00    | 0.11%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1590000 | PA      | $1017600.00   | 0.15%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $414000.00    | 0.06%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $869250.00    | 0.13%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1091835.94   | 0.16%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1770000 | PA      | $1023281.25   | 0.15%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1727000 | PA      | $1230487.50   | 0.18%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1807000 | PA      | $1176526.41   | 0.17%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1435000 | PA      | $1076698.44   | 0.16%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    699000 | PA      | $414485.16    | 0.06%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1855000 | PA      | $1275892.19   | 0.19%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1690000 | PA      | $967260.94    | 0.14%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $925437.50    | 0.14%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1483000 | PA      | $930350.78    | 0.14%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1275000 | PA      | $956847.66    | 0.14%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $937828.13    | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $595109.38    | 0.09%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1138000 | PA      | $841408.75    | 0.12%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    826000 | PA      | $711908.75    | 0.10%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1104000 | PA      | $985665.00    | 0.14%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    488000 | PA      | $456127.50    | 0.07%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1114000 | PA      | $930190.00    | 0.14%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    488000 | PA      | $448045.00    | 0.07%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1195000 | PA      | $996704.69    | 0.15%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    486000 | PA      | $445221.56    | 0.06%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1338000 | PA      | $1221134.06   | 0.18%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1157000 | PA      | $1128436.56   | 0.16%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1384000 | PA      | $1398056.25   | 0.20%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    885000 | PA      | $903114.84    | 0.13%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1454000 | PA      | $1355400.63   | 0.20%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1006000 | PA      | $994368.13    | 0.15%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1394000 | PA      | $1383327.19   | 0.20%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    599000 | PA      | $600778.28    | 0.09%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1499000 | PA      | $1397114.84   | 0.20%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1178000 | PA      | $1104927.19   | 0.16%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1342000 | PA      | $1304675.63   | 0.19%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    682000 | PA      | $682745.94    | 0.10%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    835000 | PA      | $828737.50    | 0.12%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    573000 | PA      | $582490.31    | 0.09%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1231000 | PA      | $1246964.53   | 0.18%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    687000 | PA      | $720813.28    | 0.11%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $699271.88    | 0.10%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    148000 | PA      | $152740.63    | 0.02%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $685207.03    | 0.10%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $976289.06    | 0.14%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1378015.63   | 0.20%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $985546.88    | 0.14%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $590531.25    | 0.09%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1088570.32   | 0.16%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $973203.13    | 0.14%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $962890.63    | 0.14%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1968828.12   | 0.29%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $561004.69    | 0.08%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $590015.63    | 0.09%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $589054.69    | 0.09%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1952031.26   | 0.28%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $679109.38    | 0.10%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $769625.00    | 0.11%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $101101.17    | 0.01%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $955820.31    | 0.14%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2050000 | PA      | $1788304.69   | 0.26%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    780000 | PA      | $740268.75    | 0.11%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1039199.22   | 0.15%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $529003.13    | 0.08%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1190000 | PA      | $1043760.16   | 0.15%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $661417.97    | 0.10%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1445000 | PA      | $1362251.18   | 0.20%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1603578.13   | 0.23%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1015000 | PA      | $897244.15    | 0.13%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1585000 | PA      | $1504635.55   | 0.22%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1720000 | PA      | $1634671.88   | 0.24%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1327921.88   | 0.19%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1620984.38   | 0.24%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1514875.01   | 0.22%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1660000 | PA      | $1568829.70   | 0.23%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1570000 | PA      | $1471139.06   | 0.21%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1707621.10   | 0.25%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $187687.50    | 0.03%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1598000.00   | 0.23%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $612066.41    | 0.09%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1074992.19   | 0.16%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2650000 | PA      | $2322269.54   | 0.34%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1855617.20   | 0.27%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1226671.88   | 0.18%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1314140.63   | 0.19%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1657367.20   | 0.24%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    723000 | PA      | $685098.99    | 0.10%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2150000 | PA      | $1930464.85   | 0.28%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $997500.00    | 0.15%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $979257.81    | 0.14%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    680000 | PA      | $655668.75    | 0.10%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1030000 | PA      | $1015596.10   | 0.15%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $783375.00    | 0.11%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    213000 | PA      | $210612.07    | 0.03%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1900625.00   | 0.28%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $877218.75    | 0.13%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1381187.50   | 0.20%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1618000 | PA      | $1602452.04   | 0.23%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $895957.03    | 0.13%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $987265.63    | 0.14%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $968906.25    | 0.14%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2255625.00   | 0.33%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1872242.20   | 0.27%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1921968.75   | 0.28%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $909527.35    | 0.13%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $1067062.50   | 0.16%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2322000 | PA      | $2370254.06   | 0.35%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1466992.19   | 0.21%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1223100 | PA      | $1231747.70   | 0.18%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1211000 | PA      | $1225380.63   | 0.18%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $806000.00    | 0.12%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    638000 | PA      | $638000.00    | 0.09%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1440000 | PA      | $1436400.00   | 0.21%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2379000 | PA      | $2333278.59   | 0.34%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1010859.38   | 0.15%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2166000 | PA      | $2202551.25   | 0.32%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $701367.19    | 0.10%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    924000 | PA      | $926887.50    | 0.14%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $797375.00    | 0.12%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1000234.38   | 0.15%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1778000 | PA      | $1726326.88   | 0.25%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    453000 | PA      | $454486.41    | 0.07%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1210000 | PA      | $1218224.22   | 0.18%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    438000 | PA      | $441011.25    | 0.06%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    538000 | PA      | $544809.06    | 0.08%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $508007.82    | 0.07%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $610453.13    | 0.09%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    633500 | PA      | $634885.78    | 0.09%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    662000 | PA      | $676998.44    | 0.10%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $818250.00    | 0.12%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $626906.25    | 0.09%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100900 | PA      | $1134357.04   | 0.17%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1411156.25   | 0.21%             | 2026-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1452828.13   | 0.21%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    771000 | PA      | $814669.93    | 0.12%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2418000 | PA      | $2524165.31   | 0.37%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1047000 | PA      | $1056447.54   | 0.15%             | 2026-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    687000 | PA      | $710669.30    | 0.10%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1556000 | PA      | $1594413.75   | 0.23%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    677000 | PA      | $682024.61    | 0.10%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $804750.00    | 0.12%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1208906.26   | 0.18%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    704000 | PA      | $706997.50    | 0.10%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1437000 | PA      | $1457769.15   | 0.21%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    995000 | PA      | $1012257.03   | 0.15%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2838000 | PA      | $2861502.19   | 0.42%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $865341.41    | 0.13%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1029296.88   | 0.15%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1312000 | PA      | $1341315.00   | 0.20%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1545000 | PA      | $1557734.18   | 0.23%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990000 | PA      | $1013125.79   | 0.15%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1732140.63   | 0.25%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1743000 | PA      | $1764310.89   | 0.26%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $838250.00    | 0.12%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1960000 | PA      | $2029059.38   | 0.30%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2824000 | PA      | $2921075.00   | 0.43%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1620000 | PA      | $1641515.63   | 0.24%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2370000 | PA      | $2445543.75   | 0.36%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1047890.63   | 0.15%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1015976.56   | 0.15%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $926507.82    | 0.14%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1536093.75   | 0.22%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1210000 | PA      | $1225786.72   | 0.18%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1133000 | PA      | $1150791.65   | 0.17%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    674000 | PA      | $689586.25    | 0.10%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2809000 | PA      | $2798466.25   | 0.41%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1124000 | PA      | $1127995.47   | 0.16%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    636000 | PA      | $638335.32    | 0.09%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1964000 | PA      | $1969523.75   | 0.29%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    833000 | PA      | $830884.96    | 0.12%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $747656.25    | 0.11%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1273000 | PA      | $1270911.49   | 0.19%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    785000 | PA      | $790028.91    | 0.12%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1792000 | PA      | $1829100.01   | 0.27%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    863000 | PA      | $866371.09    | 0.13%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    498000 | PA      | $509282.81    | 0.07%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2841000 | PA      | $2905810.31   | 0.42%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    536000 | PA      | $542176.56    | 0.08%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    923000 | PA      | $928336.09    | 0.14%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1120000 | PA      | $1145375.00   | 0.17%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1605000 | PA      | $1638730.09   | 0.24%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    502000 | PA      | $506941.56    | 0.07%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    629000 | PA      | $655879.93    | 0.10%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2061406.26   | 0.30%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1203000 | PA      | $1210753.71   | 0.18%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    372000 | PA      | $377638.13    | 0.06%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1853000 | PA      | $1901641.25   | 0.28%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1634000 | PA      | $1643510.39   | 0.24%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    537000 | PA      | $556298.44    | 0.08%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2942625.00   | 0.43%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1304000 | PA      | $1324680.63   | 0.19%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1561000 | PA      | $1570878.21   | 0.23%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    599000 | PA      | $612243.52    | 0.09%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    366000 | PA      | $369145.31    | 0.05%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1140000 | PA      | $1165026.57   | 0.17%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    983000 | PA      | $999664.93    | 0.15%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $362081.25    | 0.05%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2030000 | PA      | $2034916.42   | 0.30%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2263000 | PA      | $2290757.12   | 0.33%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    653000 | PA      | $662743.99    | 0.10%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2015000 | PA      | $2057503.91   | 0.30%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    477000 | PA      | $479943.99    | 0.07%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1126000 | PA      | $1131190.16   | 0.17%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    467000 | PA      | $477142.66    | 0.07%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1968000 | PA      | $2002286.26   | 0.29%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    386000 | PA      | $389679.06    | 0.06%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1132000 | PA      | $1148272.50   | 0.17%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955000 | PA      | $966564.46    | 0.14%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1720000 | PA      | $1725442.18   | 0.25%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1596000 | PA      | $1615451.25   | 0.24%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1930000 | PA      | $1940328.51   | 0.28%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    557000 | PA      | $564745.78    | 0.08%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2868000 | PA      | $2925360.00   | 0.43%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    351000 | PA      | $352261.41    | 0.05%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    467000 | PA      | $467766.17    | 0.07%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    463000 | PA      | $465893.75    | 0.07%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1534000 | PA      | $1535917.50   | 0.22%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $63374.06     | 0.01%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1707000 | PA      | $1709000.40   | 0.25%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1110000 | PA      | $1109653.13   | 0.16%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                              | Unum Group                                                                       | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53695.06     | 0.01%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                              | Unum Group                                                                       | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12308.95     | 0.00%             | 2041-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                              | Unum Group                                                                       | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24843.18     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     85000 | PA      | $101756.55    | 0.01%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    110000 | PA      | $111515.09    | 0.02%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                 | VF Corp                                                                          | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29196.58     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                 | VF Corp                                                                          | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19109.39     | 0.00%             | 2037-11-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                 | VF Corp                                                                          | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29243.28     | 0.00%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                 | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44911.71     | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                     | VM Consolidated Inc                                                              | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26957.81     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41562.73     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50767.59     | 0.01%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                  | Valmont Industries Inc                                                           | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34924.80     | 0.01%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                           | Valvoline Inc                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32271.13     | 0.00%             | 2031-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     20000 | PA      | $20093.84     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     30000 | PA      | $25461.65     | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     47000 | PA      | $46844.09     | 0.01%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36907.69     | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     62000 | PA      | $62346.86     | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     27000 | PA      | $23956.94     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     40000 | PA      | $38093.30     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     17000 | PA      | $17270.58     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     25000 | PA      | $22530.31     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     40000 | PA      | $41894.10     | 0.01%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     35000 | PA      | $35143.82     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     25000 | PA      | $25697.36     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                            | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20651.47     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                            | Veralto Corp                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47251.40     | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                            | VeriSign Inc                                                                     | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39985.42     | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                            | VeriSign Inc                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72681.39     | 0.01%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                            | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5140.75      | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43215.84     | 0.01%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44558.48     | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     32000 | PA      | $35512.90     | 0.01%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     57000 | PA      | $63265.93     | 0.01%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130975.12    | 0.02%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53994.43     | 0.01%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    142000 | PA      | $137969.33    | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23610.88     | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89631.10     | 0.01%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42506.99     | 0.01%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69193.13     | 0.01%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85733.52     | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50310.74     | 0.01%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111766.49    | 0.02%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31385.01     | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5009.80      | 0.00%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    156000 | PA      | $154703.21    | 0.02%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125982.41    | 0.02%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88547.91     | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    233000 | PA      | $231350.36    | 0.03%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     89000 | PA      | $69252.74     | 0.01%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85409.56     | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36986.60     | 0.01%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     92000 | PA      | $81029.17     | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128083.31    | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    129000 | PA      | $93822.19     | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    195000 | PA      | $123287.16    | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    122000 | PA      | $72972.27     | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $121859.42    | 0.02%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44311.36     | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    224000 | PA      | $162474.03    | 0.02%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    190000 | PA      | $131951.05    | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    129000 | PA      | $123705.54    | 0.02%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    214000 | PA      | $195813.35    | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    257000 | PA      | $203053.04    | 0.03%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47458.20     | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    316000 | PA      | $279285.52    | 0.04%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53064.98     | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46410.71     | 0.01%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68440.50     | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183662.54    | 0.03%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209966.73    | 0.03%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    124000 | PA      | $126831.33    | 0.02%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150900.75    | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100118.02    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201714.80    | 0.03%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141499.55    | 0.02%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $46047.22     | 0.01%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34370.68     | 0.01%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21808.78     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65011.96     | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29315.09     | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26599.65     | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56688.38     | 0.01%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20460.73     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96316.81     | 0.01%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57750.42     | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49897.64     | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24413.34     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33218.53     | 0.00%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $147453.56    | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8995.26      | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52580.83     | 0.01%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                     | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28570.57     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113519.08    | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73516.38     | 0.01%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                  | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38764.71     | 0.01%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| VINCI SA                                                | Vinci SA                                                                         | CUSIP: 927320AA9<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $9861.18      | 0.00%             | 2029-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68236.35     | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199260.27    | 0.03%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73841.92     | 0.01%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43611.17     | 0.01%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54364.96     | 0.01%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70306.75     | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    112000 | PA      | $103791.34    | 0.02%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69744.76     | 0.01%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19062.96     | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $49829.00     | 0.01%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                              | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114823.20    | 0.02%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                              | VMware LLC                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106924.41    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                            | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38212.21     | 0.01%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                            | Vontier Corp                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     68000 | PA      | $62224.01     | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                | WEA Finance LLC / Westfield UK & Europe Finance PLC                              | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |     20000 | PA      | $17401.06     | 0.00%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                      | Voya Financial Inc                                                               | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31494.02     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                      | Voya Financial Inc                                                               | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9452.01      | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19272.02     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35784.16     | 0.01%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87368.10     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5141.75      | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88553.38     | 0.01%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61210.40     | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                  | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     45000 | PA      | $37076.56     | 0.01%             | 2048-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                  | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     35000 | PA      | $34741.19     | 0.01%             | 2028-09-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                  | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     65000 | PA      | $63078.94     | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                  | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     75000 | PA      | $73608.47     | 0.01%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                            | WP Carey Inc                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     25000 | PA      | $24684.68     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                            | WP Carey Inc                                                                     | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     60000 | PA      | $54031.58     | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                            | WP Carey Inc                                                                     | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     10000 | PA      | $8458.21      | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                            | WP Carey Inc                                                                     | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     25000 | PA      | $22088.23     | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                            | WP Carey Inc                                                                     | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |      5000 | PA      | $5182.26      | 0.00%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                    | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22967.45     | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42678.00     | 0.01%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82917.07     | 0.01%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50360.93     | 0.01%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     37000 | PA      | $22578.90     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98876.67     | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54270.42     | 0.01%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51531.68     | 0.01%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69679.36     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92512.80     | 0.01%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108223.31    | 0.02%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60997.47     | 0.01%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5191.81      | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5070.04      | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117614.45    | 0.02%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30830.88     | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128124.28    | 0.02%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99359.50     | 0.01%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                             | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57264.76     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                             | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60746.40     | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                  | Webster Financial Corp                                                           | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64217.71     | 0.01%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21956.80     | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49753.67     | 0.01%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58719.61     | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19028.28     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48964.61     | 0.01%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149073.54    | 0.02%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $544379.40    | 0.08%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $734073.53    | 0.11%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     35000 | PA      | $35271.36     | 0.01%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     30000 | PA      | $28365.13     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60148.39     | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     20000 | PA      | $19237.93     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     80000 | PA      | $74658.00     | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     50000 | PA      | $46453.01     | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     75000 | PA      | $70663.32     | 0.01%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     30000 | PA      | $27365.53     | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $96852.24     | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $101283.31    | 0.01%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    125000 | PA      | $128527.19    | 0.02%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91348.95     | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67204.25     | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     67000 | PA      | $70297.26     | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47154.06     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                    | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9509.16      | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                    | Western Digital Corp                                                             | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45802.37     | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                    | Western Union Co/The                                                             | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42006.13     | 0.01%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| WESTERN UNION CO/THE                                    | Western Union Co/The                                                             | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27127.10     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96158.97     | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84881.50     | 0.01%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15376.67     | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15724.12     | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                    | Westpac Banking Corp                                                             | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $297502.12    | 0.04%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                    | Westpac Banking Corp                                                             | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $112431.62    | 0.02%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                    | Westpac Banking Corp                                                             | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $90572.09     | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                    | Westpac Banking Corp                                                             | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $94826.65     | 0.01%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                    | Westpac Banking Corp                                                             | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $100460.24    | 0.01%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                    | Westpac Banking Corp                                                             | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $311323.99    | 0.05%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                 | Westpac New Zealand Ltd                                                          | CUSIP: 96122FAE7<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $205734.07    | 0.03%             | 2030-02-27      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                 | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50969.98     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30833.70     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29839.75     | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     34000 | PA      | $25987.86     | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42252.05     | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41702.05     | 0.01%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19119.86     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19251.67     | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25323.22     | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24838.02     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62485.50     | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9156.45      | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88574.56     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     54000 | PA      | $40983.61     | 0.01%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80561.11     | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67523.93     | 0.01%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55721.01     | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                                    | Winnebago Industries Inc                                                         | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12027.48     | 0.00%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                    | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36710.21     | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | 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        |  15020000 | NS      | $15020000.00  | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WOORI BANK                                              | Woori Bank                                                                       | CUSIP: 98105GAP7<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203986.02    | 0.03%             | 2029-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                             | Workday Inc                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64556.63     | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                             | Workday Inc                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24684.11     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                             | Workday Inc                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120027.10    | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35488.88     | 0.01%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19496.87     | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     35000 | PA      | $34480.21     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     25000 | PA      | $25661.72     | 0.00%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                 | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47360.37     | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                 | RXO Inc                                                                          | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25490.03     | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                 | XPO Inc                                                                          | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86848.76     | 0.01%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                 | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52229.49     | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                              | Xilinx Inc                                                                       | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    101000 | PA      | $94012.80     | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                       | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     24000 | PA      | $8156.46      | 0.00%             | 2039-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                       | CUSIP: 984121CL5<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $5700.54      | 0.00%             | 2035-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25642.83     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| XEROX CORPORATION                                       | Xerox Corp                                                                       | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22864.13     | 0.00%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: —       |
| XYLEM INC                                               | Xylem Inc/NY                                                                     | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18975.10     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                               | Xylem Inc/NY                                                                     | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45511.07     | 0.01%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| XYLEM INC                                               | Xylem Inc/NY                                                                     | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52821.27     | 0.01%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                            | XL Group Ltd                                                                     | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $28692.45     | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                     | Xerox Holdings Corp                                                              | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $19384.15     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| XEROX HOLDINGS CORP                                     | Xerox Holdings Corp                                                              | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     34000 | PA      | $12571.96     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| YAMANA GOLD INC                                         | Yamana Gold Inc                                                                  | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $26960.47     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                  | Yara International ASA                                                           | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     92000 | PA      | $92842.34     | 0.01%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                  | Yara International ASA                                                           | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     85000 | PA      | $80275.14     | 0.01%             | 2030-06-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36154.52     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                  | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26370.61     | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                  | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27112.93     | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                  | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51315.06     | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                        | Zions Bancorp NA                                                                 | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5323.77      | 0.00%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78922.77     | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                       | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73839.79     | 0.01%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                       | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     58000 | PA      | $47282.49     | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                       | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30003.69     | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                       | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26158.12     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                       | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26995.45     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                       | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42721.48     | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                       | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111965.93    | 0.02%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                        | ZipRecruiter Inc                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32454.33     | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37868.34     | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | 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      | $220431.40    | 0.03%             | 2034-06-11      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $188988.02    | 0.03%             | 2046-06-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $197687.55    | 0.03%             | 2027-10-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SWIRE PROPERT MTN FIN                                   | Swire Properties MTN Financing Ltd                                               | CUSIP: 000000000<br>LEI: 549300MYFUCWFUIC4803 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $197420.61    | 0.03%             | 2028-01-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $193240.92    | 0.03%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $200608.98    | 0.03%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LTD                                         | Emaar Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196021.57    | 0.03%             | 2029-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $145867.04    | 0.02%             | 2049-09-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $189816.15    | 0.03%             | 2029-09-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                                   | Sharjah Sukuk Program Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $189197.19    | 0.03%             | 2029-10-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    185000 | PA      | $181037.34    | 0.03%             | 2027-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $198548.29    | 0.03%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $181351.57    | 0.03%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $165061.62    | 0.02%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | State of Israel                                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $137062.64    | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                 | Sun Hung Kai Properties Capital Market Ltd                                       | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188554.04    | 0.03%             | 2030-05-13      | Fixed         | 2.75%                 | 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      | $189356.83    | 0.03%             | 2030-05-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $68528.91     | 0.01%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $90200.88     | 0.01%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                            | MTR Corp Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $181951.40    | 0.03%             | 2030-08-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     48000 | PA      | $39329.70     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    250000 | PA      | $175255.53    | 0.03%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    190000 | PA      | $137909.99    | 0.02%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    284000 | PA      | $222607.06    | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     50000 | PA      | $32851.11     | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $178174.10    | 0.03%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DUBAI DOF SUKUK LTD                                     | Dubai DOF Sukuk Ltd                                                              | CUSIP: 000000000<br>LEI: 549300FL2U4Z16IJI576 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $189229.51    | 0.03%             | 2030-09-09      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     55000 | PA      | $52014.29     | 0.01%             | 2028-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                                   | Finance Department Government of Sharjah                                         | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $180275.21    | 0.03%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                  | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $195523.29    | 0.03%             | 2027-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $177460.47    | 0.03%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $171738.46    | 0.03%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bonds                      | UAE International Government Bonds                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $310103.40    | 0.05%             | 2041-10-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                   | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    110000 | PA      | $103344.71    | 0.02%             | 2028-10-12      | Fixed         | 1.38%                 | 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      | $189219.90    | 0.03%             | 2031-11-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     66000 | PA      | $59839.14     | 0.01%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $58892.03     | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $60779.89     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $50465.49     | 0.01%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                 | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200736.30    | 0.03%             | 2032-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $202517.95    | 0.03%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $213533.10    | 0.03%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    110000 | PA      | $114442.37    | 0.02%             | 2028-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $108314.41    | 0.02%             | 2033-01-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $54876.86     | 0.01%             | 2053-01-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                     | Kasikornbank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $205022.66    | 0.03%             | 2028-03-07      | Fixed         | 5.46%                 | 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      | $207551.57    | 0.03%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCT BANK/HK                                 | China Construction Bank Corp/Hong Kong                                           | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $202074.69    | 0.03%             | 2026-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $200176.13    | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | 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      | $213153.74    | 0.03%             | 2034-01-17      | Fixed         | 9.25%                 | 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        |    200000 | PA      | $201871.54    | 0.03%             | 2027-01-18      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES                                  | Mirae Asset Securities Co Ltd                                                    | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203362.33    | 0.03%             | 2027-01-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $206303.78    | 0.03%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $200619.63    | 0.03%             | 2027-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     80000 | PA      | $81442.94     | 0.01%             | 2031-02-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $205316.29    | 0.03%             | 2029-02-28      | 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      | $204831.05    | 0.03%             | 2029-03-04      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                           | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |    200000 | PA      | $202104.05    | 0.03%             | 2027-03-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     34000 | PA      | $34350.86     | 0.01%             | 2027-03-08      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                         | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202529.42    | 0.03%             | 2029-04-02      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                         | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $206067.89    | 0.03%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREAREHABNRESOURCE                                     | Korea Mine Rehabilitation & Mineral Resources Corp                               | CUSIP: 000000000<br>LEI: 988400H3GWWTNW7D1G09 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $206022.72    | 0.03%             | 2029-05-08      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                         | Kingdom of Belgium Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    200000 | PA      | $184500.94    | 0.03%             | 2055-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                 | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $202877.54    | 0.03%             | 2027-04-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALDAR INVESTMENT PROP                                   | Aldar Investment Properties Sukuk Ltd                                            | CUSIP: 000000000<br>LEI: 549300ZE234V8AG9E962 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $208081.85    | 0.03%             | 2034-05-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CMB INTERNATIONAL LEASIN                                | CMB International Leasing Management Ltd                                         | CUSIP: 000000000<br>LEI: 5493003RO1EBM4E5IG13 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $200350.97    | 0.03%             | 2027-06-04      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                             | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $212114.11    | 0.03%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FAR EAST HORIZON LTD                                    | Far East Horizon Ltd                                                             | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $203093.61    | 0.03%             | 2028-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     70000 | PA      | $70151.95     | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds               | Kazakhstan Government International Bonds                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $197614.83    | 0.03%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                   | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $10153.10     | 0.00%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFH SUKUK CO                                            | KFH Sukuk Co                                                                     | CUSIP: 000000000<br>LEI: 5493008FLJYWGCMZDN21 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $207336.17    | 0.03%             | 2030-01-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BSF SUKUK CO LIMITED                                    | BSF Sukuk Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2549001XXO8PLKLMHF84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205792.95    | 0.03%             | 2030-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                      | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202210.39    | 0.03%             | 2030-07-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $210079.91    | 0.03%             | 2035-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                   | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      5000 | PA      | $5171.53      | 0.00%             | 2030-02-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                         | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200859.91    | 0.03%             | 2030-03-17      | Floating      | 5.35%                 | 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      | $205568.61    | 0.03%             | 2030-04-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $10105.74     | 0.00%             | 2030-04-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                         | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205435.06    | 0.03%             | 2035-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/MACAU                                     | Bank of China Ltd/Macau                                                          | CUSIP: 000000000<br>LEI: 54930047DU4WCPOIO219 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $397830.11    | 0.06%             | 2027-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $174568.02    | 0.03%             | 2047-10-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $49641.58     | 0.01%             | 2048-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                | Telenet Finance Luxembourg Notes Sarl                                            | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198214.20    | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                          | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $201266.51    | 0.03%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SWIRE PACIFIC MTN FIN                                   | Swire Pacific Mtn Financing HK Ltd                                               | CUSIP: 000000000<br>LEI: 549300UKPSWGA4VYA949 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $191918.70    | 0.03%             | 2030-01-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     40000 | PA      | $39214.16     | 0.01%             | 2029-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                  | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $181023.98    | 0.03%             | 2051-04-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $406783.45    | 0.06%             | 2029-03-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $185086.38    | 0.03%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206001.67    | 0.03%             | 2032-05-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                 | Meituan                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187142.33    | 0.03%             | 2030-10-28      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                         | TSMC Global Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $189599.05    | 0.03%             | 2027-09-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                         | TSMC Global Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $176838.25    | 0.03%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bonds                   | Kuwait International Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $198612.75    | 0.03%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $191743.46    | 0.03%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197001.79    | 0.03%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $161529.00    | 0.02%             | 2052-01-19      | Fixed         | 4.99%                 | 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      | $207088.89    | 0.03%             | 2030-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $189543.60    | 0.03%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $206157.95    | 0.03%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $212960.68    | 0.03%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $215695.45    | 0.03%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $215095.09    | 0.03%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA             | Empresa de Transporte de Pasajeros Metro SA                                      | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $178146.05    | 0.03%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                                   | Grupo Bimbo SAB de CV                                                            | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $155060.81    | 0.02%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                     | Inversiones CMPC SA                                                              | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $206114.77    | 0.03%             | 2033-06-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                          | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    110000 | PA      | $114918.13    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $186804.58    | 0.03%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $198925.73    | 0.03%             | 2029-05-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                  | Yara International ASA                                                           | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $113760.95    | 0.02%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| BIMBO BAKERIES USA INC                                  | Bimbo Bakeries USA Inc                                                           | CUSIP: 000000000<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218751.26    | 0.03%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GUSAP III LP                                            | GUSAP III LP                                                                     | CUSIP: 000000000<br>LEI: 549300WY05UJ7WTHIN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201617.15    | 0.03%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $124677.41    | 0.02%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $232357.15    | 0.03%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                            | Kookmin Bank                                                                     | CUSIP: 000000000<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200918.92    | 0.03%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA SOVEREIGN SUKUK                                | Malaysia Sovereign Sukuk Bhd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    200000 | PA      | $182621.67    | 0.03%             | 2045-04-22      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $205653.04    | 0.03%             | 2029-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                    | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $205561.07    | 0.03%             | 2029-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                 | Shinhan Financial Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $204272.43    | 0.03%             | 2028-07-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                     | Shriram Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $203277.17    | 0.03%             | 2027-04-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $181610.58    | 0.03%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer